Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
161.37 |
161.94 |
0.57 |
0.4% |
163.00 |
High |
161.95 |
162.62 |
0.67 |
0.4% |
163.06 |
Low |
161.08 |
161.69 |
0.61 |
0.4% |
159.91 |
Close |
161.71 |
162.46 |
0.75 |
0.5% |
161.86 |
Range |
0.87 |
0.93 |
0.06 |
6.9% |
3.15 |
ATR |
1.11 |
1.10 |
-0.01 |
-1.2% |
0.00 |
Volume |
644,076 |
765,364 |
121,288 |
18.8% |
4,704,841 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.05 |
164.68 |
162.97 |
|
R3 |
164.12 |
163.75 |
162.72 |
|
R2 |
163.19 |
163.19 |
162.63 |
|
R1 |
162.82 |
162.82 |
162.55 |
163.01 |
PP |
162.26 |
162.26 |
162.26 |
162.35 |
S1 |
161.89 |
161.89 |
162.37 |
162.08 |
S2 |
161.33 |
161.33 |
162.29 |
|
S3 |
160.40 |
160.96 |
162.20 |
|
S4 |
159.47 |
160.03 |
161.95 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.06 |
169.61 |
163.59 |
|
R3 |
167.91 |
166.46 |
162.73 |
|
R2 |
164.76 |
164.76 |
162.44 |
|
R1 |
163.31 |
163.31 |
162.15 |
162.46 |
PP |
161.61 |
161.61 |
161.61 |
161.19 |
S1 |
160.16 |
160.16 |
161.57 |
159.31 |
S2 |
158.46 |
158.46 |
161.28 |
|
S3 |
155.31 |
157.01 |
160.99 |
|
S4 |
152.16 |
153.86 |
160.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.62 |
159.91 |
2.71 |
1.7% |
1.11 |
0.7% |
94% |
True |
False |
711,497 |
10 |
163.06 |
159.91 |
3.15 |
1.9% |
1.26 |
0.8% |
81% |
False |
False |
797,820 |
20 |
163.87 |
159.91 |
3.96 |
2.4% |
1.04 |
0.6% |
64% |
False |
False |
451,068 |
40 |
166.84 |
159.91 |
6.93 |
4.3% |
0.97 |
0.6% |
37% |
False |
False |
234,844 |
60 |
168.93 |
159.91 |
9.02 |
5.6% |
0.85 |
0.5% |
28% |
False |
False |
158,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.57 |
2.618 |
165.05 |
1.618 |
164.12 |
1.000 |
163.55 |
0.618 |
163.19 |
HIGH |
162.62 |
0.618 |
162.26 |
0.500 |
162.16 |
0.382 |
162.05 |
LOW |
161.69 |
0.618 |
161.12 |
1.000 |
160.76 |
1.618 |
160.19 |
2.618 |
159.26 |
4.250 |
157.74 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
162.36 |
162.21 |
PP |
162.26 |
161.96 |
S1 |
162.16 |
161.71 |
|