Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
163.20 |
163.13 |
-0.07 |
0.0% |
161.38 |
| High |
163.29 |
163.36 |
0.07 |
0.0% |
162.62 |
| Low |
162.84 |
163.00 |
0.16 |
0.1% |
160.80 |
| Close |
163.04 |
163.28 |
0.24 |
0.1% |
162.19 |
| Range |
0.45 |
0.36 |
-0.09 |
-20.0% |
1.82 |
| ATR |
1.09 |
1.04 |
-0.05 |
-4.8% |
0.00 |
| Volume |
337,082 |
316,787 |
-20,295 |
-6.0% |
3,093,587 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.29 |
164.15 |
163.48 |
|
| R3 |
163.93 |
163.79 |
163.38 |
|
| R2 |
163.57 |
163.57 |
163.35 |
|
| R1 |
163.43 |
163.43 |
163.31 |
163.50 |
| PP |
163.21 |
163.21 |
163.21 |
163.25 |
| S1 |
163.07 |
163.07 |
163.25 |
163.14 |
| S2 |
162.85 |
162.85 |
163.21 |
|
| S3 |
162.49 |
162.71 |
163.18 |
|
| S4 |
162.13 |
162.35 |
163.08 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.33 |
166.58 |
163.19 |
|
| R3 |
165.51 |
164.76 |
162.69 |
|
| R2 |
163.69 |
163.69 |
162.52 |
|
| R1 |
162.94 |
162.94 |
162.36 |
163.32 |
| PP |
161.87 |
161.87 |
161.87 |
162.06 |
| S1 |
161.12 |
161.12 |
162.02 |
161.50 |
| S2 |
160.05 |
160.05 |
161.86 |
|
| S3 |
158.23 |
159.30 |
161.69 |
|
| S4 |
156.41 |
157.48 |
161.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.52 |
161.19 |
2.33 |
1.4% |
0.88 |
0.5% |
90% |
False |
False |
424,164 |
| 10 |
163.52 |
159.91 |
3.61 |
2.2% |
1.00 |
0.6% |
93% |
False |
False |
567,830 |
| 20 |
163.87 |
159.91 |
3.96 |
2.4% |
1.04 |
0.6% |
85% |
False |
False |
540,379 |
| 40 |
165.28 |
159.91 |
5.37 |
3.3% |
0.99 |
0.6% |
63% |
False |
False |
285,986 |
| 60 |
168.93 |
159.91 |
9.02 |
5.5% |
0.87 |
0.5% |
37% |
False |
False |
193,215 |
| 80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.82 |
0.5% |
37% |
False |
False |
145,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.89 |
|
2.618 |
164.30 |
|
1.618 |
163.94 |
|
1.000 |
163.72 |
|
0.618 |
163.58 |
|
HIGH |
163.36 |
|
0.618 |
163.22 |
|
0.500 |
163.18 |
|
0.382 |
163.14 |
|
LOW |
163.00 |
|
0.618 |
162.78 |
|
1.000 |
162.64 |
|
1.618 |
162.42 |
|
2.618 |
162.06 |
|
4.250 |
161.47 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.25 |
163.11 |
| PP |
163.21 |
162.95 |
| S1 |
163.18 |
162.78 |
|