Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
163.13 |
163.33 |
0.20 |
0.1% |
161.38 |
| High |
163.36 |
163.45 |
0.09 |
0.1% |
162.62 |
| Low |
163.00 |
162.88 |
-0.12 |
-0.1% |
160.80 |
| Close |
163.28 |
163.17 |
-0.11 |
-0.1% |
162.19 |
| Range |
0.36 |
0.57 |
0.21 |
58.3% |
1.82 |
| ATR |
1.04 |
1.00 |
-0.03 |
-3.2% |
0.00 |
| Volume |
316,787 |
166,472 |
-150,315 |
-47.4% |
3,093,587 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.88 |
164.59 |
163.48 |
|
| R3 |
164.31 |
164.02 |
163.33 |
|
| R2 |
163.74 |
163.74 |
163.27 |
|
| R1 |
163.45 |
163.45 |
163.22 |
163.31 |
| PP |
163.17 |
163.17 |
163.17 |
163.10 |
| S1 |
162.88 |
162.88 |
163.12 |
162.74 |
| S2 |
162.60 |
162.60 |
163.07 |
|
| S3 |
162.03 |
162.31 |
163.01 |
|
| S4 |
161.46 |
161.74 |
162.86 |
|
|
| 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 |
161.82 |
1.70 |
1.0% |
0.72 |
0.4% |
79% |
False |
False |
349,556 |
| 10 |
163.52 |
160.80 |
2.72 |
1.7% |
0.87 |
0.5% |
87% |
False |
False |
500,968 |
| 20 |
163.87 |
159.91 |
3.96 |
2.4% |
1.04 |
0.6% |
82% |
False |
False |
547,064 |
| 40 |
165.26 |
159.91 |
5.35 |
3.3% |
0.97 |
0.6% |
61% |
False |
False |
289,189 |
| 60 |
168.93 |
159.91 |
9.02 |
5.5% |
0.87 |
0.5% |
36% |
False |
False |
195,975 |
| 80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.82 |
0.5% |
36% |
False |
False |
147,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.87 |
|
2.618 |
164.94 |
|
1.618 |
164.37 |
|
1.000 |
164.02 |
|
0.618 |
163.80 |
|
HIGH |
163.45 |
|
0.618 |
163.23 |
|
0.500 |
163.17 |
|
0.382 |
163.10 |
|
LOW |
162.88 |
|
0.618 |
162.53 |
|
1.000 |
162.31 |
|
1.618 |
161.96 |
|
2.618 |
161.39 |
|
4.250 |
160.46 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.17 |
163.16 |
| PP |
163.17 |
163.15 |
| S1 |
163.17 |
163.15 |
|