Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
164.18 |
164.44 |
0.26 |
0.2% |
162.12 |
| High |
164.33 |
164.65 |
0.32 |
0.2% |
163.79 |
| Low |
163.89 |
164.27 |
0.38 |
0.2% |
162.04 |
| Close |
164.05 |
164.60 |
0.55 |
0.3% |
163.66 |
| Range |
0.44 |
0.38 |
-0.06 |
-13.6% |
1.75 |
| ATR |
0.91 |
0.89 |
-0.02 |
-2.5% |
0.00 |
| Volume |
262,952 |
295,633 |
32,681 |
12.4% |
1,389,075 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.65 |
165.50 |
164.81 |
|
| R3 |
165.27 |
165.12 |
164.70 |
|
| R2 |
164.89 |
164.89 |
164.67 |
|
| R1 |
164.74 |
164.74 |
164.63 |
164.82 |
| PP |
164.51 |
164.51 |
164.51 |
164.54 |
| S1 |
164.36 |
164.36 |
164.57 |
164.44 |
| S2 |
164.13 |
164.13 |
164.53 |
|
| S3 |
163.75 |
163.98 |
164.50 |
|
| S4 |
163.37 |
163.60 |
164.39 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.41 |
167.79 |
164.62 |
|
| R3 |
166.66 |
166.04 |
164.14 |
|
| R2 |
164.91 |
164.91 |
163.98 |
|
| R1 |
164.29 |
164.29 |
163.82 |
164.60 |
| PP |
163.16 |
163.16 |
163.16 |
163.32 |
| S1 |
162.54 |
162.54 |
163.50 |
162.85 |
| S2 |
161.41 |
161.41 |
163.34 |
|
| S3 |
159.66 |
160.79 |
163.18 |
|
| S4 |
157.91 |
159.04 |
162.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.65 |
162.88 |
1.77 |
1.1% |
0.53 |
0.3% |
97% |
True |
False |
220,684 |
| 10 |
164.65 |
161.19 |
3.46 |
2.1% |
0.71 |
0.4% |
99% |
True |
False |
322,424 |
| 20 |
164.65 |
159.91 |
4.74 |
2.9% |
0.98 |
0.6% |
99% |
True |
False |
560,122 |
| 40 |
165.26 |
159.91 |
5.35 |
3.3% |
0.95 |
0.6% |
88% |
False |
False |
311,090 |
| 60 |
167.22 |
159.91 |
7.31 |
4.4% |
0.85 |
0.5% |
64% |
False |
False |
211,404 |
| 80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
52% |
False |
False |
159,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.27 |
|
2.618 |
165.64 |
|
1.618 |
165.26 |
|
1.000 |
165.03 |
|
0.618 |
164.88 |
|
HIGH |
164.65 |
|
0.618 |
164.50 |
|
0.500 |
164.46 |
|
0.382 |
164.42 |
|
LOW |
164.27 |
|
0.618 |
164.04 |
|
1.000 |
163.89 |
|
1.618 |
163.66 |
|
2.618 |
163.28 |
|
4.250 |
162.66 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.55 |
164.43 |
| PP |
164.51 |
164.27 |
| S1 |
164.46 |
164.10 |
|