Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
164.44 |
164.55 |
0.11 |
0.1% |
163.55 |
| High |
164.65 |
164.56 |
-0.09 |
-0.1% |
164.65 |
| Low |
164.27 |
164.09 |
-0.18 |
-0.1% |
163.55 |
| Close |
164.60 |
164.15 |
-0.45 |
-0.3% |
164.15 |
| Range |
0.38 |
0.47 |
0.09 |
23.7% |
1.10 |
| ATR |
0.89 |
0.86 |
-0.03 |
-3.1% |
0.00 |
| Volume |
295,633 |
122,958 |
-172,675 |
-58.4% |
911,756 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.68 |
165.38 |
164.41 |
|
| R3 |
165.21 |
164.91 |
164.28 |
|
| R2 |
164.74 |
164.74 |
164.24 |
|
| R1 |
164.44 |
164.44 |
164.19 |
164.36 |
| PP |
164.27 |
164.27 |
164.27 |
164.22 |
| S1 |
163.97 |
163.97 |
164.11 |
163.89 |
| S2 |
163.80 |
163.80 |
164.06 |
|
| S3 |
163.33 |
163.50 |
164.02 |
|
| S4 |
162.86 |
163.03 |
163.89 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.42 |
166.88 |
164.76 |
|
| R3 |
166.32 |
165.78 |
164.45 |
|
| R2 |
165.22 |
165.22 |
164.35 |
|
| R1 |
164.68 |
164.68 |
164.25 |
164.95 |
| PP |
164.12 |
164.12 |
164.12 |
164.25 |
| S1 |
163.58 |
163.58 |
164.05 |
163.85 |
| S2 |
163.02 |
163.02 |
163.95 |
|
| S3 |
161.92 |
162.48 |
163.85 |
|
| S4 |
160.82 |
161.38 |
163.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.65 |
163.17 |
1.48 |
0.9% |
0.51 |
0.3% |
66% |
False |
False |
211,981 |
| 10 |
164.65 |
161.82 |
2.83 |
1.7% |
0.62 |
0.4% |
82% |
False |
False |
280,768 |
| 20 |
164.65 |
159.91 |
4.74 |
2.9% |
0.93 |
0.6% |
89% |
False |
False |
547,614 |
| 40 |
165.26 |
159.91 |
5.35 |
3.3% |
0.94 |
0.6% |
79% |
False |
False |
313,960 |
| 60 |
166.84 |
159.91 |
6.93 |
4.2% |
0.85 |
0.5% |
61% |
False |
False |
213,345 |
| 80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
47% |
False |
False |
160,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.56 |
|
2.618 |
165.79 |
|
1.618 |
165.32 |
|
1.000 |
165.03 |
|
0.618 |
164.85 |
|
HIGH |
164.56 |
|
0.618 |
164.38 |
|
0.500 |
164.33 |
|
0.382 |
164.27 |
|
LOW |
164.09 |
|
0.618 |
163.80 |
|
1.000 |
163.62 |
|
1.618 |
163.33 |
|
2.618 |
162.86 |
|
4.250 |
162.09 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.33 |
164.27 |
| PP |
164.27 |
164.23 |
| S1 |
164.21 |
164.19 |
|