Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 09-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
163.64 |
162.70 |
-0.94 |
-0.6% |
164.07 |
High |
163.67 |
163.33 |
-0.34 |
-0.2% |
164.94 |
Low |
162.67 |
162.47 |
-0.20 |
-0.1% |
162.67 |
Close |
162.84 |
162.95 |
0.11 |
0.1% |
162.84 |
Range |
1.00 |
0.86 |
-0.14 |
-14.0% |
2.27 |
ATR |
0.90 |
0.89 |
0.00 |
-0.3% |
0.00 |
Volume |
599,720 |
617,957 |
18,237 |
3.0% |
3,743,598 |
|
Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.50 |
165.08 |
163.42 |
|
R3 |
164.64 |
164.22 |
163.19 |
|
R2 |
163.78 |
163.78 |
163.11 |
|
R1 |
163.36 |
163.36 |
163.03 |
163.57 |
PP |
162.92 |
162.92 |
162.92 |
163.02 |
S1 |
162.50 |
162.50 |
162.87 |
162.71 |
S2 |
162.06 |
162.06 |
162.79 |
|
S3 |
161.20 |
161.64 |
162.71 |
|
S4 |
160.34 |
160.78 |
162.48 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.29 |
168.84 |
164.09 |
|
R3 |
168.02 |
166.57 |
163.46 |
|
R2 |
165.75 |
165.75 |
163.26 |
|
R1 |
164.30 |
164.30 |
163.05 |
163.89 |
PP |
163.48 |
163.48 |
163.48 |
163.28 |
S1 |
162.03 |
162.03 |
162.63 |
161.62 |
S2 |
161.21 |
161.21 |
162.42 |
|
S3 |
158.94 |
159.76 |
162.22 |
|
S4 |
156.67 |
157.49 |
161.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.52 |
162.47 |
2.05 |
1.3% |
0.97 |
0.6% |
23% |
False |
True |
705,704 |
10 |
164.94 |
162.47 |
2.47 |
1.5% |
0.76 |
0.5% |
19% |
False |
True |
527,331 |
20 |
164.94 |
160.80 |
4.14 |
2.5% |
0.78 |
0.5% |
52% |
False |
False |
487,798 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.92 |
0.6% |
60% |
False |
False |
420,015 |
60 |
166.84 |
159.91 |
6.93 |
4.3% |
0.89 |
0.5% |
44% |
False |
False |
285,468 |
80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.82 |
0.5% |
34% |
False |
False |
215,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.99 |
2.618 |
165.58 |
1.618 |
164.72 |
1.000 |
164.19 |
0.618 |
163.86 |
HIGH |
163.33 |
0.618 |
163.00 |
0.500 |
162.90 |
0.382 |
162.80 |
LOW |
162.47 |
0.618 |
161.94 |
1.000 |
161.61 |
1.618 |
161.08 |
2.618 |
160.22 |
4.250 |
158.82 |
|
|
Fisher Pivots for day following 09-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
162.93 |
163.11 |
PP |
162.92 |
163.05 |
S1 |
162.90 |
163.00 |
|