Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
163.16 |
163.86 |
0.70 |
0.4% |
164.07 |
| High |
163.98 |
164.19 |
0.21 |
0.1% |
164.94 |
| Low |
163.04 |
163.52 |
0.48 |
0.3% |
162.67 |
| Close |
163.48 |
163.89 |
0.41 |
0.3% |
162.84 |
| Range |
0.94 |
0.67 |
-0.27 |
-28.7% |
2.27 |
| ATR |
0.87 |
0.86 |
-0.01 |
-1.3% |
0.00 |
| Volume |
821,783 |
746,074 |
-75,709 |
-9.2% |
3,743,598 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.88 |
165.55 |
164.26 |
|
| R3 |
165.21 |
164.88 |
164.07 |
|
| R2 |
164.54 |
164.54 |
164.01 |
|
| R1 |
164.21 |
164.21 |
163.95 |
164.38 |
| PP |
163.87 |
163.87 |
163.87 |
163.95 |
| S1 |
163.54 |
163.54 |
163.83 |
163.71 |
| S2 |
163.20 |
163.20 |
163.77 |
|
| S3 |
162.53 |
162.87 |
163.71 |
|
| S4 |
161.86 |
162.20 |
163.52 |
|
|
| 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 |
164.19 |
162.47 |
1.72 |
1.0% |
0.78 |
0.5% |
83% |
True |
False |
738,467 |
| 10 |
164.94 |
162.47 |
2.47 |
1.5% |
0.82 |
0.5% |
57% |
False |
False |
695,917 |
| 20 |
164.94 |
161.19 |
3.75 |
2.3% |
0.76 |
0.5% |
72% |
False |
False |
509,170 |
| 40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.90 |
0.6% |
79% |
False |
False |
480,119 |
| 60 |
166.84 |
159.91 |
6.93 |
4.2% |
0.90 |
0.5% |
57% |
False |
False |
326,286 |
| 80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.83 |
0.5% |
44% |
False |
False |
245,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.04 |
|
2.618 |
165.94 |
|
1.618 |
165.27 |
|
1.000 |
164.86 |
|
0.618 |
164.60 |
|
HIGH |
164.19 |
|
0.618 |
163.93 |
|
0.500 |
163.86 |
|
0.382 |
163.78 |
|
LOW |
163.52 |
|
0.618 |
163.11 |
|
1.000 |
162.85 |
|
1.618 |
162.44 |
|
2.618 |
161.77 |
|
4.250 |
160.67 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.88 |
163.78 |
| PP |
163.87 |
163.67 |
| S1 |
163.86 |
163.56 |
|