Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
163.00 |
163.18 |
0.18 |
0.1% |
163.73 |
| High |
163.15 |
163.28 |
0.13 |
0.1% |
164.45 |
| Low |
162.62 |
162.20 |
-0.42 |
-0.3% |
162.20 |
| Close |
163.03 |
162.29 |
-0.74 |
-0.5% |
162.29 |
| Range |
0.53 |
1.08 |
0.55 |
103.8% |
2.25 |
| ATR |
0.87 |
0.88 |
0.02 |
1.8% |
0.00 |
| Volume |
726,842 |
793,414 |
66,572 |
9.2% |
3,176,090 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.83 |
165.14 |
162.88 |
|
| R3 |
164.75 |
164.06 |
162.59 |
|
| R2 |
163.67 |
163.67 |
162.49 |
|
| R1 |
162.98 |
162.98 |
162.39 |
162.79 |
| PP |
162.59 |
162.59 |
162.59 |
162.49 |
| S1 |
161.90 |
161.90 |
162.19 |
161.71 |
| S2 |
161.51 |
161.51 |
162.09 |
|
| S3 |
160.43 |
160.82 |
161.99 |
|
| S4 |
159.35 |
159.74 |
161.70 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.73 |
168.26 |
163.53 |
|
| R3 |
167.48 |
166.01 |
162.91 |
|
| R2 |
165.23 |
165.23 |
162.70 |
|
| R1 |
163.76 |
163.76 |
162.50 |
163.37 |
| PP |
162.98 |
162.98 |
162.98 |
162.79 |
| S1 |
161.51 |
161.51 |
162.08 |
161.12 |
| S2 |
160.73 |
160.73 |
161.88 |
|
| S3 |
158.48 |
159.26 |
161.67 |
|
| S4 |
156.23 |
157.01 |
161.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.45 |
162.20 |
2.25 |
1.4% |
0.81 |
0.5% |
4% |
False |
True |
726,266 |
| 10 |
164.45 |
162.20 |
2.25 |
1.4% |
0.79 |
0.5% |
4% |
False |
True |
732,367 |
| 20 |
164.94 |
162.20 |
2.74 |
1.7% |
0.75 |
0.5% |
3% |
False |
True |
584,696 |
| 40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.89 |
0.5% |
47% |
False |
False |
562,537 |
| 60 |
165.28 |
159.91 |
5.37 |
3.3% |
0.91 |
0.6% |
44% |
False |
False |
385,556 |
| 80 |
168.93 |
159.91 |
9.02 |
5.6% |
0.84 |
0.5% |
26% |
False |
False |
291,085 |
| 100 |
168.93 |
159.91 |
9.02 |
5.6% |
0.80 |
0.5% |
26% |
False |
False |
233,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.87 |
|
2.618 |
166.11 |
|
1.618 |
165.03 |
|
1.000 |
164.36 |
|
0.618 |
163.95 |
|
HIGH |
163.28 |
|
0.618 |
162.87 |
|
0.500 |
162.74 |
|
0.382 |
162.61 |
|
LOW |
162.20 |
|
0.618 |
161.53 |
|
1.000 |
161.12 |
|
1.618 |
160.45 |
|
2.618 |
159.37 |
|
4.250 |
157.61 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
162.74 |
163.01 |
| PP |
162.59 |
162.77 |
| S1 |
162.44 |
162.53 |
|