Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 23-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
163.18 |
162.77 |
-0.41 |
-0.3% |
163.73 |
High |
163.28 |
163.38 |
0.10 |
0.1% |
164.45 |
Low |
162.20 |
162.45 |
0.25 |
0.2% |
162.20 |
Close |
162.29 |
163.13 |
0.84 |
0.5% |
162.29 |
Range |
1.08 |
0.93 |
-0.15 |
-13.9% |
2.25 |
ATR |
0.88 |
0.90 |
0.01 |
1.7% |
0.00 |
Volume |
793,414 |
723,034 |
-70,380 |
-8.9% |
3,176,090 |
|
Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.78 |
165.38 |
163.64 |
|
R3 |
164.85 |
164.45 |
163.39 |
|
R2 |
163.92 |
163.92 |
163.30 |
|
R1 |
163.52 |
163.52 |
163.22 |
163.72 |
PP |
162.99 |
162.99 |
162.99 |
163.09 |
S1 |
162.59 |
162.59 |
163.04 |
162.79 |
S2 |
162.06 |
162.06 |
162.96 |
|
S3 |
161.13 |
161.66 |
162.87 |
|
S4 |
160.20 |
160.73 |
162.62 |
|
|
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% |
41% |
False |
False |
779,824 |
10 |
164.45 |
162.20 |
2.25 |
1.4% |
0.79 |
0.5% |
41% |
False |
False |
744,698 |
20 |
164.94 |
162.20 |
2.74 |
1.7% |
0.76 |
0.5% |
34% |
False |
False |
612,524 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.90 |
0.6% |
64% |
False |
False |
579,794 |
60 |
165.26 |
159.91 |
5.35 |
3.3% |
0.90 |
0.6% |
60% |
False |
False |
396,968 |
80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.85 |
0.5% |
36% |
False |
False |
300,112 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
36% |
False |
False |
240,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.33 |
2.618 |
165.81 |
1.618 |
164.88 |
1.000 |
164.31 |
0.618 |
163.95 |
HIGH |
163.38 |
0.618 |
163.02 |
0.500 |
162.92 |
0.382 |
162.81 |
LOW |
162.45 |
0.618 |
161.88 |
1.000 |
161.52 |
1.618 |
160.95 |
2.618 |
160.02 |
4.250 |
158.50 |
|
|
Fisher Pivots for day following 23-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
163.06 |
163.02 |
PP |
162.99 |
162.90 |
S1 |
162.92 |
162.79 |
|