Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
161.54 |
161.93 |
0.39 |
0.2% |
162.77 |
| High |
161.93 |
162.22 |
0.29 |
0.2% |
163.38 |
| Low |
161.49 |
161.35 |
-0.14 |
-0.1% |
161.31 |
| Close |
161.85 |
162.07 |
0.22 |
0.1% |
161.85 |
| Range |
0.44 |
0.87 |
0.43 |
97.7% |
2.07 |
| ATR |
0.86 |
0.86 |
0.00 |
0.1% |
0.00 |
| Volume |
814,240 |
1,001,325 |
187,085 |
23.0% |
4,159,940 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.49 |
164.15 |
162.55 |
|
| R3 |
163.62 |
163.28 |
162.31 |
|
| R2 |
162.75 |
162.75 |
162.23 |
|
| R1 |
162.41 |
162.41 |
162.15 |
162.58 |
| PP |
161.88 |
161.88 |
161.88 |
161.97 |
| S1 |
161.54 |
161.54 |
161.99 |
161.71 |
| S2 |
161.01 |
161.01 |
161.91 |
|
| S3 |
160.14 |
160.67 |
161.83 |
|
| S4 |
159.27 |
159.80 |
161.59 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.39 |
167.19 |
162.99 |
|
| R3 |
166.32 |
165.12 |
162.42 |
|
| R2 |
164.25 |
164.25 |
162.23 |
|
| R1 |
163.05 |
163.05 |
162.04 |
162.62 |
| PP |
162.18 |
162.18 |
162.18 |
161.96 |
| S1 |
160.98 |
160.98 |
161.66 |
160.55 |
| S2 |
160.11 |
160.11 |
161.47 |
|
| S3 |
158.04 |
158.91 |
161.28 |
|
| S4 |
155.97 |
156.84 |
160.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.23 |
161.31 |
1.92 |
1.2% |
0.72 |
0.4% |
40% |
False |
False |
887,646 |
| 10 |
164.45 |
161.31 |
3.14 |
1.9% |
0.77 |
0.5% |
24% |
False |
False |
833,735 |
| 20 |
164.94 |
161.31 |
3.63 |
2.2% |
0.82 |
0.5% |
21% |
False |
False |
781,440 |
| 40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.87 |
0.5% |
43% |
False |
False |
664,527 |
| 60 |
165.26 |
159.91 |
5.35 |
3.3% |
0.90 |
0.6% |
40% |
False |
False |
469,787 |
| 80 |
166.84 |
159.91 |
6.93 |
4.3% |
0.84 |
0.5% |
31% |
False |
False |
355,369 |
| 100 |
168.93 |
159.91 |
9.02 |
5.6% |
0.81 |
0.5% |
24% |
False |
False |
285,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.92 |
|
2.618 |
164.50 |
|
1.618 |
163.63 |
|
1.000 |
163.09 |
|
0.618 |
162.76 |
|
HIGH |
162.22 |
|
0.618 |
161.89 |
|
0.500 |
161.79 |
|
0.382 |
161.68 |
|
LOW |
161.35 |
|
0.618 |
160.81 |
|
1.000 |
160.48 |
|
1.618 |
159.94 |
|
2.618 |
159.07 |
|
4.250 |
157.65 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
161.98 |
161.97 |
| PP |
161.88 |
161.87 |
| S1 |
161.79 |
161.77 |
|