Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 10-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
160.54 |
160.44 |
-0.10 |
-0.1% |
161.55 |
High |
160.73 |
161.13 |
0.40 |
0.2% |
162.32 |
Low |
160.31 |
160.44 |
0.13 |
0.1% |
160.31 |
Close |
160.49 |
160.94 |
0.45 |
0.3% |
160.49 |
Range |
0.42 |
0.69 |
0.27 |
64.3% |
2.01 |
ATR |
0.77 |
0.77 |
-0.01 |
-0.8% |
0.00 |
Volume |
600,631 |
584,656 |
-15,975 |
-2.7% |
3,026,941 |
|
Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.91 |
162.61 |
161.32 |
|
R3 |
162.22 |
161.92 |
161.13 |
|
R2 |
161.53 |
161.53 |
161.07 |
|
R1 |
161.23 |
161.23 |
161.00 |
161.38 |
PP |
160.84 |
160.84 |
160.84 |
160.91 |
S1 |
160.54 |
160.54 |
160.88 |
160.69 |
S2 |
160.15 |
160.15 |
160.81 |
|
S3 |
159.46 |
159.85 |
160.75 |
|
S4 |
158.77 |
159.16 |
160.56 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.07 |
165.79 |
161.60 |
|
R3 |
165.06 |
163.78 |
161.04 |
|
R2 |
163.05 |
163.05 |
160.86 |
|
R1 |
161.77 |
161.77 |
160.67 |
161.41 |
PP |
161.04 |
161.04 |
161.04 |
160.86 |
S1 |
159.76 |
159.76 |
160.31 |
159.40 |
S2 |
159.03 |
159.03 |
160.12 |
|
S3 |
157.02 |
157.75 |
159.94 |
|
S4 |
155.01 |
155.74 |
159.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.32 |
160.31 |
2.01 |
1.2% |
0.79 |
0.5% |
31% |
False |
False |
722,319 |
10 |
165.44 |
160.31 |
5.13 |
3.2% |
1.01 |
0.6% |
12% |
False |
False |
856,162 |
20 |
165.55 |
160.31 |
5.24 |
3.3% |
0.76 |
0.5% |
12% |
False |
False |
717,642 |
40 |
165.55 |
160.31 |
5.24 |
3.3% |
0.65 |
0.4% |
12% |
False |
False |
514,869 |
60 |
165.93 |
160.31 |
5.62 |
3.5% |
0.65 |
0.4% |
11% |
False |
False |
347,934 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.65 |
0.4% |
11% |
False |
False |
261,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.06 |
2.618 |
162.94 |
1.618 |
162.25 |
1.000 |
161.82 |
0.618 |
161.56 |
HIGH |
161.13 |
0.618 |
160.87 |
0.500 |
160.79 |
0.382 |
160.70 |
LOW |
160.44 |
0.618 |
160.01 |
1.000 |
159.75 |
1.618 |
159.32 |
2.618 |
158.63 |
4.250 |
157.51 |
|
|
Fisher Pivots for day following 10-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
160.89 |
161.11 |
PP |
160.84 |
161.05 |
S1 |
160.79 |
161.00 |
|