Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 11-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
160.44 |
160.78 |
0.34 |
0.2% |
161.55 |
High |
161.13 |
160.95 |
-0.18 |
-0.1% |
162.32 |
Low |
160.44 |
160.48 |
0.04 |
0.0% |
160.31 |
Close |
160.94 |
160.69 |
-0.25 |
-0.2% |
160.49 |
Range |
0.69 |
0.47 |
-0.22 |
-31.9% |
2.01 |
ATR |
0.77 |
0.75 |
-0.02 |
-2.8% |
0.00 |
Volume |
584,656 |
695,463 |
110,807 |
19.0% |
3,026,941 |
|
Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.12 |
161.87 |
160.95 |
|
R3 |
161.65 |
161.40 |
160.82 |
|
R2 |
161.18 |
161.18 |
160.78 |
|
R1 |
160.93 |
160.93 |
160.73 |
160.82 |
PP |
160.71 |
160.71 |
160.71 |
160.65 |
S1 |
160.46 |
160.46 |
160.65 |
160.35 |
S2 |
160.24 |
160.24 |
160.60 |
|
S3 |
159.77 |
159.99 |
160.56 |
|
S4 |
159.30 |
159.52 |
160.43 |
|
|
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 |
162.12 |
160.31 |
1.81 |
1.1% |
0.73 |
0.5% |
21% |
False |
False |
777,801 |
10 |
165.33 |
160.31 |
5.02 |
3.1% |
1.01 |
0.6% |
8% |
False |
False |
813,702 |
20 |
165.55 |
160.31 |
5.24 |
3.3% |
0.76 |
0.5% |
7% |
False |
False |
727,594 |
40 |
165.55 |
160.31 |
5.24 |
3.3% |
0.66 |
0.4% |
7% |
False |
False |
531,781 |
60 |
165.93 |
160.31 |
5.62 |
3.5% |
0.65 |
0.4% |
7% |
False |
False |
359,471 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.64 |
0.4% |
7% |
False |
False |
270,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.95 |
2.618 |
162.18 |
1.618 |
161.71 |
1.000 |
161.42 |
0.618 |
161.24 |
HIGH |
160.95 |
0.618 |
160.77 |
0.500 |
160.72 |
0.382 |
160.66 |
LOW |
160.48 |
0.618 |
160.19 |
1.000 |
160.01 |
1.618 |
159.72 |
2.618 |
159.25 |
4.250 |
158.48 |
|
|
Fisher Pivots for day following 11-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
160.72 |
160.72 |
PP |
160.71 |
160.71 |
S1 |
160.70 |
160.70 |
|