Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 12-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
160.78 |
160.97 |
0.19 |
0.1% |
161.55 |
High |
160.95 |
161.44 |
0.49 |
0.3% |
162.32 |
Low |
160.48 |
160.83 |
0.35 |
0.2% |
160.31 |
Close |
160.69 |
161.42 |
0.73 |
0.5% |
160.49 |
Range |
0.47 |
0.61 |
0.14 |
29.8% |
2.01 |
ATR |
0.75 |
0.75 |
0.00 |
0.0% |
0.00 |
Volume |
695,463 |
785,938 |
90,475 |
13.0% |
3,026,941 |
|
Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.06 |
162.85 |
161.76 |
|
R3 |
162.45 |
162.24 |
161.59 |
|
R2 |
161.84 |
161.84 |
161.53 |
|
R1 |
161.63 |
161.63 |
161.48 |
161.74 |
PP |
161.23 |
161.23 |
161.23 |
161.28 |
S1 |
161.02 |
161.02 |
161.36 |
161.13 |
S2 |
160.62 |
160.62 |
161.31 |
|
S3 |
160.01 |
160.41 |
161.25 |
|
S4 |
159.40 |
159.80 |
161.08 |
|
|
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 |
161.90 |
160.31 |
1.59 |
1.0% |
0.73 |
0.5% |
70% |
False |
False |
689,879 |
10 |
164.04 |
160.31 |
3.73 |
2.3% |
0.85 |
0.5% |
30% |
False |
False |
769,989 |
20 |
165.55 |
160.31 |
5.24 |
3.2% |
0.77 |
0.5% |
21% |
False |
False |
732,747 |
40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.66 |
0.4% |
21% |
False |
False |
550,316 |
60 |
165.93 |
160.31 |
5.62 |
3.5% |
0.66 |
0.4% |
20% |
False |
False |
372,492 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.64 |
0.4% |
20% |
False |
False |
280,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.03 |
2.618 |
163.04 |
1.618 |
162.43 |
1.000 |
162.05 |
0.618 |
161.82 |
HIGH |
161.44 |
0.618 |
161.21 |
0.500 |
161.14 |
0.382 |
161.06 |
LOW |
160.83 |
0.618 |
160.45 |
1.000 |
160.22 |
1.618 |
159.84 |
2.618 |
159.23 |
4.250 |
158.24 |
|
|
Fisher Pivots for day following 12-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
161.33 |
161.26 |
PP |
161.23 |
161.10 |
S1 |
161.14 |
160.94 |
|