Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 13-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
160.97 |
161.44 |
0.47 |
0.3% |
161.55 |
High |
161.44 |
161.92 |
0.48 |
0.3% |
162.32 |
Low |
160.83 |
161.02 |
0.19 |
0.1% |
160.31 |
Close |
161.42 |
161.15 |
-0.27 |
-0.2% |
160.49 |
Range |
0.61 |
0.90 |
0.29 |
47.5% |
2.01 |
ATR |
0.75 |
0.76 |
0.01 |
1.5% |
0.00 |
Volume |
785,938 |
513,700 |
-272,238 |
-34.6% |
3,026,941 |
|
Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.06 |
163.51 |
161.65 |
|
R3 |
163.16 |
162.61 |
161.40 |
|
R2 |
162.26 |
162.26 |
161.32 |
|
R1 |
161.71 |
161.71 |
161.23 |
161.54 |
PP |
161.36 |
161.36 |
161.36 |
161.28 |
S1 |
160.81 |
160.81 |
161.07 |
160.64 |
S2 |
160.46 |
160.46 |
160.99 |
|
S3 |
159.56 |
159.91 |
160.90 |
|
S4 |
158.66 |
159.01 |
160.66 |
|
|
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 |
161.92 |
160.31 |
1.61 |
1.0% |
0.62 |
0.4% |
52% |
True |
False |
636,077 |
10 |
163.31 |
160.31 |
3.00 |
1.9% |
0.81 |
0.5% |
28% |
False |
False |
716,096 |
20 |
165.44 |
160.31 |
5.13 |
3.2% |
0.78 |
0.5% |
16% |
False |
False |
719,987 |
40 |
165.55 |
160.31 |
5.24 |
3.3% |
0.65 |
0.4% |
16% |
False |
False |
562,347 |
60 |
165.73 |
160.31 |
5.42 |
3.4% |
0.66 |
0.4% |
15% |
False |
False |
380,516 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.64 |
0.4% |
15% |
False |
False |
286,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.75 |
2.618 |
164.28 |
1.618 |
163.38 |
1.000 |
162.82 |
0.618 |
162.48 |
HIGH |
161.92 |
0.618 |
161.58 |
0.500 |
161.47 |
0.382 |
161.36 |
LOW |
161.02 |
0.618 |
160.46 |
1.000 |
160.12 |
1.618 |
159.56 |
2.618 |
158.66 |
4.250 |
157.20 |
|
|
Fisher Pivots for day following 13-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
161.47 |
161.20 |
PP |
161.36 |
161.18 |
S1 |
161.26 |
161.17 |
|