Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
161.44 |
161.35 |
-0.09 |
-0.1% |
160.44 |
High |
161.92 |
161.75 |
-0.17 |
-0.1% |
161.92 |
Low |
161.02 |
161.06 |
0.04 |
0.0% |
160.44 |
Close |
161.15 |
161.14 |
-0.01 |
0.0% |
161.14 |
Range |
0.90 |
0.69 |
-0.21 |
-23.3% |
1.48 |
ATR |
0.76 |
0.75 |
0.00 |
-0.6% |
0.00 |
Volume |
513,700 |
369,064 |
-144,636 |
-28.2% |
2,948,821 |
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.39 |
162.95 |
161.52 |
|
R3 |
162.70 |
162.26 |
161.33 |
|
R2 |
162.01 |
162.01 |
161.27 |
|
R1 |
161.57 |
161.57 |
161.20 |
161.45 |
PP |
161.32 |
161.32 |
161.32 |
161.25 |
S1 |
160.88 |
160.88 |
161.08 |
160.76 |
S2 |
160.63 |
160.63 |
161.01 |
|
S3 |
159.94 |
160.19 |
160.95 |
|
S4 |
159.25 |
159.50 |
160.76 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.61 |
164.85 |
161.95 |
|
R3 |
164.13 |
163.37 |
161.55 |
|
R2 |
162.65 |
162.65 |
161.41 |
|
R1 |
161.89 |
161.89 |
161.28 |
162.27 |
PP |
161.17 |
161.17 |
161.17 |
161.36 |
S1 |
160.41 |
160.41 |
161.00 |
160.79 |
S2 |
159.69 |
159.69 |
160.87 |
|
S3 |
158.21 |
158.93 |
160.73 |
|
S4 |
156.73 |
157.45 |
160.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.92 |
160.44 |
1.48 |
0.9% |
0.67 |
0.4% |
47% |
False |
False |
589,764 |
10 |
162.60 |
160.31 |
2.29 |
1.4% |
0.76 |
0.5% |
36% |
False |
False |
657,440 |
20 |
165.44 |
160.31 |
5.13 |
3.2% |
0.76 |
0.5% |
16% |
False |
False |
711,573 |
40 |
165.55 |
160.31 |
5.24 |
3.3% |
0.65 |
0.4% |
16% |
False |
False |
571,299 |
60 |
165.55 |
160.31 |
5.24 |
3.3% |
0.66 |
0.4% |
16% |
False |
False |
386,591 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.64 |
0.4% |
15% |
False |
False |
291,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.68 |
2.618 |
163.56 |
1.618 |
162.87 |
1.000 |
162.44 |
0.618 |
162.18 |
HIGH |
161.75 |
0.618 |
161.49 |
0.500 |
161.41 |
0.382 |
161.32 |
LOW |
161.06 |
0.618 |
160.63 |
1.000 |
160.37 |
1.618 |
159.94 |
2.618 |
159.25 |
4.250 |
158.13 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
161.41 |
161.38 |
PP |
161.32 |
161.30 |
S1 |
161.23 |
161.22 |
|