Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
161.35 |
161.08 |
-0.27 |
-0.2% |
160.44 |
High |
161.75 |
161.53 |
-0.22 |
-0.1% |
161.92 |
Low |
161.06 |
161.06 |
0.00 |
0.0% |
160.44 |
Close |
161.14 |
161.28 |
0.14 |
0.1% |
161.14 |
Range |
0.69 |
0.47 |
-0.22 |
-31.9% |
1.48 |
ATR |
0.75 |
0.73 |
-0.02 |
-2.7% |
0.00 |
Volume |
369,064 |
577,327 |
208,263 |
56.4% |
2,948,821 |
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.70 |
162.46 |
161.54 |
|
R3 |
162.23 |
161.99 |
161.41 |
|
R2 |
161.76 |
161.76 |
161.37 |
|
R1 |
161.52 |
161.52 |
161.32 |
161.64 |
PP |
161.29 |
161.29 |
161.29 |
161.35 |
S1 |
161.05 |
161.05 |
161.24 |
161.17 |
S2 |
160.82 |
160.82 |
161.19 |
|
S3 |
160.35 |
160.58 |
161.15 |
|
S4 |
159.88 |
160.11 |
161.02 |
|
|
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 |
160.48 |
1.44 |
0.9% |
0.63 |
0.4% |
56% |
False |
False |
588,298 |
10 |
162.32 |
160.31 |
2.01 |
1.2% |
0.71 |
0.4% |
48% |
False |
False |
655,308 |
20 |
165.44 |
160.31 |
5.13 |
3.2% |
0.76 |
0.5% |
19% |
False |
False |
716,687 |
40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
19% |
False |
False |
585,053 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.66 |
0.4% |
19% |
False |
False |
396,144 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.64 |
0.4% |
17% |
False |
False |
298,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.53 |
2.618 |
162.76 |
1.618 |
162.29 |
1.000 |
162.00 |
0.618 |
161.82 |
HIGH |
161.53 |
0.618 |
161.35 |
0.500 |
161.30 |
0.382 |
161.24 |
LOW |
161.06 |
0.618 |
160.77 |
1.000 |
160.59 |
1.618 |
160.30 |
2.618 |
159.83 |
4.250 |
159.06 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
161.30 |
161.47 |
PP |
161.29 |
161.41 |
S1 |
161.29 |
161.34 |
|