Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 18-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
161.08 |
161.45 |
0.37 |
0.2% |
160.44 |
High |
161.53 |
161.77 |
0.24 |
0.1% |
161.92 |
Low |
161.06 |
161.24 |
0.18 |
0.1% |
160.44 |
Close |
161.28 |
161.61 |
0.33 |
0.2% |
161.14 |
Range |
0.47 |
0.53 |
0.06 |
12.8% |
1.48 |
ATR |
0.73 |
0.72 |
-0.01 |
-2.0% |
0.00 |
Volume |
577,327 |
521,928 |
-55,399 |
-9.6% |
2,948,821 |
|
Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.13 |
162.90 |
161.90 |
|
R3 |
162.60 |
162.37 |
161.76 |
|
R2 |
162.07 |
162.07 |
161.71 |
|
R1 |
161.84 |
161.84 |
161.66 |
161.96 |
PP |
161.54 |
161.54 |
161.54 |
161.60 |
S1 |
161.31 |
161.31 |
161.56 |
161.43 |
S2 |
161.01 |
161.01 |
161.51 |
|
S3 |
160.48 |
160.78 |
161.46 |
|
S4 |
159.95 |
160.25 |
161.32 |
|
|
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 |
160.83 |
1.09 |
0.7% |
0.64 |
0.4% |
72% |
False |
False |
553,591 |
10 |
162.12 |
160.31 |
1.81 |
1.1% |
0.68 |
0.4% |
72% |
False |
False |
665,696 |
20 |
165.44 |
160.31 |
5.13 |
3.2% |
0.76 |
0.5% |
25% |
False |
False |
718,151 |
40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
25% |
False |
False |
596,901 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.66 |
0.4% |
25% |
False |
False |
404,734 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.64 |
0.4% |
23% |
False |
False |
305,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.02 |
2.618 |
163.16 |
1.618 |
162.63 |
1.000 |
162.30 |
0.618 |
162.10 |
HIGH |
161.77 |
0.618 |
161.57 |
0.500 |
161.51 |
0.382 |
161.44 |
LOW |
161.24 |
0.618 |
160.91 |
1.000 |
160.71 |
1.618 |
160.38 |
2.618 |
159.85 |
4.250 |
158.99 |
|
|
Fisher Pivots for day following 18-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
161.58 |
161.55 |
PP |
161.54 |
161.48 |
S1 |
161.51 |
161.42 |
|