Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
161.83 |
162.02 |
0.19 |
0.1% |
161.08 |
High |
162.14 |
162.56 |
0.42 |
0.3% |
162.56 |
Low |
161.55 |
161.99 |
0.44 |
0.3% |
161.06 |
Close |
161.93 |
162.48 |
0.55 |
0.3% |
162.48 |
Range |
0.59 |
0.57 |
-0.02 |
-3.4% |
1.50 |
ATR |
0.69 |
0.69 |
0.00 |
-0.6% |
0.00 |
Volume |
560,203 |
370,146 |
-190,057 |
-33.9% |
2,937,784 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.05 |
163.84 |
162.79 |
|
R3 |
163.48 |
163.27 |
162.64 |
|
R2 |
162.91 |
162.91 |
162.58 |
|
R1 |
162.70 |
162.70 |
162.53 |
162.81 |
PP |
162.34 |
162.34 |
162.34 |
162.40 |
S1 |
162.13 |
162.13 |
162.43 |
162.24 |
S2 |
161.77 |
161.77 |
162.38 |
|
S3 |
161.20 |
161.56 |
162.32 |
|
S4 |
160.63 |
160.99 |
162.17 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.53 |
166.01 |
163.31 |
|
R3 |
165.03 |
164.51 |
162.89 |
|
R2 |
163.53 |
163.53 |
162.76 |
|
R1 |
163.01 |
163.01 |
162.62 |
163.27 |
PP |
162.03 |
162.03 |
162.03 |
162.17 |
S1 |
161.51 |
161.51 |
162.34 |
161.77 |
S2 |
160.53 |
160.53 |
162.21 |
|
S3 |
159.03 |
160.01 |
162.07 |
|
S4 |
157.53 |
158.51 |
161.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.56 |
161.06 |
1.50 |
0.9% |
0.52 |
0.3% |
95% |
True |
False |
587,556 |
10 |
162.56 |
160.44 |
2.12 |
1.3% |
0.60 |
0.4% |
96% |
True |
False |
588,660 |
20 |
165.44 |
160.31 |
5.13 |
3.2% |
0.78 |
0.5% |
42% |
False |
False |
722,306 |
40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
41% |
False |
False |
637,686 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
41% |
False |
False |
434,944 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.63 |
0.4% |
39% |
False |
False |
327,988 |
100 |
165.93 |
160.17 |
5.76 |
3.5% |
0.65 |
0.4% |
40% |
False |
False |
262,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.98 |
2.618 |
164.05 |
1.618 |
163.48 |
1.000 |
163.13 |
0.618 |
162.91 |
HIGH |
162.56 |
0.618 |
162.34 |
0.500 |
162.28 |
0.382 |
162.21 |
LOW |
161.99 |
0.618 |
161.64 |
1.000 |
161.42 |
1.618 |
161.07 |
2.618 |
160.50 |
4.250 |
159.57 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
162.41 |
162.34 |
PP |
162.34 |
162.20 |
S1 |
162.28 |
162.06 |
|