Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 24-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
162.02 |
162.34 |
0.32 |
0.2% |
161.08 |
High |
162.56 |
162.67 |
0.11 |
0.1% |
162.56 |
Low |
161.99 |
162.26 |
0.27 |
0.2% |
161.06 |
Close |
162.48 |
162.54 |
0.06 |
0.0% |
162.48 |
Range |
0.57 |
0.41 |
-0.16 |
-28.1% |
1.50 |
ATR |
0.69 |
0.67 |
-0.02 |
-2.9% |
0.00 |
Volume |
370,146 |
667,121 |
296,975 |
80.2% |
2,937,784 |
|
Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.72 |
163.54 |
162.77 |
|
R3 |
163.31 |
163.13 |
162.65 |
|
R2 |
162.90 |
162.90 |
162.62 |
|
R1 |
162.72 |
162.72 |
162.58 |
162.81 |
PP |
162.49 |
162.49 |
162.49 |
162.54 |
S1 |
162.31 |
162.31 |
162.50 |
162.40 |
S2 |
162.08 |
162.08 |
162.46 |
|
S3 |
161.67 |
161.90 |
162.43 |
|
S4 |
161.26 |
161.49 |
162.31 |
|
|
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 |
162.67 |
161.24 |
1.43 |
0.9% |
0.51 |
0.3% |
91% |
True |
False |
605,515 |
10 |
162.67 |
160.48 |
2.19 |
1.3% |
0.57 |
0.4% |
94% |
True |
False |
596,907 |
20 |
165.44 |
160.31 |
5.13 |
3.2% |
0.79 |
0.5% |
43% |
False |
False |
726,534 |
40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
43% |
False |
False |
653,521 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
43% |
False |
False |
445,808 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.63 |
0.4% |
40% |
False |
False |
336,311 |
100 |
165.93 |
160.17 |
5.76 |
3.5% |
0.65 |
0.4% |
41% |
False |
False |
269,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.41 |
2.618 |
163.74 |
1.618 |
163.33 |
1.000 |
163.08 |
0.618 |
162.92 |
HIGH |
162.67 |
0.618 |
162.51 |
0.500 |
162.47 |
0.382 |
162.42 |
LOW |
162.26 |
0.618 |
162.01 |
1.000 |
161.85 |
1.618 |
161.60 |
2.618 |
161.19 |
4.250 |
160.52 |
|
|
Fisher Pivots for day following 24-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
162.52 |
162.40 |
PP |
162.49 |
162.25 |
S1 |
162.47 |
162.11 |
|