Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
162.01 |
162.19 |
0.18 |
0.1% |
162.34 |
High |
162.50 |
162.38 |
-0.12 |
-0.1% |
162.67 |
Low |
161.95 |
161.37 |
-0.58 |
-0.4% |
161.37 |
Close |
162.23 |
161.98 |
-0.25 |
-0.2% |
161.98 |
Range |
0.55 |
1.01 |
0.46 |
83.6% |
1.30 |
ATR |
0.68 |
0.70 |
0.02 |
3.5% |
0.00 |
Volume |
724,186 |
512,322 |
-211,864 |
-29.3% |
2,962,885 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.94 |
164.47 |
162.54 |
|
R3 |
163.93 |
163.46 |
162.26 |
|
R2 |
162.92 |
162.92 |
162.17 |
|
R1 |
162.45 |
162.45 |
162.07 |
162.18 |
PP |
161.91 |
161.91 |
161.91 |
161.78 |
S1 |
161.44 |
161.44 |
161.89 |
161.17 |
S2 |
160.90 |
160.90 |
161.79 |
|
S3 |
159.89 |
160.43 |
161.70 |
|
S4 |
158.88 |
159.42 |
161.42 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.91 |
165.24 |
162.70 |
|
R3 |
164.61 |
163.94 |
162.34 |
|
R2 |
163.31 |
163.31 |
162.22 |
|
R1 |
162.64 |
162.64 |
162.10 |
162.33 |
PP |
162.01 |
162.01 |
162.01 |
161.85 |
S1 |
161.34 |
161.34 |
161.86 |
161.03 |
S2 |
160.71 |
160.71 |
161.74 |
|
S3 |
159.41 |
160.04 |
161.62 |
|
S4 |
158.11 |
158.74 |
161.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.67 |
161.37 |
1.30 |
0.8% |
0.69 |
0.4% |
47% |
False |
True |
592,577 |
10 |
162.67 |
161.06 |
1.61 |
1.0% |
0.61 |
0.4% |
57% |
False |
False |
590,066 |
20 |
162.67 |
160.31 |
2.36 |
1.5% |
0.68 |
0.4% |
71% |
False |
False |
623,753 |
40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.67 |
0.4% |
32% |
False |
False |
679,920 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
32% |
False |
False |
483,210 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.64 |
0.4% |
30% |
False |
False |
364,824 |
100 |
165.93 |
160.17 |
5.76 |
3.6% |
0.66 |
0.4% |
31% |
False |
False |
292,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.67 |
2.618 |
165.02 |
1.618 |
164.01 |
1.000 |
163.39 |
0.618 |
163.00 |
HIGH |
162.38 |
0.618 |
161.99 |
0.500 |
161.88 |
0.382 |
161.76 |
LOW |
161.37 |
0.618 |
160.75 |
1.000 |
160.36 |
1.618 |
159.74 |
2.618 |
158.73 |
4.250 |
157.08 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
161.95 |
161.97 |
PP |
161.91 |
161.95 |
S1 |
161.88 |
161.94 |
|