Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 18-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
161.14 |
161.34 |
0.20 |
0.1% |
161.54 |
High |
161.46 |
161.61 |
0.15 |
0.1% |
161.61 |
Low |
160.87 |
161.14 |
0.27 |
0.2% |
160.50 |
Close |
161.08 |
161.49 |
0.41 |
0.3% |
161.49 |
Range |
0.59 |
0.47 |
-0.12 |
-20.3% |
1.11 |
ATR |
0.62 |
0.61 |
-0.01 |
-1.0% |
0.00 |
Volume |
6,787 |
23,705 |
16,918 |
249.3% |
69,443 |
|
Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.82 |
162.63 |
161.75 |
|
R3 |
162.35 |
162.16 |
161.62 |
|
R2 |
161.88 |
161.88 |
161.58 |
|
R1 |
161.69 |
161.69 |
161.53 |
161.79 |
PP |
161.41 |
161.41 |
161.41 |
161.46 |
S1 |
161.22 |
161.22 |
161.45 |
161.32 |
S2 |
160.94 |
160.94 |
161.40 |
|
S3 |
160.47 |
160.75 |
161.36 |
|
S4 |
160.00 |
160.28 |
161.23 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.53 |
164.12 |
162.10 |
|
R3 |
163.42 |
163.01 |
161.80 |
|
R2 |
162.31 |
162.31 |
161.69 |
|
R1 |
161.90 |
161.90 |
161.59 |
161.55 |
PP |
161.20 |
161.20 |
161.20 |
161.03 |
S1 |
160.79 |
160.79 |
161.39 |
160.44 |
S2 |
160.09 |
160.09 |
161.29 |
|
S3 |
158.98 |
159.68 |
161.18 |
|
S4 |
157.87 |
158.57 |
160.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.61 |
160.50 |
1.11 |
0.7% |
0.56 |
0.3% |
89% |
True |
False |
13,888 |
10 |
161.95 |
159.99 |
1.96 |
1.2% |
0.55 |
0.3% |
77% |
False |
False |
12,071 |
20 |
161.95 |
158.53 |
3.42 |
2.1% |
0.58 |
0.4% |
87% |
False |
False |
7,361 |
40 |
162.44 |
157.51 |
4.93 |
3.1% |
0.62 |
0.4% |
81% |
False |
False |
4,485 |
60 |
162.72 |
157.51 |
5.21 |
3.2% |
0.50 |
0.3% |
76% |
False |
False |
3,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.61 |
2.618 |
162.84 |
1.618 |
162.37 |
1.000 |
162.08 |
0.618 |
161.90 |
HIGH |
161.61 |
0.618 |
161.43 |
0.500 |
161.38 |
0.382 |
161.32 |
LOW |
161.14 |
0.618 |
160.85 |
1.000 |
160.67 |
1.618 |
160.38 |
2.618 |
159.91 |
4.250 |
159.14 |
|
|
Fisher Pivots for day following 18-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
161.45 |
161.35 |
PP |
161.41 |
161.20 |
S1 |
161.38 |
161.06 |
|