Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 21-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
161.34 |
161.24 |
-0.10 |
-0.1% |
161.54 |
High |
161.61 |
161.69 |
0.08 |
0.0% |
161.61 |
Low |
161.14 |
161.22 |
0.08 |
0.0% |
160.50 |
Close |
161.49 |
161.58 |
0.09 |
0.1% |
161.49 |
Range |
0.47 |
0.47 |
0.00 |
0.0% |
1.11 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.6% |
0.00 |
Volume |
23,705 |
44,767 |
21,062 |
88.9% |
69,443 |
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.91 |
162.71 |
161.84 |
|
R3 |
162.44 |
162.24 |
161.71 |
|
R2 |
161.97 |
161.97 |
161.67 |
|
R1 |
161.77 |
161.77 |
161.62 |
161.87 |
PP |
161.50 |
161.50 |
161.50 |
161.55 |
S1 |
161.30 |
161.30 |
161.54 |
161.40 |
S2 |
161.03 |
161.03 |
161.49 |
|
S3 |
160.56 |
160.83 |
161.45 |
|
S4 |
160.09 |
160.36 |
161.32 |
|
|
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 |
161.69 |
160.50 |
1.19 |
0.7% |
0.54 |
0.3% |
91% |
True |
False |
20,596 |
10 |
161.95 |
160.18 |
1.77 |
1.1% |
0.55 |
0.3% |
79% |
False |
False |
15,496 |
20 |
161.95 |
158.53 |
3.42 |
2.1% |
0.58 |
0.4% |
89% |
False |
False |
9,549 |
40 |
162.26 |
157.51 |
4.75 |
2.9% |
0.62 |
0.4% |
86% |
False |
False |
5,598 |
60 |
162.72 |
157.51 |
5.21 |
3.2% |
0.51 |
0.3% |
78% |
False |
False |
3,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.69 |
2.618 |
162.92 |
1.618 |
162.45 |
1.000 |
162.16 |
0.618 |
161.98 |
HIGH |
161.69 |
0.618 |
161.51 |
0.500 |
161.46 |
0.382 |
161.40 |
LOW |
161.22 |
0.618 |
160.93 |
1.000 |
160.75 |
1.618 |
160.46 |
2.618 |
159.99 |
4.250 |
159.22 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
161.54 |
161.48 |
PP |
161.50 |
161.38 |
S1 |
161.46 |
161.28 |
|