Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 22-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
161.24 |
161.52 |
0.28 |
0.2% |
161.54 |
High |
161.69 |
161.61 |
-0.08 |
0.0% |
161.61 |
Low |
161.22 |
161.27 |
0.05 |
0.0% |
160.50 |
Close |
161.58 |
161.59 |
0.01 |
0.0% |
161.49 |
Range |
0.47 |
0.34 |
-0.13 |
-27.7% |
1.11 |
ATR |
0.60 |
0.58 |
-0.02 |
-3.1% |
0.00 |
Volume |
44,767 |
34,707 |
-10,060 |
-22.5% |
69,443 |
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.51 |
162.39 |
161.78 |
|
R3 |
162.17 |
162.05 |
161.68 |
|
R2 |
161.83 |
161.83 |
161.65 |
|
R1 |
161.71 |
161.71 |
161.62 |
161.77 |
PP |
161.49 |
161.49 |
161.49 |
161.52 |
S1 |
161.37 |
161.37 |
161.56 |
161.43 |
S2 |
161.15 |
161.15 |
161.53 |
|
S3 |
160.81 |
161.03 |
161.50 |
|
S4 |
160.47 |
160.69 |
161.40 |
|
|
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% |
0.49 |
0.3% |
92% |
False |
False |
25,825 |
10 |
161.95 |
160.41 |
1.54 |
1.0% |
0.55 |
0.3% |
77% |
False |
False |
18,215 |
20 |
161.95 |
158.53 |
3.42 |
2.1% |
0.55 |
0.3% |
89% |
False |
False |
11,188 |
40 |
161.95 |
157.51 |
4.44 |
2.7% |
0.58 |
0.4% |
92% |
False |
False |
6,458 |
60 |
162.72 |
157.51 |
5.21 |
3.2% |
0.52 |
0.3% |
78% |
False |
False |
4,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.06 |
2.618 |
162.50 |
1.618 |
162.16 |
1.000 |
161.95 |
0.618 |
161.82 |
HIGH |
161.61 |
0.618 |
161.48 |
0.500 |
161.44 |
0.382 |
161.40 |
LOW |
161.27 |
0.618 |
161.06 |
1.000 |
160.93 |
1.618 |
160.72 |
2.618 |
160.38 |
4.250 |
159.83 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
161.54 |
161.53 |
PP |
161.49 |
161.47 |
S1 |
161.44 |
161.42 |
|