Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 23-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
161.52 |
161.48 |
-0.04 |
0.0% |
161.54 |
High |
161.61 |
162.03 |
0.42 |
0.3% |
161.61 |
Low |
161.27 |
161.37 |
0.10 |
0.1% |
160.50 |
Close |
161.59 |
162.00 |
0.41 |
0.3% |
161.49 |
Range |
0.34 |
0.66 |
0.32 |
94.1% |
1.11 |
ATR |
0.58 |
0.59 |
0.01 |
1.0% |
0.00 |
Volume |
34,707 |
33,194 |
-1,513 |
-4.4% |
69,443 |
|
Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.78 |
163.55 |
162.36 |
|
R3 |
163.12 |
162.89 |
162.18 |
|
R2 |
162.46 |
162.46 |
162.12 |
|
R1 |
162.23 |
162.23 |
162.06 |
162.35 |
PP |
161.80 |
161.80 |
161.80 |
161.86 |
S1 |
161.57 |
161.57 |
161.94 |
161.69 |
S2 |
161.14 |
161.14 |
161.88 |
|
S3 |
160.48 |
160.91 |
161.82 |
|
S4 |
159.82 |
160.25 |
161.64 |
|
|
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 |
162.03 |
160.87 |
1.16 |
0.7% |
0.51 |
0.3% |
97% |
True |
False |
28,632 |
10 |
162.03 |
160.50 |
1.53 |
0.9% |
0.55 |
0.3% |
98% |
True |
False |
19,246 |
20 |
162.03 |
158.53 |
3.50 |
2.2% |
0.56 |
0.3% |
99% |
True |
False |
12,770 |
40 |
162.03 |
157.51 |
4.52 |
2.8% |
0.57 |
0.3% |
99% |
True |
False |
7,257 |
60 |
162.72 |
157.51 |
5.21 |
3.2% |
0.53 |
0.3% |
86% |
False |
False |
4,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.84 |
2.618 |
163.76 |
1.618 |
163.10 |
1.000 |
162.69 |
0.618 |
162.44 |
HIGH |
162.03 |
0.618 |
161.78 |
0.500 |
161.70 |
0.382 |
161.62 |
LOW |
161.37 |
0.618 |
160.96 |
1.000 |
160.71 |
1.618 |
160.30 |
2.618 |
159.64 |
4.250 |
158.57 |
|
|
Fisher Pivots for day following 23-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
161.90 |
161.88 |
PP |
161.80 |
161.75 |
S1 |
161.70 |
161.63 |
|