Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 24-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
161.48 |
162.04 |
0.56 |
0.3% |
161.54 |
High |
162.03 |
162.04 |
0.01 |
0.0% |
161.61 |
Low |
161.37 |
161.80 |
0.43 |
0.3% |
160.50 |
Close |
162.00 |
161.89 |
-0.11 |
-0.1% |
161.49 |
Range |
0.66 |
0.24 |
-0.42 |
-63.6% |
1.11 |
ATR |
0.59 |
0.56 |
-0.02 |
-4.2% |
0.00 |
Volume |
33,194 |
25,618 |
-7,576 |
-22.8% |
69,443 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.63 |
162.50 |
162.02 |
|
R3 |
162.39 |
162.26 |
161.96 |
|
R2 |
162.15 |
162.15 |
161.93 |
|
R1 |
162.02 |
162.02 |
161.91 |
161.97 |
PP |
161.91 |
161.91 |
161.91 |
161.88 |
S1 |
161.78 |
161.78 |
161.87 |
161.73 |
S2 |
161.67 |
161.67 |
161.85 |
|
S3 |
161.43 |
161.54 |
161.82 |
|
S4 |
161.19 |
161.30 |
161.76 |
|
|
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 |
162.04 |
161.14 |
0.90 |
0.6% |
0.44 |
0.3% |
83% |
True |
False |
32,398 |
10 |
162.04 |
160.50 |
1.54 |
1.0% |
0.51 |
0.3% |
90% |
True |
False |
21,237 |
20 |
162.04 |
158.53 |
3.51 |
2.2% |
0.56 |
0.3% |
96% |
True |
False |
13,900 |
40 |
162.04 |
157.51 |
4.53 |
2.8% |
0.55 |
0.3% |
97% |
True |
False |
7,886 |
60 |
162.72 |
157.51 |
5.21 |
3.2% |
0.53 |
0.3% |
84% |
False |
False |
5,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.06 |
2.618 |
162.67 |
1.618 |
162.43 |
1.000 |
162.28 |
0.618 |
162.19 |
HIGH |
162.04 |
0.618 |
161.95 |
0.500 |
161.92 |
0.382 |
161.89 |
LOW |
161.80 |
0.618 |
161.65 |
1.000 |
161.56 |
1.618 |
161.41 |
2.618 |
161.17 |
4.250 |
160.78 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
161.92 |
161.81 |
PP |
161.91 |
161.73 |
S1 |
161.90 |
161.66 |
|