Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 25-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
162.04 |
161.80 |
-0.24 |
-0.1% |
161.24 |
High |
162.04 |
161.93 |
-0.11 |
-0.1% |
162.04 |
Low |
161.80 |
161.50 |
-0.30 |
-0.2% |
161.22 |
Close |
161.89 |
161.91 |
0.02 |
0.0% |
161.91 |
Range |
0.24 |
0.43 |
0.19 |
79.2% |
0.82 |
ATR |
0.56 |
0.55 |
-0.01 |
-1.7% |
0.00 |
Volume |
25,618 |
100,193 |
74,575 |
291.1% |
238,479 |
|
Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.07 |
162.92 |
162.15 |
|
R3 |
162.64 |
162.49 |
162.03 |
|
R2 |
162.21 |
162.21 |
161.99 |
|
R1 |
162.06 |
162.06 |
161.95 |
162.14 |
PP |
161.78 |
161.78 |
161.78 |
161.82 |
S1 |
161.63 |
161.63 |
161.87 |
161.71 |
S2 |
161.35 |
161.35 |
161.83 |
|
S3 |
160.92 |
161.20 |
161.79 |
|
S4 |
160.49 |
160.77 |
161.67 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.18 |
163.87 |
162.36 |
|
R3 |
163.36 |
163.05 |
162.14 |
|
R2 |
162.54 |
162.54 |
162.06 |
|
R1 |
162.23 |
162.23 |
161.99 |
162.39 |
PP |
161.72 |
161.72 |
161.72 |
161.80 |
S1 |
161.41 |
161.41 |
161.83 |
161.57 |
S2 |
160.90 |
160.90 |
161.76 |
|
S3 |
160.08 |
160.59 |
161.68 |
|
S4 |
159.26 |
159.77 |
161.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.04 |
161.22 |
0.82 |
0.5% |
0.43 |
0.3% |
84% |
False |
False |
47,695 |
10 |
162.04 |
160.50 |
1.54 |
1.0% |
0.50 |
0.3% |
92% |
False |
False |
30,792 |
20 |
162.04 |
158.87 |
3.17 |
2.0% |
0.53 |
0.3% |
96% |
False |
False |
18,861 |
40 |
162.04 |
157.51 |
4.53 |
2.8% |
0.54 |
0.3% |
97% |
False |
False |
10,384 |
60 |
162.72 |
157.51 |
5.21 |
3.2% |
0.53 |
0.3% |
84% |
False |
False |
6,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.76 |
2.618 |
163.06 |
1.618 |
162.63 |
1.000 |
162.36 |
0.618 |
162.20 |
HIGH |
161.93 |
0.618 |
161.77 |
0.500 |
161.72 |
0.382 |
161.66 |
LOW |
161.50 |
0.618 |
161.23 |
1.000 |
161.07 |
1.618 |
160.80 |
2.618 |
160.37 |
4.250 |
159.67 |
|
|
Fisher Pivots for day following 25-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
161.85 |
161.84 |
PP |
161.78 |
161.77 |
S1 |
161.72 |
161.71 |
|