Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 28-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
161.80 |
161.95 |
0.15 |
0.1% |
161.24 |
High |
161.93 |
162.10 |
0.17 |
0.1% |
162.04 |
Low |
161.50 |
161.73 |
0.23 |
0.1% |
161.22 |
Close |
161.91 |
162.08 |
0.17 |
0.1% |
161.91 |
Range |
0.43 |
0.37 |
-0.06 |
-14.0% |
0.82 |
ATR |
0.55 |
0.54 |
-0.01 |
-2.4% |
0.00 |
Volume |
100,193 |
96,191 |
-4,002 |
-4.0% |
238,479 |
|
Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.08 |
162.95 |
162.28 |
|
R3 |
162.71 |
162.58 |
162.18 |
|
R2 |
162.34 |
162.34 |
162.15 |
|
R1 |
162.21 |
162.21 |
162.11 |
162.28 |
PP |
161.97 |
161.97 |
161.97 |
162.00 |
S1 |
161.84 |
161.84 |
162.05 |
161.91 |
S2 |
161.60 |
161.60 |
162.01 |
|
S3 |
161.23 |
161.47 |
161.98 |
|
S4 |
160.86 |
161.10 |
161.88 |
|
|
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 |
162.10 |
161.27 |
0.83 |
0.5% |
0.41 |
0.3% |
98% |
True |
False |
57,980 |
10 |
162.10 |
160.50 |
1.60 |
1.0% |
0.48 |
0.3% |
99% |
True |
False |
39,288 |
20 |
162.10 |
159.02 |
3.08 |
1.9% |
0.53 |
0.3% |
99% |
True |
False |
23,316 |
40 |
162.10 |
157.51 |
4.59 |
2.8% |
0.54 |
0.3% |
100% |
True |
False |
12,782 |
60 |
162.72 |
157.51 |
5.21 |
3.2% |
0.53 |
0.3% |
88% |
False |
False |
8,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.67 |
2.618 |
163.07 |
1.618 |
162.70 |
1.000 |
162.47 |
0.618 |
162.33 |
HIGH |
162.10 |
0.618 |
161.96 |
0.500 |
161.92 |
0.382 |
161.87 |
LOW |
161.73 |
0.618 |
161.50 |
1.000 |
161.36 |
1.618 |
161.13 |
2.618 |
160.76 |
4.250 |
160.16 |
|
|
Fisher Pivots for day following 28-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
162.03 |
161.99 |
PP |
161.97 |
161.89 |
S1 |
161.92 |
161.80 |
|