Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 29-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
161.95 |
162.14 |
0.19 |
0.1% |
161.24 |
High |
162.10 |
162.81 |
0.71 |
0.4% |
162.04 |
Low |
161.73 |
162.12 |
0.39 |
0.2% |
161.22 |
Close |
162.08 |
162.55 |
0.47 |
0.3% |
161.91 |
Range |
0.37 |
0.69 |
0.32 |
86.5% |
0.82 |
ATR |
0.54 |
0.55 |
0.01 |
2.5% |
0.00 |
Volume |
96,191 |
143,357 |
47,166 |
49.0% |
238,479 |
|
Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.56 |
164.25 |
162.93 |
|
R3 |
163.87 |
163.56 |
162.74 |
|
R2 |
163.18 |
163.18 |
162.68 |
|
R1 |
162.87 |
162.87 |
162.61 |
163.03 |
PP |
162.49 |
162.49 |
162.49 |
162.57 |
S1 |
162.18 |
162.18 |
162.49 |
162.34 |
S2 |
161.80 |
161.80 |
162.42 |
|
S3 |
161.11 |
161.49 |
162.36 |
|
S4 |
160.42 |
160.80 |
162.17 |
|
|
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 |
162.81 |
161.37 |
1.44 |
0.9% |
0.48 |
0.3% |
82% |
True |
False |
79,710 |
10 |
162.81 |
160.50 |
2.31 |
1.4% |
0.49 |
0.3% |
89% |
True |
False |
52,767 |
20 |
162.81 |
159.79 |
3.02 |
1.9% |
0.52 |
0.3% |
91% |
True |
False |
30,385 |
40 |
162.81 |
157.51 |
5.30 |
3.3% |
0.54 |
0.3% |
95% |
True |
False |
16,332 |
60 |
162.81 |
157.51 |
5.30 |
3.3% |
0.52 |
0.3% |
95% |
True |
False |
10,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.74 |
2.618 |
164.62 |
1.618 |
163.93 |
1.000 |
163.50 |
0.618 |
163.24 |
HIGH |
162.81 |
0.618 |
162.55 |
0.500 |
162.47 |
0.382 |
162.38 |
LOW |
162.12 |
0.618 |
161.69 |
1.000 |
161.43 |
1.618 |
161.00 |
2.618 |
160.31 |
4.250 |
159.19 |
|
|
Fisher Pivots for day following 29-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
162.52 |
162.42 |
PP |
162.49 |
162.29 |
S1 |
162.47 |
162.16 |
|