Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 30-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
162.14 |
162.40 |
0.26 |
0.2% |
161.24 |
High |
162.81 |
162.42 |
-0.39 |
-0.2% |
162.04 |
Low |
162.12 |
162.05 |
-0.07 |
0.0% |
161.22 |
Close |
162.55 |
162.27 |
-0.28 |
-0.2% |
161.91 |
Range |
0.69 |
0.37 |
-0.32 |
-46.4% |
0.82 |
ATR |
0.55 |
0.55 |
0.00 |
-0.7% |
0.00 |
Volume |
143,357 |
237,273 |
93,916 |
65.5% |
238,479 |
|
Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.36 |
163.18 |
162.47 |
|
R3 |
162.99 |
162.81 |
162.37 |
|
R2 |
162.62 |
162.62 |
162.34 |
|
R1 |
162.44 |
162.44 |
162.30 |
162.35 |
PP |
162.25 |
162.25 |
162.25 |
162.20 |
S1 |
162.07 |
162.07 |
162.24 |
161.98 |
S2 |
161.88 |
161.88 |
162.20 |
|
S3 |
161.51 |
161.70 |
162.17 |
|
S4 |
161.14 |
161.33 |
162.07 |
|
|
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 |
161.50 |
1.31 |
0.8% |
0.42 |
0.3% |
59% |
False |
False |
120,526 |
10 |
162.81 |
160.87 |
1.94 |
1.2% |
0.46 |
0.3% |
72% |
False |
False |
74,579 |
20 |
162.81 |
159.84 |
2.97 |
1.8% |
0.52 |
0.3% |
82% |
False |
False |
42,077 |
40 |
162.81 |
157.51 |
5.30 |
3.3% |
0.54 |
0.3% |
90% |
False |
False |
22,240 |
60 |
162.81 |
157.51 |
5.30 |
3.3% |
0.52 |
0.3% |
90% |
False |
False |
14,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.99 |
2.618 |
163.39 |
1.618 |
163.02 |
1.000 |
162.79 |
0.618 |
162.65 |
HIGH |
162.42 |
0.618 |
162.28 |
0.500 |
162.24 |
0.382 |
162.19 |
LOW |
162.05 |
0.618 |
161.82 |
1.000 |
161.68 |
1.618 |
161.45 |
2.618 |
161.08 |
4.250 |
160.48 |
|
|
Fisher Pivots for day following 30-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
162.26 |
162.27 |
PP |
162.25 |
162.27 |
S1 |
162.24 |
162.27 |
|