Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 31-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
162.40 |
162.25 |
-0.15 |
-0.1% |
161.24 |
High |
162.42 |
162.42 |
0.00 |
0.0% |
162.04 |
Low |
162.05 |
161.98 |
-0.07 |
0.0% |
161.22 |
Close |
162.27 |
162.21 |
-0.06 |
0.0% |
161.91 |
Range |
0.37 |
0.44 |
0.07 |
18.9% |
0.82 |
ATR |
0.55 |
0.54 |
-0.01 |
-1.4% |
0.00 |
Volume |
237,273 |
397,281 |
160,008 |
67.4% |
238,479 |
|
Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.52 |
163.31 |
162.45 |
|
R3 |
163.08 |
162.87 |
162.33 |
|
R2 |
162.64 |
162.64 |
162.29 |
|
R1 |
162.43 |
162.43 |
162.25 |
162.32 |
PP |
162.20 |
162.20 |
162.20 |
162.15 |
S1 |
161.99 |
161.99 |
162.17 |
161.88 |
S2 |
161.76 |
161.76 |
162.13 |
|
S3 |
161.32 |
161.55 |
162.09 |
|
S4 |
160.88 |
161.11 |
161.97 |
|
|
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% |
0.46 |
0.3% |
54% |
False |
False |
194,859 |
10 |
162.81 |
161.14 |
1.67 |
1.0% |
0.45 |
0.3% |
64% |
False |
False |
113,628 |
20 |
162.81 |
159.99 |
2.82 |
1.7% |
0.50 |
0.3% |
79% |
False |
False |
61,718 |
40 |
162.81 |
157.51 |
5.30 |
3.3% |
0.52 |
0.3% |
89% |
False |
False |
32,150 |
60 |
162.81 |
157.51 |
5.30 |
3.3% |
0.53 |
0.3% |
89% |
False |
False |
21,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.29 |
2.618 |
163.57 |
1.618 |
163.13 |
1.000 |
162.86 |
0.618 |
162.69 |
HIGH |
162.42 |
0.618 |
162.25 |
0.500 |
162.20 |
0.382 |
162.15 |
LOW |
161.98 |
0.618 |
161.71 |
1.000 |
161.54 |
1.618 |
161.27 |
2.618 |
160.83 |
4.250 |
160.11 |
|
|
Fisher Pivots for day following 31-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
162.21 |
162.40 |
PP |
162.20 |
162.33 |
S1 |
162.20 |
162.27 |
|