Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 06-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
162.16 |
162.79 |
0.63 |
0.4% |
161.95 |
High |
162.93 |
162.84 |
-0.09 |
-0.1% |
162.81 |
Low |
161.96 |
162.24 |
0.28 |
0.2% |
161.65 |
Close |
162.64 |
162.57 |
-0.07 |
0.0% |
161.99 |
Range |
0.97 |
0.60 |
-0.37 |
-38.1% |
1.16 |
ATR |
0.58 |
0.58 |
0.00 |
0.2% |
0.00 |
Volume |
998,993 |
879,379 |
-119,614 |
-12.0% |
1,624,907 |
|
Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.35 |
164.06 |
162.90 |
|
R3 |
163.75 |
163.46 |
162.74 |
|
R2 |
163.15 |
163.15 |
162.68 |
|
R1 |
162.86 |
162.86 |
162.63 |
162.71 |
PP |
162.55 |
162.55 |
162.55 |
162.47 |
S1 |
162.26 |
162.26 |
162.52 |
162.11 |
S2 |
161.95 |
161.95 |
162.46 |
|
S3 |
161.35 |
161.66 |
162.41 |
|
S4 |
160.75 |
161.06 |
162.24 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.63 |
164.97 |
162.63 |
|
R3 |
164.47 |
163.81 |
162.31 |
|
R2 |
163.31 |
163.31 |
162.20 |
|
R1 |
162.65 |
162.65 |
162.10 |
162.98 |
PP |
162.15 |
162.15 |
162.15 |
162.32 |
S1 |
161.49 |
161.49 |
161.88 |
161.82 |
S2 |
160.99 |
160.99 |
161.78 |
|
S3 |
159.83 |
160.33 |
161.67 |
|
S4 |
158.67 |
159.17 |
161.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.93 |
161.65 |
1.28 |
0.8% |
0.62 |
0.4% |
72% |
False |
False |
652,746 |
10 |
162.93 |
161.37 |
1.56 |
1.0% |
0.55 |
0.3% |
77% |
False |
False |
366,228 |
20 |
162.93 |
160.41 |
2.52 |
1.6% |
0.55 |
0.3% |
86% |
False |
False |
192,222 |
40 |
162.93 |
158.03 |
4.90 |
3.0% |
0.55 |
0.3% |
93% |
False |
False |
97,689 |
60 |
162.93 |
157.51 |
5.42 |
3.3% |
0.56 |
0.3% |
93% |
False |
False |
65,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.39 |
2.618 |
164.41 |
1.618 |
163.81 |
1.000 |
163.44 |
0.618 |
163.21 |
HIGH |
162.84 |
0.618 |
162.61 |
0.500 |
162.54 |
0.382 |
162.47 |
LOW |
162.24 |
0.618 |
161.87 |
1.000 |
161.64 |
1.618 |
161.27 |
2.618 |
160.67 |
4.250 |
159.69 |
|
|
Fisher Pivots for day following 06-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
162.56 |
162.48 |
PP |
162.55 |
162.38 |
S1 |
162.54 |
162.29 |
|