Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 07-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
162.79 |
162.30 |
-0.49 |
-0.3% |
161.95 |
High |
162.84 |
163.24 |
0.40 |
0.2% |
162.81 |
Low |
162.24 |
162.22 |
-0.02 |
0.0% |
161.65 |
Close |
162.57 |
163.18 |
0.61 |
0.4% |
161.99 |
Range |
0.60 |
1.02 |
0.42 |
70.0% |
1.16 |
ATR |
0.58 |
0.62 |
0.03 |
5.3% |
0.00 |
Volume |
879,379 |
625,183 |
-254,196 |
-28.9% |
1,624,907 |
|
Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.94 |
165.58 |
163.74 |
|
R3 |
164.92 |
164.56 |
163.46 |
|
R2 |
163.90 |
163.90 |
163.37 |
|
R1 |
163.54 |
163.54 |
163.27 |
163.72 |
PP |
162.88 |
162.88 |
162.88 |
162.97 |
S1 |
162.52 |
162.52 |
163.09 |
162.70 |
S2 |
161.86 |
161.86 |
162.99 |
|
S3 |
160.84 |
161.50 |
162.90 |
|
S4 |
159.82 |
160.48 |
162.62 |
|
|
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 |
163.24 |
161.65 |
1.59 |
1.0% |
0.75 |
0.5% |
96% |
True |
False |
730,328 |
10 |
163.24 |
161.50 |
1.74 |
1.1% |
0.58 |
0.4% |
97% |
True |
False |
425,427 |
20 |
163.24 |
160.50 |
2.74 |
1.7% |
0.57 |
0.3% |
98% |
True |
False |
222,337 |
40 |
163.24 |
158.20 |
5.04 |
3.1% |
0.55 |
0.3% |
99% |
True |
False |
113,202 |
60 |
163.24 |
157.51 |
5.73 |
3.5% |
0.57 |
0.4% |
99% |
True |
False |
75,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.58 |
2.618 |
165.91 |
1.618 |
164.89 |
1.000 |
164.26 |
0.618 |
163.87 |
HIGH |
163.24 |
0.618 |
162.85 |
0.500 |
162.73 |
0.382 |
162.61 |
LOW |
162.22 |
0.618 |
161.59 |
1.000 |
161.20 |
1.618 |
160.57 |
2.618 |
159.55 |
4.250 |
157.89 |
|
|
Fisher Pivots for day following 07-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
163.03 |
162.99 |
PP |
162.88 |
162.79 |
S1 |
162.73 |
162.60 |
|