Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 08-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
162.30 |
163.40 |
1.10 |
0.7% |
162.16 |
High |
163.24 |
163.43 |
0.19 |
0.1% |
163.43 |
Low |
162.22 |
162.82 |
0.60 |
0.4% |
161.96 |
Close |
163.18 |
162.96 |
-0.22 |
-0.1% |
162.96 |
Range |
1.02 |
0.61 |
-0.41 |
-40.2% |
1.47 |
ATR |
0.62 |
0.62 |
0.00 |
-0.1% |
0.00 |
Volume |
625,183 |
459,138 |
-166,045 |
-26.6% |
2,962,693 |
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.90 |
164.54 |
163.30 |
|
R3 |
164.29 |
163.93 |
163.13 |
|
R2 |
163.68 |
163.68 |
163.07 |
|
R1 |
163.32 |
163.32 |
163.02 |
163.20 |
PP |
163.07 |
163.07 |
163.07 |
163.01 |
S1 |
162.71 |
162.71 |
162.90 |
162.59 |
S2 |
162.46 |
162.46 |
162.85 |
|
S3 |
161.85 |
162.10 |
162.79 |
|
S4 |
161.24 |
161.49 |
162.62 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.19 |
166.55 |
163.77 |
|
R3 |
165.72 |
165.08 |
163.36 |
|
R2 |
164.25 |
164.25 |
163.23 |
|
R1 |
163.61 |
163.61 |
163.09 |
163.93 |
PP |
162.78 |
162.78 |
162.78 |
162.95 |
S1 |
162.14 |
162.14 |
162.83 |
162.46 |
S2 |
161.31 |
161.31 |
162.69 |
|
S3 |
159.84 |
160.67 |
162.56 |
|
S4 |
158.37 |
159.20 |
162.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.43 |
161.65 |
1.78 |
1.1% |
0.78 |
0.5% |
74% |
True |
False |
742,699 |
10 |
163.43 |
161.50 |
1.93 |
1.2% |
0.62 |
0.4% |
76% |
True |
False |
468,779 |
20 |
163.43 |
160.50 |
2.93 |
1.8% |
0.57 |
0.3% |
84% |
True |
False |
245,008 |
40 |
163.43 |
158.28 |
5.15 |
3.2% |
0.55 |
0.3% |
91% |
True |
False |
124,600 |
60 |
163.43 |
157.51 |
5.92 |
3.6% |
0.57 |
0.3% |
92% |
True |
False |
83,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.02 |
2.618 |
165.03 |
1.618 |
164.42 |
1.000 |
164.04 |
0.618 |
163.81 |
HIGH |
163.43 |
0.618 |
163.20 |
0.500 |
163.13 |
0.382 |
163.05 |
LOW |
162.82 |
0.618 |
162.44 |
1.000 |
162.21 |
1.618 |
161.83 |
2.618 |
161.22 |
4.250 |
160.23 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
163.13 |
162.92 |
PP |
163.07 |
162.87 |
S1 |
163.02 |
162.83 |
|