Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 11-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
163.40 |
162.85 |
-0.55 |
-0.3% |
162.16 |
High |
163.43 |
162.89 |
-0.54 |
-0.3% |
163.43 |
Low |
162.82 |
162.64 |
-0.18 |
-0.1% |
161.96 |
Close |
162.96 |
162.77 |
-0.19 |
-0.1% |
162.96 |
Range |
0.61 |
0.25 |
-0.36 |
-59.0% |
1.47 |
ATR |
0.62 |
0.59 |
-0.02 |
-3.4% |
0.00 |
Volume |
459,138 |
757,283 |
298,145 |
64.9% |
2,962,693 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.52 |
163.39 |
162.91 |
|
R3 |
163.27 |
163.14 |
162.84 |
|
R2 |
163.02 |
163.02 |
162.82 |
|
R1 |
162.89 |
162.89 |
162.79 |
162.83 |
PP |
162.77 |
162.77 |
162.77 |
162.74 |
S1 |
162.64 |
162.64 |
162.75 |
162.58 |
S2 |
162.52 |
162.52 |
162.72 |
|
S3 |
162.27 |
162.39 |
162.70 |
|
S4 |
162.02 |
162.14 |
162.63 |
|
|
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 |
161.96 |
1.47 |
0.9% |
0.69 |
0.4% |
55% |
False |
False |
743,995 |
10 |
163.43 |
161.65 |
1.78 |
1.1% |
0.60 |
0.4% |
63% |
False |
False |
534,488 |
20 |
163.43 |
160.50 |
2.93 |
1.8% |
0.55 |
0.3% |
77% |
False |
False |
282,640 |
40 |
163.43 |
158.28 |
5.15 |
3.2% |
0.54 |
0.3% |
87% |
False |
False |
143,514 |
60 |
163.43 |
157.51 |
5.92 |
3.6% |
0.56 |
0.3% |
89% |
False |
False |
96,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.95 |
2.618 |
163.54 |
1.618 |
163.29 |
1.000 |
163.14 |
0.618 |
163.04 |
HIGH |
162.89 |
0.618 |
162.79 |
0.500 |
162.77 |
0.382 |
162.74 |
LOW |
162.64 |
0.618 |
162.49 |
1.000 |
162.39 |
1.618 |
162.24 |
2.618 |
161.99 |
4.250 |
161.58 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
162.77 |
162.83 |
PP |
162.77 |
162.81 |
S1 |
162.77 |
162.79 |
|