Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 12-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
162.85 |
162.67 |
-0.18 |
-0.1% |
162.16 |
High |
162.89 |
162.70 |
-0.19 |
-0.1% |
163.43 |
Low |
162.64 |
161.73 |
-0.91 |
-0.6% |
161.96 |
Close |
162.77 |
161.87 |
-0.90 |
-0.6% |
162.96 |
Range |
0.25 |
0.97 |
0.72 |
288.0% |
1.47 |
ATR |
0.59 |
0.63 |
0.03 |
5.4% |
0.00 |
Volume |
757,283 |
619,964 |
-137,319 |
-18.1% |
2,962,693 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.01 |
164.41 |
162.40 |
|
R3 |
164.04 |
163.44 |
162.14 |
|
R2 |
163.07 |
163.07 |
162.05 |
|
R1 |
162.47 |
162.47 |
161.96 |
162.29 |
PP |
162.10 |
162.10 |
162.10 |
162.01 |
S1 |
161.50 |
161.50 |
161.78 |
161.32 |
S2 |
161.13 |
161.13 |
161.69 |
|
S3 |
160.16 |
160.53 |
161.60 |
|
S4 |
159.19 |
159.56 |
161.34 |
|
|
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 |
161.73 |
1.70 |
1.1% |
0.69 |
0.4% |
8% |
False |
True |
668,189 |
10 |
163.43 |
161.65 |
1.78 |
1.1% |
0.66 |
0.4% |
12% |
False |
False |
586,865 |
20 |
163.43 |
160.50 |
2.93 |
1.8% |
0.57 |
0.4% |
47% |
False |
False |
313,077 |
40 |
163.43 |
158.48 |
4.95 |
3.1% |
0.56 |
0.3% |
68% |
False |
False |
158,939 |
60 |
163.43 |
157.51 |
5.92 |
3.7% |
0.58 |
0.4% |
74% |
False |
False |
106,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.82 |
2.618 |
165.24 |
1.618 |
164.27 |
1.000 |
163.67 |
0.618 |
163.30 |
HIGH |
162.70 |
0.618 |
162.33 |
0.500 |
162.22 |
0.382 |
162.10 |
LOW |
161.73 |
0.618 |
161.13 |
1.000 |
160.76 |
1.618 |
160.16 |
2.618 |
159.19 |
4.250 |
157.61 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
162.22 |
162.58 |
PP |
162.10 |
162.34 |
S1 |
161.99 |
162.11 |
|