Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 13-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
162.67 |
161.96 |
-0.71 |
-0.4% |
162.16 |
High |
162.70 |
162.07 |
-0.63 |
-0.4% |
163.43 |
Low |
161.73 |
161.62 |
-0.11 |
-0.1% |
161.96 |
Close |
161.87 |
161.72 |
-0.15 |
-0.1% |
162.96 |
Range |
0.97 |
0.45 |
-0.52 |
-53.6% |
1.47 |
ATR |
0.63 |
0.61 |
-0.01 |
-2.0% |
0.00 |
Volume |
619,964 |
733,985 |
114,021 |
18.4% |
2,962,693 |
|
Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.15 |
162.89 |
161.97 |
|
R3 |
162.70 |
162.44 |
161.84 |
|
R2 |
162.25 |
162.25 |
161.80 |
|
R1 |
161.99 |
161.99 |
161.76 |
161.90 |
PP |
161.80 |
161.80 |
161.80 |
161.76 |
S1 |
161.54 |
161.54 |
161.68 |
161.45 |
S2 |
161.35 |
161.35 |
161.64 |
|
S3 |
160.90 |
161.09 |
161.60 |
|
S4 |
160.45 |
160.64 |
161.47 |
|
|
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 |
161.62 |
1.81 |
1.1% |
0.66 |
0.4% |
6% |
False |
True |
639,110 |
10 |
163.43 |
161.62 |
1.81 |
1.1% |
0.64 |
0.4% |
6% |
False |
True |
645,928 |
20 |
163.43 |
160.50 |
2.93 |
1.8% |
0.56 |
0.3% |
42% |
False |
False |
349,348 |
40 |
163.43 |
158.53 |
4.90 |
3.0% |
0.56 |
0.3% |
65% |
False |
False |
177,245 |
60 |
163.43 |
157.51 |
5.92 |
3.7% |
0.58 |
0.4% |
71% |
False |
False |
118,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.98 |
2.618 |
163.25 |
1.618 |
162.80 |
1.000 |
162.52 |
0.618 |
162.35 |
HIGH |
162.07 |
0.618 |
161.90 |
0.500 |
161.85 |
0.382 |
161.79 |
LOW |
161.62 |
0.618 |
161.34 |
1.000 |
161.17 |
1.618 |
160.89 |
2.618 |
160.44 |
4.250 |
159.71 |
|
|
Fisher Pivots for day following 13-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
161.85 |
162.26 |
PP |
161.80 |
162.08 |
S1 |
161.76 |
161.90 |
|