Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 14-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
161.96 |
161.71 |
-0.25 |
-0.2% |
162.16 |
High |
162.07 |
162.05 |
-0.02 |
0.0% |
163.43 |
Low |
161.62 |
161.37 |
-0.25 |
-0.2% |
161.96 |
Close |
161.72 |
161.56 |
-0.16 |
-0.1% |
162.96 |
Range |
0.45 |
0.68 |
0.23 |
51.1% |
1.47 |
ATR |
0.61 |
0.62 |
0.00 |
0.8% |
0.00 |
Volume |
733,985 |
676,738 |
-57,247 |
-7.8% |
2,962,693 |
|
Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.70 |
163.31 |
161.93 |
|
R3 |
163.02 |
162.63 |
161.75 |
|
R2 |
162.34 |
162.34 |
161.68 |
|
R1 |
161.95 |
161.95 |
161.62 |
161.81 |
PP |
161.66 |
161.66 |
161.66 |
161.59 |
S1 |
161.27 |
161.27 |
161.50 |
161.13 |
S2 |
160.98 |
160.98 |
161.44 |
|
S3 |
160.30 |
160.59 |
161.37 |
|
S4 |
159.62 |
159.91 |
161.19 |
|
|
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 |
161.37 |
2.06 |
1.3% |
0.59 |
0.4% |
9% |
False |
True |
649,421 |
10 |
163.43 |
161.37 |
2.06 |
1.3% |
0.67 |
0.4% |
9% |
False |
True |
689,874 |
20 |
163.43 |
160.87 |
2.56 |
1.6% |
0.57 |
0.4% |
27% |
False |
False |
382,227 |
40 |
163.43 |
158.53 |
4.90 |
3.0% |
0.57 |
0.4% |
62% |
False |
False |
194,130 |
60 |
163.43 |
157.51 |
5.92 |
3.7% |
0.59 |
0.4% |
68% |
False |
False |
129,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.94 |
2.618 |
163.83 |
1.618 |
163.15 |
1.000 |
162.73 |
0.618 |
162.47 |
HIGH |
162.05 |
0.618 |
161.79 |
0.500 |
161.71 |
0.382 |
161.63 |
LOW |
161.37 |
0.618 |
160.95 |
1.000 |
160.69 |
1.618 |
160.27 |
2.618 |
159.59 |
4.250 |
158.48 |
|
|
Fisher Pivots for day following 14-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
161.71 |
162.04 |
PP |
161.66 |
161.88 |
S1 |
161.61 |
161.72 |
|