Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 15-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
161.71 |
161.77 |
0.06 |
0.0% |
162.85 |
High |
162.05 |
161.82 |
-0.23 |
-0.1% |
162.89 |
Low |
161.37 |
161.07 |
-0.30 |
-0.2% |
161.07 |
Close |
161.56 |
161.19 |
-0.37 |
-0.2% |
161.19 |
Range |
0.68 |
0.75 |
0.07 |
10.3% |
1.82 |
ATR |
0.62 |
0.63 |
0.01 |
1.5% |
0.00 |
Volume |
676,738 |
553,500 |
-123,238 |
-18.2% |
3,341,470 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.61 |
163.15 |
161.60 |
|
R3 |
162.86 |
162.40 |
161.40 |
|
R2 |
162.11 |
162.11 |
161.33 |
|
R1 |
161.65 |
161.65 |
161.26 |
161.51 |
PP |
161.36 |
161.36 |
161.36 |
161.29 |
S1 |
160.90 |
160.90 |
161.12 |
160.76 |
S2 |
160.61 |
160.61 |
161.05 |
|
S3 |
159.86 |
160.15 |
160.98 |
|
S4 |
159.11 |
159.40 |
160.78 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.18 |
166.00 |
162.19 |
|
R3 |
165.36 |
164.18 |
161.69 |
|
R2 |
163.54 |
163.54 |
161.52 |
|
R1 |
162.36 |
162.36 |
161.36 |
162.04 |
PP |
161.72 |
161.72 |
161.72 |
161.56 |
S1 |
160.54 |
160.54 |
161.02 |
160.22 |
S2 |
159.90 |
159.90 |
160.86 |
|
S3 |
158.08 |
158.72 |
160.69 |
|
S4 |
156.26 |
156.90 |
160.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.89 |
161.07 |
1.82 |
1.1% |
0.62 |
0.4% |
7% |
False |
True |
668,294 |
10 |
163.43 |
161.07 |
2.36 |
1.5% |
0.70 |
0.4% |
5% |
False |
True |
705,496 |
20 |
163.43 |
161.07 |
2.36 |
1.5% |
0.57 |
0.4% |
5% |
False |
True |
409,562 |
40 |
163.43 |
158.53 |
4.90 |
3.0% |
0.57 |
0.4% |
54% |
False |
False |
207,934 |
60 |
163.43 |
157.51 |
5.92 |
3.7% |
0.60 |
0.4% |
62% |
False |
False |
139,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.01 |
2.618 |
163.78 |
1.618 |
163.03 |
1.000 |
162.57 |
0.618 |
162.28 |
HIGH |
161.82 |
0.618 |
161.53 |
0.500 |
161.45 |
0.382 |
161.36 |
LOW |
161.07 |
0.618 |
160.61 |
1.000 |
160.32 |
1.618 |
159.86 |
2.618 |
159.11 |
4.250 |
157.88 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
161.45 |
161.57 |
PP |
161.36 |
161.44 |
S1 |
161.28 |
161.32 |
|