Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 18-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
161.77 |
161.26 |
-0.51 |
-0.3% |
162.85 |
High |
161.82 |
161.42 |
-0.40 |
-0.2% |
162.89 |
Low |
161.07 |
160.86 |
-0.21 |
-0.1% |
161.07 |
Close |
161.19 |
160.94 |
-0.25 |
-0.2% |
161.19 |
Range |
0.75 |
0.56 |
-0.19 |
-25.3% |
1.82 |
ATR |
0.63 |
0.62 |
0.00 |
-0.8% |
0.00 |
Volume |
553,500 |
633,450 |
79,950 |
14.4% |
3,341,470 |
|
Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.75 |
162.41 |
161.25 |
|
R3 |
162.19 |
161.85 |
161.09 |
|
R2 |
161.63 |
161.63 |
161.04 |
|
R1 |
161.29 |
161.29 |
160.99 |
161.18 |
PP |
161.07 |
161.07 |
161.07 |
161.02 |
S1 |
160.73 |
160.73 |
160.89 |
160.62 |
S2 |
160.51 |
160.51 |
160.84 |
|
S3 |
159.95 |
160.17 |
160.79 |
|
S4 |
159.39 |
159.61 |
160.63 |
|
|
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 |
162.70 |
160.86 |
1.84 |
1.1% |
0.68 |
0.4% |
4% |
False |
True |
643,527 |
10 |
163.43 |
160.86 |
2.57 |
1.6% |
0.69 |
0.4% |
3% |
False |
True |
693,761 |
20 |
163.43 |
160.86 |
2.57 |
1.6% |
0.58 |
0.4% |
3% |
False |
True |
440,049 |
40 |
163.43 |
158.53 |
4.90 |
3.0% |
0.58 |
0.4% |
49% |
False |
False |
223,705 |
60 |
163.43 |
157.51 |
5.92 |
3.7% |
0.60 |
0.4% |
58% |
False |
False |
149,673 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.52 |
0.3% |
58% |
False |
False |
112,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.80 |
2.618 |
162.89 |
1.618 |
162.33 |
1.000 |
161.98 |
0.618 |
161.77 |
HIGH |
161.42 |
0.618 |
161.21 |
0.500 |
161.14 |
0.382 |
161.07 |
LOW |
160.86 |
0.618 |
160.51 |
1.000 |
160.30 |
1.618 |
159.95 |
2.618 |
159.39 |
4.250 |
158.48 |
|
|
Fisher Pivots for day following 18-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
161.14 |
161.46 |
PP |
161.07 |
161.28 |
S1 |
161.01 |
161.11 |
|