Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 19-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
161.26 |
161.01 |
-0.25 |
-0.2% |
162.85 |
High |
161.42 |
161.37 |
-0.05 |
0.0% |
162.89 |
Low |
160.86 |
160.92 |
0.06 |
0.0% |
161.07 |
Close |
160.94 |
161.09 |
0.15 |
0.1% |
161.19 |
Range |
0.56 |
0.45 |
-0.11 |
-19.6% |
1.82 |
ATR |
0.62 |
0.61 |
-0.01 |
-2.0% |
0.00 |
Volume |
633,450 |
530,232 |
-103,218 |
-16.3% |
3,341,470 |
|
Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.48 |
162.23 |
161.34 |
|
R3 |
162.03 |
161.78 |
161.21 |
|
R2 |
161.58 |
161.58 |
161.17 |
|
R1 |
161.33 |
161.33 |
161.13 |
161.46 |
PP |
161.13 |
161.13 |
161.13 |
161.19 |
S1 |
160.88 |
160.88 |
161.05 |
161.01 |
S2 |
160.68 |
160.68 |
161.01 |
|
S3 |
160.23 |
160.43 |
160.97 |
|
S4 |
159.78 |
159.98 |
160.84 |
|
|
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 |
162.07 |
160.86 |
1.21 |
0.8% |
0.58 |
0.4% |
19% |
False |
False |
625,581 |
10 |
163.43 |
160.86 |
2.57 |
1.6% |
0.63 |
0.4% |
9% |
False |
False |
646,885 |
20 |
163.43 |
160.86 |
2.57 |
1.6% |
0.58 |
0.4% |
9% |
False |
False |
464,323 |
40 |
163.43 |
158.53 |
4.90 |
3.0% |
0.58 |
0.4% |
52% |
False |
False |
236,936 |
60 |
163.43 |
157.51 |
5.92 |
3.7% |
0.60 |
0.4% |
60% |
False |
False |
158,506 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.53 |
0.3% |
60% |
False |
False |
118,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.28 |
2.618 |
162.55 |
1.618 |
162.10 |
1.000 |
161.82 |
0.618 |
161.65 |
HIGH |
161.37 |
0.618 |
161.20 |
0.500 |
161.15 |
0.382 |
161.09 |
LOW |
160.92 |
0.618 |
160.64 |
1.000 |
160.47 |
1.618 |
160.19 |
2.618 |
159.74 |
4.250 |
159.01 |
|
|
Fisher Pivots for day following 19-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
161.15 |
161.34 |
PP |
161.13 |
161.26 |
S1 |
161.11 |
161.17 |
|