Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 21-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
161.07 |
160.92 |
-0.15 |
-0.1% |
162.85 |
High |
161.41 |
161.20 |
-0.21 |
-0.1% |
162.89 |
Low |
160.76 |
160.66 |
-0.10 |
-0.1% |
161.07 |
Close |
161.32 |
161.14 |
-0.18 |
-0.1% |
161.19 |
Range |
0.65 |
0.54 |
-0.11 |
-16.9% |
1.82 |
ATR |
0.61 |
0.62 |
0.00 |
0.5% |
0.00 |
Volume |
729,118 |
511,178 |
-217,940 |
-29.9% |
3,341,470 |
|
Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.62 |
162.42 |
161.44 |
|
R3 |
162.08 |
161.88 |
161.29 |
|
R2 |
161.54 |
161.54 |
161.24 |
|
R1 |
161.34 |
161.34 |
161.19 |
161.44 |
PP |
161.00 |
161.00 |
161.00 |
161.05 |
S1 |
160.80 |
160.80 |
161.09 |
160.90 |
S2 |
160.46 |
160.46 |
161.04 |
|
S3 |
159.92 |
160.26 |
160.99 |
|
S4 |
159.38 |
159.72 |
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 |
161.82 |
160.66 |
1.16 |
0.7% |
0.59 |
0.4% |
41% |
False |
True |
591,495 |
10 |
163.43 |
160.66 |
2.77 |
1.7% |
0.59 |
0.4% |
17% |
False |
True |
620,458 |
20 |
163.43 |
160.66 |
2.77 |
1.7% |
0.59 |
0.4% |
17% |
False |
True |
522,942 |
40 |
163.43 |
158.53 |
4.90 |
3.0% |
0.58 |
0.4% |
53% |
False |
False |
267,856 |
60 |
163.43 |
157.51 |
5.92 |
3.7% |
0.57 |
0.4% |
61% |
False |
False |
179,152 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.54 |
0.3% |
61% |
False |
False |
134,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.50 |
2.618 |
162.61 |
1.618 |
162.07 |
1.000 |
161.74 |
0.618 |
161.53 |
HIGH |
161.20 |
0.618 |
160.99 |
0.500 |
160.93 |
0.382 |
160.87 |
LOW |
160.66 |
0.618 |
160.33 |
1.000 |
160.12 |
1.618 |
159.79 |
2.618 |
159.25 |
4.250 |
158.37 |
|
|
Fisher Pivots for day following 21-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
161.07 |
161.11 |
PP |
161.00 |
161.07 |
S1 |
160.93 |
161.04 |
|