Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 22-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
160.92 |
161.19 |
0.27 |
0.2% |
161.26 |
High |
161.20 |
161.26 |
0.06 |
0.0% |
161.42 |
Low |
160.66 |
160.88 |
0.22 |
0.1% |
160.66 |
Close |
161.14 |
161.12 |
-0.02 |
0.0% |
161.12 |
Range |
0.54 |
0.38 |
-0.16 |
-29.6% |
0.76 |
ATR |
0.62 |
0.60 |
-0.02 |
-2.7% |
0.00 |
Volume |
511,178 |
806,358 |
295,180 |
57.7% |
3,210,336 |
|
Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.23 |
162.05 |
161.33 |
|
R3 |
161.85 |
161.67 |
161.22 |
|
R2 |
161.47 |
161.47 |
161.19 |
|
R1 |
161.29 |
161.29 |
161.15 |
161.19 |
PP |
161.09 |
161.09 |
161.09 |
161.04 |
S1 |
160.91 |
160.91 |
161.09 |
160.81 |
S2 |
160.71 |
160.71 |
161.05 |
|
S3 |
160.33 |
160.53 |
161.02 |
|
S4 |
159.95 |
160.15 |
160.91 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.35 |
162.99 |
161.54 |
|
R3 |
162.59 |
162.23 |
161.33 |
|
R2 |
161.83 |
161.83 |
161.26 |
|
R1 |
161.47 |
161.47 |
161.19 |
161.27 |
PP |
161.07 |
161.07 |
161.07 |
160.97 |
S1 |
160.71 |
160.71 |
161.05 |
160.51 |
S2 |
160.31 |
160.31 |
160.98 |
|
S3 |
159.55 |
159.95 |
160.91 |
|
S4 |
158.79 |
159.19 |
160.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.42 |
160.66 |
0.76 |
0.5% |
0.52 |
0.3% |
61% |
False |
False |
642,067 |
10 |
162.89 |
160.66 |
2.23 |
1.4% |
0.57 |
0.4% |
21% |
False |
False |
655,180 |
20 |
163.43 |
160.66 |
2.77 |
1.7% |
0.59 |
0.4% |
17% |
False |
False |
561,979 |
40 |
163.43 |
158.53 |
4.90 |
3.0% |
0.57 |
0.4% |
53% |
False |
False |
287,940 |
60 |
163.43 |
157.51 |
5.92 |
3.7% |
0.57 |
0.4% |
61% |
False |
False |
192,583 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.55 |
0.3% |
61% |
False |
False |
144,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.88 |
2.618 |
162.25 |
1.618 |
161.87 |
1.000 |
161.64 |
0.618 |
161.49 |
HIGH |
161.26 |
0.618 |
161.11 |
0.500 |
161.07 |
0.382 |
161.03 |
LOW |
160.88 |
0.618 |
160.65 |
1.000 |
160.50 |
1.618 |
160.27 |
2.618 |
159.89 |
4.250 |
159.27 |
|
|
Fisher Pivots for day following 22-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
161.10 |
161.09 |
PP |
161.09 |
161.06 |
S1 |
161.07 |
161.04 |
|