Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 25-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
161.19 |
161.30 |
0.11 |
0.1% |
161.26 |
High |
161.26 |
161.98 |
0.72 |
0.4% |
161.42 |
Low |
160.88 |
161.12 |
0.24 |
0.1% |
160.66 |
Close |
161.12 |
161.93 |
0.81 |
0.5% |
161.12 |
Range |
0.38 |
0.86 |
0.48 |
126.3% |
0.76 |
ATR |
0.60 |
0.62 |
0.02 |
3.1% |
0.00 |
Volume |
806,358 |
566,003 |
-240,355 |
-29.8% |
3,210,336 |
|
Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.26 |
163.95 |
162.40 |
|
R3 |
163.40 |
163.09 |
162.17 |
|
R2 |
162.54 |
162.54 |
162.09 |
|
R1 |
162.23 |
162.23 |
162.01 |
162.39 |
PP |
161.68 |
161.68 |
161.68 |
161.75 |
S1 |
161.37 |
161.37 |
161.85 |
161.53 |
S2 |
160.82 |
160.82 |
161.77 |
|
S3 |
159.96 |
160.51 |
161.69 |
|
S4 |
159.10 |
159.65 |
161.46 |
|
|
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 |
161.98 |
160.66 |
1.32 |
0.8% |
0.58 |
0.4% |
96% |
True |
False |
628,577 |
10 |
162.70 |
160.66 |
2.04 |
1.3% |
0.63 |
0.4% |
62% |
False |
False |
636,052 |
20 |
163.43 |
160.66 |
2.77 |
1.7% |
0.62 |
0.4% |
46% |
False |
False |
585,270 |
40 |
163.43 |
158.87 |
4.56 |
2.8% |
0.57 |
0.4% |
67% |
False |
False |
302,066 |
60 |
163.43 |
157.51 |
5.92 |
3.7% |
0.57 |
0.3% |
75% |
False |
False |
202,013 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.55 |
0.3% |
75% |
False |
False |
151,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.64 |
2.618 |
164.23 |
1.618 |
163.37 |
1.000 |
162.84 |
0.618 |
162.51 |
HIGH |
161.98 |
0.618 |
161.65 |
0.500 |
161.55 |
0.382 |
161.45 |
LOW |
161.12 |
0.618 |
160.59 |
1.000 |
160.26 |
1.618 |
159.73 |
2.618 |
158.87 |
4.250 |
157.47 |
|
|
Fisher Pivots for day following 25-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
161.80 |
161.73 |
PP |
161.68 |
161.52 |
S1 |
161.55 |
161.32 |
|