Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 26-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
161.30 |
161.93 |
0.63 |
0.4% |
161.26 |
High |
161.98 |
161.95 |
-0.03 |
0.0% |
161.42 |
Low |
161.12 |
161.62 |
0.50 |
0.3% |
160.66 |
Close |
161.93 |
161.71 |
-0.22 |
-0.1% |
161.12 |
Range |
0.86 |
0.33 |
-0.53 |
-61.6% |
0.76 |
ATR |
0.62 |
0.60 |
-0.02 |
-3.3% |
0.00 |
Volume |
566,003 |
1,051,494 |
485,491 |
85.8% |
3,210,336 |
|
Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.75 |
162.56 |
161.89 |
|
R3 |
162.42 |
162.23 |
161.80 |
|
R2 |
162.09 |
162.09 |
161.77 |
|
R1 |
161.90 |
161.90 |
161.74 |
161.83 |
PP |
161.76 |
161.76 |
161.76 |
161.73 |
S1 |
161.57 |
161.57 |
161.68 |
161.50 |
S2 |
161.43 |
161.43 |
161.65 |
|
S3 |
161.10 |
161.24 |
161.62 |
|
S4 |
160.77 |
160.91 |
161.53 |
|
|
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% |
0.55 |
0.3% |
80% |
False |
False |
732,830 |
10 |
162.07 |
160.66 |
1.41 |
0.9% |
0.57 |
0.3% |
74% |
False |
False |
679,205 |
20 |
163.43 |
160.66 |
2.77 |
1.7% |
0.61 |
0.4% |
38% |
False |
False |
633,035 |
40 |
163.43 |
159.02 |
4.41 |
2.7% |
0.57 |
0.4% |
61% |
False |
False |
328,176 |
60 |
163.43 |
157.51 |
5.92 |
3.7% |
0.56 |
0.3% |
71% |
False |
False |
219,533 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.55 |
0.3% |
71% |
False |
False |
164,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.35 |
2.618 |
162.81 |
1.618 |
162.48 |
1.000 |
162.28 |
0.618 |
162.15 |
HIGH |
161.95 |
0.618 |
161.82 |
0.500 |
161.79 |
0.382 |
161.75 |
LOW |
161.62 |
0.618 |
161.42 |
1.000 |
161.29 |
1.618 |
161.09 |
2.618 |
160.76 |
4.250 |
160.22 |
|
|
Fisher Pivots for day following 26-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
161.79 |
161.62 |
PP |
161.76 |
161.52 |
S1 |
161.74 |
161.43 |
|