Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 28-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
161.67 |
160.56 |
-1.11 |
-0.7% |
161.26 |
High |
161.68 |
160.96 |
-0.72 |
-0.4% |
161.42 |
Low |
160.65 |
160.24 |
-0.41 |
-0.3% |
160.66 |
Close |
161.02 |
160.80 |
-0.22 |
-0.1% |
161.12 |
Range |
1.03 |
0.72 |
-0.31 |
-30.1% |
0.76 |
ATR |
0.63 |
0.64 |
0.01 |
1.7% |
0.00 |
Volume |
767,971 |
767,971 |
0 |
0.0% |
3,210,336 |
|
Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.83 |
162.53 |
161.20 |
|
R3 |
162.11 |
161.81 |
161.00 |
|
R2 |
161.39 |
161.39 |
160.93 |
|
R1 |
161.09 |
161.09 |
160.87 |
161.24 |
PP |
160.67 |
160.67 |
160.67 |
160.74 |
S1 |
160.37 |
160.37 |
160.73 |
160.52 |
S2 |
159.95 |
159.95 |
160.67 |
|
S3 |
159.23 |
159.65 |
160.60 |
|
S4 |
158.51 |
158.93 |
160.40 |
|
|
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 |
160.24 |
1.74 |
1.1% |
0.66 |
0.4% |
32% |
False |
True |
791,959 |
10 |
161.98 |
160.24 |
1.74 |
1.1% |
0.63 |
0.4% |
32% |
False |
True |
691,727 |
20 |
163.43 |
160.24 |
3.19 |
2.0% |
0.65 |
0.4% |
18% |
False |
True |
690,801 |
40 |
163.43 |
159.84 |
3.59 |
2.2% |
0.58 |
0.4% |
27% |
False |
False |
366,439 |
60 |
163.43 |
157.51 |
5.92 |
3.7% |
0.58 |
0.4% |
56% |
False |
False |
245,094 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.56 |
0.3% |
56% |
False |
False |
183,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.02 |
2.618 |
162.84 |
1.618 |
162.12 |
1.000 |
161.68 |
0.618 |
161.40 |
HIGH |
160.96 |
0.618 |
160.68 |
0.500 |
160.60 |
0.382 |
160.52 |
LOW |
160.24 |
0.618 |
159.80 |
1.000 |
159.52 |
1.618 |
159.08 |
2.618 |
158.36 |
4.250 |
157.18 |
|
|
Fisher Pivots for day following 28-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
160.73 |
161.10 |
PP |
160.67 |
161.00 |
S1 |
160.60 |
160.90 |
|