Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 29-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
160.56 |
160.94 |
0.38 |
0.2% |
161.30 |
High |
160.96 |
161.31 |
0.35 |
0.2% |
161.98 |
Low |
160.24 |
160.79 |
0.55 |
0.3% |
160.24 |
Close |
160.80 |
161.01 |
0.21 |
0.1% |
161.01 |
Range |
0.72 |
0.52 |
-0.20 |
-27.8% |
1.74 |
ATR |
0.64 |
0.63 |
-0.01 |
-1.4% |
0.00 |
Volume |
767,971 |
712,863 |
-55,108 |
-7.2% |
3,866,302 |
|
Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.60 |
162.32 |
161.30 |
|
R3 |
162.08 |
161.80 |
161.15 |
|
R2 |
161.56 |
161.56 |
161.11 |
|
R1 |
161.28 |
161.28 |
161.06 |
161.42 |
PP |
161.04 |
161.04 |
161.04 |
161.11 |
S1 |
160.76 |
160.76 |
160.96 |
160.90 |
S2 |
160.52 |
160.52 |
160.91 |
|
S3 |
160.00 |
160.24 |
160.87 |
|
S4 |
159.48 |
159.72 |
160.72 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.30 |
165.39 |
161.97 |
|
R3 |
164.56 |
163.65 |
161.49 |
|
R2 |
162.82 |
162.82 |
161.33 |
|
R1 |
161.91 |
161.91 |
161.17 |
161.50 |
PP |
161.08 |
161.08 |
161.08 |
160.87 |
S1 |
160.17 |
160.17 |
160.85 |
159.76 |
S2 |
159.34 |
159.34 |
160.69 |
|
S3 |
157.60 |
158.43 |
160.53 |
|
S4 |
155.86 |
156.69 |
160.05 |
|
|
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% |
0.69 |
0.4% |
44% |
False |
False |
773,260 |
10 |
161.98 |
160.24 |
1.74 |
1.1% |
0.60 |
0.4% |
44% |
False |
False |
707,663 |
20 |
163.43 |
160.24 |
3.19 |
2.0% |
0.65 |
0.4% |
24% |
False |
False |
706,580 |
40 |
163.43 |
159.99 |
3.44 |
2.1% |
0.58 |
0.4% |
30% |
False |
False |
384,149 |
60 |
163.43 |
157.51 |
5.92 |
3.7% |
0.56 |
0.3% |
59% |
False |
False |
256,960 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.56 |
0.3% |
59% |
False |
False |
192,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.52 |
2.618 |
162.67 |
1.618 |
162.15 |
1.000 |
161.83 |
0.618 |
161.63 |
HIGH |
161.31 |
0.618 |
161.11 |
0.500 |
161.05 |
0.382 |
160.99 |
LOW |
160.79 |
0.618 |
160.47 |
1.000 |
160.27 |
1.618 |
159.95 |
2.618 |
159.43 |
4.250 |
158.58 |
|
|
Fisher Pivots for day following 29-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
161.05 |
160.99 |
PP |
161.04 |
160.98 |
S1 |
161.02 |
160.96 |
|