Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 02-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
160.94 |
160.81 |
-0.13 |
-0.1% |
161.30 |
High |
161.31 |
161.37 |
0.06 |
0.0% |
161.98 |
Low |
160.79 |
160.66 |
-0.13 |
-0.1% |
160.24 |
Close |
161.01 |
161.22 |
0.21 |
0.1% |
161.01 |
Range |
0.52 |
0.71 |
0.19 |
36.5% |
1.74 |
ATR |
0.63 |
0.64 |
0.01 |
0.9% |
0.00 |
Volume |
712,863 |
535,001 |
-177,862 |
-25.0% |
3,866,302 |
|
Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.21 |
162.93 |
161.61 |
|
R3 |
162.50 |
162.22 |
161.42 |
|
R2 |
161.79 |
161.79 |
161.35 |
|
R1 |
161.51 |
161.51 |
161.29 |
161.65 |
PP |
161.08 |
161.08 |
161.08 |
161.16 |
S1 |
160.80 |
160.80 |
161.15 |
160.94 |
S2 |
160.37 |
160.37 |
161.09 |
|
S3 |
159.66 |
160.09 |
161.02 |
|
S4 |
158.95 |
159.38 |
160.83 |
|
|
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 |
161.95 |
160.24 |
1.71 |
1.1% |
0.66 |
0.4% |
57% |
False |
False |
767,060 |
10 |
161.98 |
160.24 |
1.74 |
1.1% |
0.62 |
0.4% |
56% |
False |
False |
697,818 |
20 |
163.43 |
160.24 |
3.19 |
2.0% |
0.65 |
0.4% |
31% |
False |
False |
695,790 |
40 |
163.43 |
159.99 |
3.44 |
2.1% |
0.58 |
0.4% |
36% |
False |
False |
397,497 |
60 |
163.43 |
157.71 |
5.72 |
3.5% |
0.57 |
0.4% |
61% |
False |
False |
265,855 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.56 |
0.4% |
63% |
False |
False |
199,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.39 |
2.618 |
163.23 |
1.618 |
162.52 |
1.000 |
162.08 |
0.618 |
161.81 |
HIGH |
161.37 |
0.618 |
161.10 |
0.500 |
161.02 |
0.382 |
160.93 |
LOW |
160.66 |
0.618 |
160.22 |
1.000 |
159.95 |
1.618 |
159.51 |
2.618 |
158.80 |
4.250 |
157.64 |
|
|
Fisher Pivots for day following 02-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.15 |
161.08 |
PP |
161.08 |
160.94 |
S1 |
161.02 |
160.81 |
|