Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 03-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
160.81 |
161.09 |
0.28 |
0.2% |
161.30 |
High |
161.37 |
161.21 |
-0.16 |
-0.1% |
161.98 |
Low |
160.66 |
160.65 |
-0.01 |
0.0% |
160.24 |
Close |
161.22 |
161.12 |
-0.10 |
-0.1% |
161.01 |
Range |
0.71 |
0.56 |
-0.15 |
-21.1% |
1.74 |
ATR |
0.64 |
0.63 |
0.00 |
-0.8% |
0.00 |
Volume |
535,001 |
958,419 |
423,418 |
79.1% |
3,866,302 |
|
Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.67 |
162.46 |
161.43 |
|
R3 |
162.11 |
161.90 |
161.27 |
|
R2 |
161.55 |
161.55 |
161.22 |
|
R1 |
161.34 |
161.34 |
161.17 |
161.45 |
PP |
160.99 |
160.99 |
160.99 |
161.05 |
S1 |
160.78 |
160.78 |
161.07 |
160.89 |
S2 |
160.43 |
160.43 |
161.02 |
|
S3 |
159.87 |
160.22 |
160.97 |
|
S4 |
159.31 |
159.66 |
160.81 |
|
|
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 |
161.68 |
160.24 |
1.44 |
0.9% |
0.71 |
0.4% |
61% |
False |
False |
748,445 |
10 |
161.98 |
160.24 |
1.74 |
1.1% |
0.63 |
0.4% |
51% |
False |
False |
740,637 |
20 |
163.43 |
160.24 |
3.19 |
2.0% |
0.63 |
0.4% |
28% |
False |
False |
693,761 |
40 |
163.43 |
160.18 |
3.25 |
2.0% |
0.58 |
0.4% |
29% |
False |
False |
421,195 |
60 |
163.43 |
157.71 |
5.72 |
3.6% |
0.57 |
0.4% |
60% |
False |
False |
281,745 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.57 |
0.4% |
61% |
False |
False |
211,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.59 |
2.618 |
162.68 |
1.618 |
162.12 |
1.000 |
161.77 |
0.618 |
161.56 |
HIGH |
161.21 |
0.618 |
161.00 |
0.500 |
160.93 |
0.382 |
160.86 |
LOW |
160.65 |
0.618 |
160.30 |
1.000 |
160.09 |
1.618 |
159.74 |
2.618 |
159.18 |
4.250 |
158.27 |
|
|
Fisher Pivots for day following 03-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.06 |
161.08 |
PP |
160.99 |
161.05 |
S1 |
160.93 |
161.01 |
|