Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 04-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.09 |
161.23 |
0.14 |
0.1% |
161.30 |
High |
161.21 |
161.82 |
0.61 |
0.4% |
161.98 |
Low |
160.65 |
161.16 |
0.51 |
0.3% |
160.24 |
Close |
161.12 |
161.32 |
0.20 |
0.1% |
161.01 |
Range |
0.56 |
0.66 |
0.10 |
17.9% |
1.74 |
ATR |
0.63 |
0.64 |
0.00 |
0.8% |
0.00 |
Volume |
958,419 |
759,204 |
-199,215 |
-20.8% |
3,866,302 |
|
Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.41 |
163.03 |
161.68 |
|
R3 |
162.75 |
162.37 |
161.50 |
|
R2 |
162.09 |
162.09 |
161.44 |
|
R1 |
161.71 |
161.71 |
161.38 |
161.90 |
PP |
161.43 |
161.43 |
161.43 |
161.53 |
S1 |
161.05 |
161.05 |
161.26 |
161.24 |
S2 |
160.77 |
160.77 |
161.20 |
|
S3 |
160.11 |
160.39 |
161.14 |
|
S4 |
159.45 |
159.73 |
160.96 |
|
|
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 |
161.82 |
160.24 |
1.58 |
1.0% |
0.63 |
0.4% |
68% |
True |
False |
746,691 |
10 |
161.98 |
160.24 |
1.74 |
1.1% |
0.63 |
0.4% |
62% |
False |
False |
743,646 |
20 |
163.43 |
160.24 |
3.19 |
2.0% |
0.64 |
0.4% |
34% |
False |
False |
687,752 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.59 |
0.4% |
34% |
False |
False |
439,987 |
60 |
163.43 |
158.03 |
5.40 |
3.3% |
0.58 |
0.4% |
61% |
False |
False |
294,376 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.58 |
0.4% |
64% |
False |
False |
220,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.63 |
2.618 |
163.55 |
1.618 |
162.89 |
1.000 |
162.48 |
0.618 |
162.23 |
HIGH |
161.82 |
0.618 |
161.57 |
0.500 |
161.49 |
0.382 |
161.41 |
LOW |
161.16 |
0.618 |
160.75 |
1.000 |
160.50 |
1.618 |
160.09 |
2.618 |
159.43 |
4.250 |
158.36 |
|
|
Fisher Pivots for day following 04-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.49 |
161.29 |
PP |
161.43 |
161.26 |
S1 |
161.38 |
161.24 |
|