Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 05-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.23 |
161.25 |
0.02 |
0.0% |
161.30 |
High |
161.82 |
161.66 |
-0.16 |
-0.1% |
161.98 |
Low |
161.16 |
161.05 |
-0.11 |
-0.1% |
160.24 |
Close |
161.32 |
161.22 |
-0.10 |
-0.1% |
161.01 |
Range |
0.66 |
0.61 |
-0.05 |
-7.6% |
1.74 |
ATR |
0.64 |
0.64 |
0.00 |
-0.3% |
0.00 |
Volume |
759,204 |
842,245 |
83,041 |
10.9% |
3,866,302 |
|
Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.14 |
162.79 |
161.56 |
|
R3 |
162.53 |
162.18 |
161.39 |
|
R2 |
161.92 |
161.92 |
161.33 |
|
R1 |
161.57 |
161.57 |
161.28 |
161.44 |
PP |
161.31 |
161.31 |
161.31 |
161.25 |
S1 |
160.96 |
160.96 |
161.16 |
160.83 |
S2 |
160.70 |
160.70 |
161.11 |
|
S3 |
160.09 |
160.35 |
161.05 |
|
S4 |
159.48 |
159.74 |
160.88 |
|
|
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 |
160.65 |
1.17 |
0.7% |
0.61 |
0.4% |
49% |
False |
False |
761,546 |
10 |
161.98 |
160.24 |
1.74 |
1.1% |
0.64 |
0.4% |
56% |
False |
False |
776,752 |
20 |
163.43 |
160.24 |
3.19 |
2.0% |
0.61 |
0.4% |
31% |
False |
False |
698,605 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.59 |
0.4% |
31% |
False |
False |
460,471 |
60 |
163.43 |
158.20 |
5.23 |
3.2% |
0.57 |
0.4% |
58% |
False |
False |
308,336 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.58 |
0.4% |
63% |
False |
False |
231,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.25 |
2.618 |
163.26 |
1.618 |
162.65 |
1.000 |
162.27 |
0.618 |
162.04 |
HIGH |
161.66 |
0.618 |
161.43 |
0.500 |
161.36 |
0.382 |
161.28 |
LOW |
161.05 |
0.618 |
160.67 |
1.000 |
160.44 |
1.618 |
160.06 |
2.618 |
159.45 |
4.250 |
158.46 |
|
|
Fisher Pivots for day following 05-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.36 |
161.24 |
PP |
161.31 |
161.23 |
S1 |
161.27 |
161.23 |
|