Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 06-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.25 |
161.27 |
0.02 |
0.0% |
160.81 |
High |
161.66 |
161.30 |
-0.36 |
-0.2% |
161.82 |
Low |
161.05 |
160.59 |
-0.46 |
-0.3% |
160.59 |
Close |
161.22 |
161.16 |
-0.06 |
0.0% |
161.16 |
Range |
0.61 |
0.71 |
0.10 |
16.4% |
1.23 |
ATR |
0.64 |
0.64 |
0.01 |
0.8% |
0.00 |
Volume |
842,245 |
362,385 |
-479,860 |
-57.0% |
3,457,254 |
|
Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.15 |
162.86 |
161.55 |
|
R3 |
162.44 |
162.15 |
161.36 |
|
R2 |
161.73 |
161.73 |
161.29 |
|
R1 |
161.44 |
161.44 |
161.23 |
161.23 |
PP |
161.02 |
161.02 |
161.02 |
160.91 |
S1 |
160.73 |
160.73 |
161.09 |
160.52 |
S2 |
160.31 |
160.31 |
161.03 |
|
S3 |
159.60 |
160.02 |
160.96 |
|
S4 |
158.89 |
159.31 |
160.77 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.88 |
164.25 |
161.84 |
|
R3 |
163.65 |
163.02 |
161.50 |
|
R2 |
162.42 |
162.42 |
161.39 |
|
R1 |
161.79 |
161.79 |
161.27 |
162.11 |
PP |
161.19 |
161.19 |
161.19 |
161.35 |
S1 |
160.56 |
160.56 |
161.05 |
160.88 |
S2 |
159.96 |
159.96 |
160.93 |
|
S3 |
158.73 |
159.33 |
160.82 |
|
S4 |
157.50 |
158.10 |
160.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.82 |
160.59 |
1.23 |
0.8% |
0.65 |
0.4% |
46% |
False |
True |
691,450 |
10 |
161.98 |
160.24 |
1.74 |
1.1% |
0.67 |
0.4% |
53% |
False |
False |
732,355 |
20 |
162.89 |
160.24 |
2.65 |
1.6% |
0.62 |
0.4% |
35% |
False |
False |
693,768 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.59 |
0.4% |
29% |
False |
False |
469,388 |
60 |
163.43 |
158.28 |
5.15 |
3.2% |
0.57 |
0.4% |
56% |
False |
False |
314,322 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.58 |
0.4% |
62% |
False |
False |
236,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.32 |
2.618 |
163.16 |
1.618 |
162.45 |
1.000 |
162.01 |
0.618 |
161.74 |
HIGH |
161.30 |
0.618 |
161.03 |
0.500 |
160.95 |
0.382 |
160.86 |
LOW |
160.59 |
0.618 |
160.15 |
1.000 |
159.88 |
1.618 |
159.44 |
2.618 |
158.73 |
4.250 |
157.57 |
|
|
Fisher Pivots for day following 06-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.09 |
161.21 |
PP |
161.02 |
161.19 |
S1 |
160.95 |
161.18 |
|