Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 09-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.27 |
161.07 |
-0.20 |
-0.1% |
160.81 |
High |
161.30 |
161.49 |
0.19 |
0.1% |
161.82 |
Low |
160.59 |
161.07 |
0.48 |
0.3% |
160.59 |
Close |
161.16 |
161.44 |
0.28 |
0.2% |
161.16 |
Range |
0.71 |
0.42 |
-0.29 |
-40.8% |
1.23 |
ATR |
0.64 |
0.63 |
-0.02 |
-2.5% |
0.00 |
Volume |
362,385 |
756,460 |
394,075 |
108.7% |
3,457,254 |
|
Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.59 |
162.44 |
161.67 |
|
R3 |
162.17 |
162.02 |
161.56 |
|
R2 |
161.75 |
161.75 |
161.52 |
|
R1 |
161.60 |
161.60 |
161.48 |
161.68 |
PP |
161.33 |
161.33 |
161.33 |
161.37 |
S1 |
161.18 |
161.18 |
161.40 |
161.26 |
S2 |
160.91 |
160.91 |
161.36 |
|
S3 |
160.49 |
160.76 |
161.32 |
|
S4 |
160.07 |
160.34 |
161.21 |
|
|
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% |
0.59 |
0.4% |
69% |
False |
False |
735,742 |
10 |
161.95 |
160.24 |
1.71 |
1.1% |
0.63 |
0.4% |
70% |
False |
False |
751,401 |
20 |
162.70 |
160.24 |
2.46 |
1.5% |
0.63 |
0.4% |
49% |
False |
False |
693,726 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.59 |
0.4% |
38% |
False |
False |
488,183 |
60 |
163.43 |
158.28 |
5.15 |
3.2% |
0.57 |
0.4% |
61% |
False |
False |
326,918 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.58 |
0.4% |
66% |
False |
False |
245,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.28 |
2.618 |
162.59 |
1.618 |
162.17 |
1.000 |
161.91 |
0.618 |
161.75 |
HIGH |
161.49 |
0.618 |
161.33 |
0.500 |
161.28 |
0.382 |
161.23 |
LOW |
161.07 |
0.618 |
160.81 |
1.000 |
160.65 |
1.618 |
160.39 |
2.618 |
159.97 |
4.250 |
159.29 |
|
|
Fisher Pivots for day following 09-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.39 |
161.34 |
PP |
161.33 |
161.23 |
S1 |
161.28 |
161.13 |
|