Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 10-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.07 |
161.40 |
0.33 |
0.2% |
160.81 |
High |
161.49 |
161.68 |
0.19 |
0.1% |
161.82 |
Low |
161.07 |
161.13 |
0.06 |
0.0% |
160.59 |
Close |
161.44 |
161.48 |
0.04 |
0.0% |
161.16 |
Range |
0.42 |
0.55 |
0.13 |
31.0% |
1.23 |
ATR |
0.63 |
0.62 |
-0.01 |
-0.9% |
0.00 |
Volume |
756,460 |
568,499 |
-187,961 |
-24.8% |
3,457,254 |
|
Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.08 |
162.83 |
161.78 |
|
R3 |
162.53 |
162.28 |
161.63 |
|
R2 |
161.98 |
161.98 |
161.58 |
|
R1 |
161.73 |
161.73 |
161.53 |
161.86 |
PP |
161.43 |
161.43 |
161.43 |
161.49 |
S1 |
161.18 |
161.18 |
161.43 |
161.31 |
S2 |
160.88 |
160.88 |
161.38 |
|
S3 |
160.33 |
160.63 |
161.33 |
|
S4 |
159.78 |
160.08 |
161.18 |
|
|
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% |
72% |
False |
False |
657,758 |
10 |
161.82 |
160.24 |
1.58 |
1.0% |
0.65 |
0.4% |
78% |
False |
False |
703,101 |
20 |
162.07 |
160.24 |
1.83 |
1.1% |
0.61 |
0.4% |
68% |
False |
False |
691,153 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.59 |
0.4% |
39% |
False |
False |
502,115 |
60 |
163.43 |
158.48 |
4.95 |
3.1% |
0.57 |
0.4% |
61% |
False |
False |
336,344 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.59 |
0.4% |
67% |
False |
False |
252,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.02 |
2.618 |
163.12 |
1.618 |
162.57 |
1.000 |
162.23 |
0.618 |
162.02 |
HIGH |
161.68 |
0.618 |
161.47 |
0.500 |
161.41 |
0.382 |
161.34 |
LOW |
161.13 |
0.618 |
160.79 |
1.000 |
160.58 |
1.618 |
160.24 |
2.618 |
159.69 |
4.250 |
158.79 |
|
|
Fisher Pivots for day following 10-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.46 |
161.37 |
PP |
161.43 |
161.25 |
S1 |
161.41 |
161.14 |
|