Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 11-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.40 |
161.25 |
-0.15 |
-0.1% |
160.81 |
High |
161.68 |
161.40 |
-0.28 |
-0.2% |
161.82 |
Low |
161.13 |
161.11 |
-0.02 |
0.0% |
160.59 |
Close |
161.48 |
161.26 |
-0.22 |
-0.1% |
161.16 |
Range |
0.55 |
0.29 |
-0.26 |
-47.3% |
1.23 |
ATR |
0.62 |
0.60 |
-0.02 |
-2.9% |
0.00 |
Volume |
568,499 |
587,521 |
19,022 |
3.3% |
3,457,254 |
|
Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.13 |
161.98 |
161.42 |
|
R3 |
161.84 |
161.69 |
161.34 |
|
R2 |
161.55 |
161.55 |
161.31 |
|
R1 |
161.40 |
161.40 |
161.29 |
161.48 |
PP |
161.26 |
161.26 |
161.26 |
161.29 |
S1 |
161.11 |
161.11 |
161.23 |
161.19 |
S2 |
160.97 |
160.97 |
161.21 |
|
S3 |
160.68 |
160.82 |
161.18 |
|
S4 |
160.39 |
160.53 |
161.10 |
|
|
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 |
161.68 |
160.59 |
1.09 |
0.7% |
0.52 |
0.3% |
61% |
False |
False |
623,422 |
10 |
161.82 |
160.24 |
1.58 |
1.0% |
0.58 |
0.4% |
65% |
False |
False |
685,056 |
20 |
162.05 |
160.24 |
1.81 |
1.1% |
0.60 |
0.4% |
56% |
False |
False |
683,830 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.58 |
0.4% |
32% |
False |
False |
516,589 |
60 |
163.43 |
158.53 |
4.90 |
3.0% |
0.57 |
0.4% |
56% |
False |
False |
346,107 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.59 |
0.4% |
63% |
False |
False |
259,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.63 |
2.618 |
162.16 |
1.618 |
161.87 |
1.000 |
161.69 |
0.618 |
161.58 |
HIGH |
161.40 |
0.618 |
161.29 |
0.500 |
161.26 |
0.382 |
161.22 |
LOW |
161.11 |
0.618 |
160.93 |
1.000 |
160.82 |
1.618 |
160.64 |
2.618 |
160.35 |
4.250 |
159.88 |
|
|
Fisher Pivots for day following 11-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.26 |
161.38 |
PP |
161.26 |
161.34 |
S1 |
161.26 |
161.30 |
|