Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 12-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.25 |
161.25 |
0.00 |
0.0% |
160.81 |
High |
161.40 |
161.57 |
0.17 |
0.1% |
161.82 |
Low |
161.11 |
161.16 |
0.05 |
0.0% |
160.59 |
Close |
161.26 |
161.45 |
0.19 |
0.1% |
161.16 |
Range |
0.29 |
0.41 |
0.12 |
41.4% |
1.23 |
ATR |
0.60 |
0.59 |
-0.01 |
-2.3% |
0.00 |
Volume |
587,521 |
721,425 |
133,904 |
22.8% |
3,457,254 |
|
Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.62 |
162.45 |
161.68 |
|
R3 |
162.21 |
162.04 |
161.56 |
|
R2 |
161.80 |
161.80 |
161.53 |
|
R1 |
161.63 |
161.63 |
161.49 |
161.72 |
PP |
161.39 |
161.39 |
161.39 |
161.44 |
S1 |
161.22 |
161.22 |
161.41 |
161.31 |
S2 |
160.98 |
160.98 |
161.37 |
|
S3 |
160.57 |
160.81 |
161.34 |
|
S4 |
160.16 |
160.40 |
161.22 |
|
|
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% |
0.48 |
0.3% |
79% |
False |
False |
599,258 |
10 |
161.82 |
160.59 |
1.23 |
0.8% |
0.54 |
0.3% |
70% |
False |
False |
680,402 |
20 |
161.98 |
160.24 |
1.74 |
1.1% |
0.59 |
0.4% |
70% |
False |
False |
686,064 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.58 |
0.4% |
38% |
False |
False |
534,145 |
60 |
163.43 |
158.53 |
4.90 |
3.0% |
0.57 |
0.4% |
60% |
False |
False |
358,108 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.59 |
0.4% |
67% |
False |
False |
268,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.31 |
2.618 |
162.64 |
1.618 |
162.23 |
1.000 |
161.98 |
0.618 |
161.82 |
HIGH |
161.57 |
0.618 |
161.41 |
0.500 |
161.37 |
0.382 |
161.32 |
LOW |
161.16 |
0.618 |
160.91 |
1.000 |
160.75 |
1.618 |
160.50 |
2.618 |
160.09 |
4.250 |
159.42 |
|
|
Fisher Pivots for day following 12-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.42 |
161.43 |
PP |
161.39 |
161.41 |
S1 |
161.37 |
161.40 |
|