Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 13-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.25 |
161.48 |
0.23 |
0.1% |
161.07 |
High |
161.57 |
162.15 |
0.58 |
0.4% |
162.15 |
Low |
161.16 |
161.42 |
0.26 |
0.2% |
161.07 |
Close |
161.45 |
162.02 |
0.57 |
0.4% |
162.02 |
Range |
0.41 |
0.73 |
0.32 |
78.0% |
1.08 |
ATR |
0.59 |
0.60 |
0.01 |
1.7% |
0.00 |
Volume |
721,425 |
604,027 |
-117,398 |
-16.3% |
3,237,932 |
|
Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.05 |
163.77 |
162.42 |
|
R3 |
163.32 |
163.04 |
162.22 |
|
R2 |
162.59 |
162.59 |
162.15 |
|
R1 |
162.31 |
162.31 |
162.09 |
162.45 |
PP |
161.86 |
161.86 |
161.86 |
161.94 |
S1 |
161.58 |
161.58 |
161.95 |
161.72 |
S2 |
161.13 |
161.13 |
161.89 |
|
S3 |
160.40 |
160.85 |
161.82 |
|
S4 |
159.67 |
160.12 |
161.62 |
|
|
Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.99 |
164.58 |
162.61 |
|
R3 |
163.91 |
163.50 |
162.32 |
|
R2 |
162.83 |
162.83 |
162.22 |
|
R1 |
162.42 |
162.42 |
162.12 |
162.63 |
PP |
161.75 |
161.75 |
161.75 |
161.85 |
S1 |
161.34 |
161.34 |
161.92 |
161.55 |
S2 |
160.67 |
160.67 |
161.82 |
|
S3 |
159.59 |
160.26 |
161.72 |
|
S4 |
158.51 |
159.18 |
161.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.15 |
161.07 |
1.08 |
0.7% |
0.48 |
0.3% |
88% |
True |
False |
647,586 |
10 |
162.15 |
160.59 |
1.56 |
1.0% |
0.57 |
0.3% |
92% |
True |
False |
669,518 |
20 |
162.15 |
160.24 |
1.91 |
1.2% |
0.58 |
0.4% |
93% |
True |
False |
688,591 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.58 |
0.4% |
56% |
False |
False |
549,076 |
60 |
163.43 |
158.53 |
4.90 |
3.0% |
0.58 |
0.4% |
71% |
False |
False |
368,153 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.59 |
0.4% |
76% |
False |
False |
276,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.25 |
2.618 |
164.06 |
1.618 |
163.33 |
1.000 |
162.88 |
0.618 |
162.60 |
HIGH |
162.15 |
0.618 |
161.87 |
0.500 |
161.79 |
0.382 |
161.70 |
LOW |
161.42 |
0.618 |
160.97 |
1.000 |
160.69 |
1.618 |
160.24 |
2.618 |
159.51 |
4.250 |
158.32 |
|
|
Fisher Pivots for day following 13-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.94 |
161.89 |
PP |
161.86 |
161.76 |
S1 |
161.79 |
161.63 |
|