Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 16-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.48 |
162.04 |
0.56 |
0.3% |
161.07 |
High |
162.15 |
162.55 |
0.40 |
0.2% |
162.15 |
Low |
161.42 |
161.90 |
0.48 |
0.3% |
161.07 |
Close |
162.02 |
162.46 |
0.44 |
0.3% |
162.02 |
Range |
0.73 |
0.65 |
-0.08 |
-11.0% |
1.08 |
ATR |
0.60 |
0.60 |
0.00 |
0.6% |
0.00 |
Volume |
604,027 |
668,789 |
64,762 |
10.7% |
3,237,932 |
|
Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.25 |
164.01 |
162.82 |
|
R3 |
163.60 |
163.36 |
162.64 |
|
R2 |
162.95 |
162.95 |
162.58 |
|
R1 |
162.71 |
162.71 |
162.52 |
162.83 |
PP |
162.30 |
162.30 |
162.30 |
162.37 |
S1 |
162.06 |
162.06 |
162.40 |
162.18 |
S2 |
161.65 |
161.65 |
162.34 |
|
S3 |
161.00 |
161.41 |
162.28 |
|
S4 |
160.35 |
160.76 |
162.10 |
|
|
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 |
162.55 |
161.11 |
1.44 |
0.9% |
0.53 |
0.3% |
94% |
True |
False |
630,052 |
10 |
162.55 |
160.59 |
1.96 |
1.2% |
0.56 |
0.3% |
95% |
True |
False |
682,897 |
20 |
162.55 |
160.24 |
2.31 |
1.4% |
0.59 |
0.4% |
96% |
True |
False |
690,358 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.58 |
0.4% |
70% |
False |
False |
565,204 |
60 |
163.43 |
158.53 |
4.90 |
3.0% |
0.58 |
0.4% |
80% |
False |
False |
379,256 |
80 |
163.43 |
157.51 |
5.92 |
3.6% |
0.60 |
0.4% |
84% |
False |
False |
284,844 |
100 |
163.43 |
157.51 |
5.92 |
3.6% |
0.53 |
0.3% |
84% |
False |
False |
227,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.31 |
2.618 |
164.25 |
1.618 |
163.60 |
1.000 |
163.20 |
0.618 |
162.95 |
HIGH |
162.55 |
0.618 |
162.30 |
0.500 |
162.23 |
0.382 |
162.15 |
LOW |
161.90 |
0.618 |
161.50 |
1.000 |
161.25 |
1.618 |
160.85 |
2.618 |
160.20 |
4.250 |
159.14 |
|
|
Fisher Pivots for day following 16-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
162.38 |
162.26 |
PP |
162.30 |
162.06 |
S1 |
162.23 |
161.86 |
|