Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 17-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
162.04 |
162.40 |
0.36 |
0.2% |
161.07 |
High |
162.55 |
162.78 |
0.23 |
0.1% |
162.15 |
Low |
161.90 |
162.35 |
0.45 |
0.3% |
161.07 |
Close |
162.46 |
162.62 |
0.16 |
0.1% |
162.02 |
Range |
0.65 |
0.43 |
-0.22 |
-33.8% |
1.08 |
ATR |
0.60 |
0.59 |
-0.01 |
-2.0% |
0.00 |
Volume |
668,789 |
720,826 |
52,037 |
7.8% |
3,237,932 |
|
Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.87 |
163.68 |
162.86 |
|
R3 |
163.44 |
163.25 |
162.74 |
|
R2 |
163.01 |
163.01 |
162.70 |
|
R1 |
162.82 |
162.82 |
162.66 |
162.92 |
PP |
162.58 |
162.58 |
162.58 |
162.63 |
S1 |
162.39 |
162.39 |
162.58 |
162.49 |
S2 |
162.15 |
162.15 |
162.54 |
|
S3 |
161.72 |
161.96 |
162.50 |
|
S4 |
161.29 |
161.53 |
162.38 |
|
|
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 |
162.78 |
161.11 |
1.67 |
1.0% |
0.50 |
0.3% |
90% |
True |
False |
660,517 |
10 |
162.78 |
160.59 |
2.19 |
1.3% |
0.55 |
0.3% |
93% |
True |
False |
659,138 |
20 |
162.78 |
160.24 |
2.54 |
1.6% |
0.59 |
0.4% |
94% |
True |
False |
699,887 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.58 |
0.4% |
75% |
False |
False |
582,105 |
60 |
163.43 |
158.53 |
4.90 |
3.0% |
0.58 |
0.4% |
83% |
False |
False |
391,253 |
80 |
163.43 |
157.51 |
5.92 |
3.6% |
0.60 |
0.4% |
86% |
False |
False |
293,851 |
100 |
163.43 |
157.51 |
5.92 |
3.6% |
0.54 |
0.3% |
86% |
False |
False |
235,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.61 |
2.618 |
163.91 |
1.618 |
163.48 |
1.000 |
163.21 |
0.618 |
163.05 |
HIGH |
162.78 |
0.618 |
162.62 |
0.500 |
162.57 |
0.382 |
162.51 |
LOW |
162.35 |
0.618 |
162.08 |
1.000 |
161.92 |
1.618 |
161.65 |
2.618 |
161.22 |
4.250 |
160.52 |
|
|
Fisher Pivots for day following 17-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
162.60 |
162.45 |
PP |
162.58 |
162.27 |
S1 |
162.57 |
162.10 |
|