Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 18-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
162.40 |
162.66 |
0.26 |
0.2% |
161.07 |
High |
162.78 |
162.77 |
-0.01 |
0.0% |
162.15 |
Low |
162.35 |
162.13 |
-0.22 |
-0.1% |
161.07 |
Close |
162.62 |
162.18 |
-0.44 |
-0.3% |
162.02 |
Range |
0.43 |
0.64 |
0.21 |
48.8% |
1.08 |
ATR |
0.59 |
0.59 |
0.00 |
0.6% |
0.00 |
Volume |
720,826 |
719,268 |
-1,558 |
-0.2% |
3,237,932 |
|
Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.28 |
163.87 |
162.53 |
|
R3 |
163.64 |
163.23 |
162.36 |
|
R2 |
163.00 |
163.00 |
162.30 |
|
R1 |
162.59 |
162.59 |
162.24 |
162.48 |
PP |
162.36 |
162.36 |
162.36 |
162.30 |
S1 |
161.95 |
161.95 |
162.12 |
161.84 |
S2 |
161.72 |
161.72 |
162.06 |
|
S3 |
161.08 |
161.31 |
162.00 |
|
S4 |
160.44 |
160.67 |
161.83 |
|
|
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 |
161.16 |
1.62 |
1.0% |
0.57 |
0.4% |
63% |
False |
False |
686,867 |
10 |
162.78 |
160.59 |
2.19 |
1.4% |
0.54 |
0.3% |
73% |
False |
False |
655,144 |
20 |
162.78 |
160.24 |
2.54 |
1.6% |
0.59 |
0.4% |
76% |
False |
False |
699,395 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.59 |
0.4% |
61% |
False |
False |
599,219 |
60 |
163.43 |
158.53 |
4.90 |
3.0% |
0.58 |
0.4% |
74% |
False |
False |
403,209 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.58 |
0.4% |
79% |
False |
False |
302,838 |
100 |
163.43 |
157.51 |
5.92 |
3.7% |
0.55 |
0.3% |
79% |
False |
False |
242,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.49 |
2.618 |
164.45 |
1.618 |
163.81 |
1.000 |
163.41 |
0.618 |
163.17 |
HIGH |
162.77 |
0.618 |
162.53 |
0.500 |
162.45 |
0.382 |
162.37 |
LOW |
162.13 |
0.618 |
161.73 |
1.000 |
161.49 |
1.618 |
161.09 |
2.618 |
160.45 |
4.250 |
159.41 |
|
|
Fisher Pivots for day following 18-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
162.45 |
162.34 |
PP |
162.36 |
162.29 |
S1 |
162.27 |
162.23 |
|