Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 20-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
162.14 |
162.03 |
-0.11 |
-0.1% |
162.04 |
High |
162.56 |
162.04 |
-0.52 |
-0.3% |
162.78 |
Low |
162.04 |
161.35 |
-0.69 |
-0.4% |
161.35 |
Close |
162.28 |
161.44 |
-0.84 |
-0.5% |
161.44 |
Range |
0.52 |
0.69 |
0.17 |
32.7% |
1.43 |
ATR |
0.59 |
0.61 |
0.02 |
4.1% |
0.00 |
Volume |
859,420 |
585,680 |
-273,740 |
-31.9% |
3,553,983 |
|
Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.68 |
163.25 |
161.82 |
|
R3 |
162.99 |
162.56 |
161.63 |
|
R2 |
162.30 |
162.30 |
161.57 |
|
R1 |
161.87 |
161.87 |
161.50 |
161.74 |
PP |
161.61 |
161.61 |
161.61 |
161.55 |
S1 |
161.18 |
161.18 |
161.38 |
161.05 |
S2 |
160.92 |
160.92 |
161.31 |
|
S3 |
160.23 |
160.49 |
161.25 |
|
S4 |
159.54 |
159.80 |
161.06 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.15 |
165.22 |
162.23 |
|
R3 |
164.72 |
163.79 |
161.83 |
|
R2 |
163.29 |
163.29 |
161.70 |
|
R1 |
162.36 |
162.36 |
161.57 |
162.11 |
PP |
161.86 |
161.86 |
161.86 |
161.73 |
S1 |
160.93 |
160.93 |
161.31 |
160.68 |
S2 |
160.43 |
160.43 |
161.18 |
|
S3 |
159.00 |
159.50 |
161.05 |
|
S4 |
157.57 |
158.07 |
160.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.78 |
161.35 |
1.43 |
0.9% |
0.59 |
0.4% |
6% |
False |
True |
710,796 |
10 |
162.78 |
161.07 |
1.71 |
1.1% |
0.53 |
0.3% |
22% |
False |
False |
679,191 |
20 |
162.78 |
160.24 |
2.54 |
1.6% |
0.60 |
0.4% |
47% |
False |
False |
705,773 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.60 |
0.4% |
38% |
False |
False |
633,876 |
60 |
163.43 |
158.53 |
4.90 |
3.0% |
0.58 |
0.4% |
59% |
False |
False |
427,217 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.57 |
0.4% |
66% |
False |
False |
320,881 |
100 |
163.43 |
157.51 |
5.92 |
3.7% |
0.56 |
0.3% |
66% |
False |
False |
256,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.97 |
2.618 |
163.85 |
1.618 |
163.16 |
1.000 |
162.73 |
0.618 |
162.47 |
HIGH |
162.04 |
0.618 |
161.78 |
0.500 |
161.70 |
0.382 |
161.61 |
LOW |
161.35 |
0.618 |
160.92 |
1.000 |
160.66 |
1.618 |
160.23 |
2.618 |
159.54 |
4.250 |
158.42 |
|
|
Fisher Pivots for day following 20-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.70 |
162.06 |
PP |
161.61 |
161.85 |
S1 |
161.53 |
161.65 |
|