Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
162.03 |
161.46 |
-0.57 |
-0.4% |
162.04 |
High |
162.04 |
161.78 |
-0.26 |
-0.2% |
162.78 |
Low |
161.35 |
161.46 |
0.11 |
0.1% |
161.35 |
Close |
161.44 |
161.68 |
0.24 |
0.1% |
161.44 |
Range |
0.69 |
0.32 |
-0.37 |
-53.6% |
1.43 |
ATR |
0.61 |
0.59 |
-0.02 |
-3.2% |
0.00 |
Volume |
585,680 |
701,234 |
115,554 |
19.7% |
3,553,983 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.60 |
162.46 |
161.86 |
|
R3 |
162.28 |
162.14 |
161.77 |
|
R2 |
161.96 |
161.96 |
161.74 |
|
R1 |
161.82 |
161.82 |
161.71 |
161.89 |
PP |
161.64 |
161.64 |
161.64 |
161.68 |
S1 |
161.50 |
161.50 |
161.65 |
161.57 |
S2 |
161.32 |
161.32 |
161.62 |
|
S3 |
161.00 |
161.18 |
161.59 |
|
S4 |
160.68 |
160.86 |
161.50 |
|
|
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% |
0.52 |
0.3% |
23% |
False |
False |
717,285 |
10 |
162.78 |
161.11 |
1.67 |
1.0% |
0.52 |
0.3% |
34% |
False |
False |
673,668 |
20 |
162.78 |
160.24 |
2.54 |
1.6% |
0.58 |
0.4% |
57% |
False |
False |
712,535 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.60 |
0.4% |
45% |
False |
False |
648,902 |
60 |
163.43 |
158.87 |
4.56 |
2.8% |
0.57 |
0.4% |
62% |
False |
False |
438,889 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.57 |
0.4% |
70% |
False |
False |
329,643 |
100 |
163.43 |
157.51 |
5.92 |
3.7% |
0.56 |
0.3% |
70% |
False |
False |
263,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.14 |
2.618 |
162.62 |
1.618 |
162.30 |
1.000 |
162.10 |
0.618 |
161.98 |
HIGH |
161.78 |
0.618 |
161.66 |
0.500 |
161.62 |
0.382 |
161.58 |
LOW |
161.46 |
0.618 |
161.26 |
1.000 |
161.14 |
1.618 |
160.94 |
2.618 |
160.62 |
4.250 |
160.10 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.66 |
161.96 |
PP |
161.64 |
161.86 |
S1 |
161.62 |
161.77 |
|