Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 24-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.46 |
161.68 |
0.22 |
0.1% |
162.04 |
High |
161.78 |
161.71 |
-0.07 |
0.0% |
162.78 |
Low |
161.46 |
161.01 |
-0.45 |
-0.3% |
161.35 |
Close |
161.68 |
161.11 |
-0.57 |
-0.4% |
161.44 |
Range |
0.32 |
0.70 |
0.38 |
118.8% |
1.43 |
ATR |
0.59 |
0.60 |
0.01 |
1.3% |
0.00 |
Volume |
701,234 |
801,864 |
100,630 |
14.4% |
3,553,983 |
|
Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.38 |
162.94 |
161.50 |
|
R3 |
162.68 |
162.24 |
161.30 |
|
R2 |
161.98 |
161.98 |
161.24 |
|
R1 |
161.54 |
161.54 |
161.17 |
161.41 |
PP |
161.28 |
161.28 |
161.28 |
161.21 |
S1 |
160.84 |
160.84 |
161.05 |
160.71 |
S2 |
160.58 |
160.58 |
160.98 |
|
S3 |
159.88 |
160.14 |
160.92 |
|
S4 |
159.18 |
159.44 |
160.73 |
|
|
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 |
162.77 |
161.01 |
1.76 |
1.1% |
0.57 |
0.4% |
6% |
False |
True |
733,493 |
10 |
162.78 |
161.01 |
1.77 |
1.1% |
0.54 |
0.3% |
6% |
False |
True |
697,005 |
20 |
162.78 |
160.24 |
2.54 |
1.6% |
0.59 |
0.4% |
34% |
False |
False |
700,053 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.60 |
0.4% |
27% |
False |
False |
666,544 |
60 |
163.43 |
159.02 |
4.41 |
2.7% |
0.58 |
0.4% |
47% |
False |
False |
452,135 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.57 |
0.4% |
61% |
False |
False |
339,663 |
100 |
163.43 |
157.51 |
5.92 |
3.7% |
0.56 |
0.3% |
61% |
False |
False |
271,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.69 |
2.618 |
163.54 |
1.618 |
162.84 |
1.000 |
162.41 |
0.618 |
162.14 |
HIGH |
161.71 |
0.618 |
161.44 |
0.500 |
161.36 |
0.382 |
161.28 |
LOW |
161.01 |
0.618 |
160.58 |
1.000 |
160.31 |
1.618 |
159.88 |
2.618 |
159.18 |
4.250 |
158.04 |
|
|
Fisher Pivots for day following 24-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.36 |
161.53 |
PP |
161.28 |
161.39 |
S1 |
161.19 |
161.25 |
|