Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 25-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.68 |
161.11 |
-0.57 |
-0.4% |
162.04 |
High |
161.71 |
161.31 |
-0.40 |
-0.2% |
162.78 |
Low |
161.01 |
160.76 |
-0.25 |
-0.2% |
161.35 |
Close |
161.11 |
161.04 |
-0.07 |
0.0% |
161.44 |
Range |
0.70 |
0.55 |
-0.15 |
-21.4% |
1.43 |
ATR |
0.60 |
0.60 |
0.00 |
-0.6% |
0.00 |
Volume |
801,864 |
954,973 |
153,109 |
19.1% |
3,553,983 |
|
Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.69 |
162.41 |
161.34 |
|
R3 |
162.14 |
161.86 |
161.19 |
|
R2 |
161.59 |
161.59 |
161.14 |
|
R1 |
161.31 |
161.31 |
161.09 |
161.18 |
PP |
161.04 |
161.04 |
161.04 |
160.97 |
S1 |
160.76 |
160.76 |
160.99 |
160.63 |
S2 |
160.49 |
160.49 |
160.94 |
|
S3 |
159.94 |
160.21 |
160.89 |
|
S4 |
159.39 |
159.66 |
160.74 |
|
|
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 |
162.56 |
160.76 |
1.80 |
1.1% |
0.56 |
0.3% |
16% |
False |
True |
780,634 |
10 |
162.78 |
160.76 |
2.02 |
1.3% |
0.56 |
0.4% |
14% |
False |
True |
733,750 |
20 |
162.78 |
160.24 |
2.54 |
1.6% |
0.57 |
0.4% |
31% |
False |
False |
709,403 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.60 |
0.4% |
25% |
False |
False |
686,835 |
60 |
163.43 |
159.79 |
3.64 |
2.3% |
0.57 |
0.4% |
34% |
False |
False |
468,018 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.57 |
0.4% |
60% |
False |
False |
351,583 |
100 |
163.43 |
157.51 |
5.92 |
3.7% |
0.55 |
0.3% |
60% |
False |
False |
281,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.65 |
2.618 |
162.75 |
1.618 |
162.20 |
1.000 |
161.86 |
0.618 |
161.65 |
HIGH |
161.31 |
0.618 |
161.10 |
0.500 |
161.04 |
0.382 |
160.97 |
LOW |
160.76 |
0.618 |
160.42 |
1.000 |
160.21 |
1.618 |
159.87 |
2.618 |
159.32 |
4.250 |
158.42 |
|
|
Fisher Pivots for day following 25-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.04 |
161.27 |
PP |
161.04 |
161.19 |
S1 |
161.04 |
161.12 |
|