Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 26-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.11 |
161.21 |
0.10 |
0.1% |
162.04 |
High |
161.31 |
162.00 |
0.69 |
0.4% |
162.78 |
Low |
160.76 |
160.95 |
0.19 |
0.1% |
161.35 |
Close |
161.04 |
161.61 |
0.57 |
0.4% |
161.44 |
Range |
0.55 |
1.05 |
0.50 |
90.9% |
1.43 |
ATR |
0.60 |
0.63 |
0.03 |
5.4% |
0.00 |
Volume |
954,973 |
898,797 |
-56,176 |
-5.9% |
3,553,983 |
|
Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.67 |
164.19 |
162.19 |
|
R3 |
163.62 |
163.14 |
161.90 |
|
R2 |
162.57 |
162.57 |
161.80 |
|
R1 |
162.09 |
162.09 |
161.71 |
162.33 |
PP |
161.52 |
161.52 |
161.52 |
161.64 |
S1 |
161.04 |
161.04 |
161.51 |
161.28 |
S2 |
160.47 |
160.47 |
161.42 |
|
S3 |
159.42 |
159.99 |
161.32 |
|
S4 |
158.37 |
158.94 |
161.03 |
|
|
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 |
162.04 |
160.76 |
1.28 |
0.8% |
0.66 |
0.4% |
66% |
False |
False |
788,509 |
10 |
162.78 |
160.76 |
2.02 |
1.2% |
0.63 |
0.4% |
42% |
False |
False |
751,487 |
20 |
162.78 |
160.59 |
2.19 |
1.4% |
0.59 |
0.4% |
47% |
False |
False |
715,945 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.62 |
0.4% |
43% |
False |
False |
703,373 |
60 |
163.43 |
159.84 |
3.59 |
2.2% |
0.58 |
0.4% |
49% |
False |
False |
482,941 |
80 |
163.43 |
157.51 |
5.92 |
3.7% |
0.58 |
0.4% |
69% |
False |
False |
362,806 |
100 |
163.43 |
157.51 |
5.92 |
3.7% |
0.56 |
0.3% |
69% |
False |
False |
290,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.46 |
2.618 |
164.75 |
1.618 |
163.70 |
1.000 |
163.05 |
0.618 |
162.65 |
HIGH |
162.00 |
0.618 |
161.60 |
0.500 |
161.48 |
0.382 |
161.35 |
LOW |
160.95 |
0.618 |
160.30 |
1.000 |
159.90 |
1.618 |
159.25 |
2.618 |
158.20 |
4.250 |
156.49 |
|
|
Fisher Pivots for day following 26-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
161.57 |
161.53 |
PP |
161.52 |
161.46 |
S1 |
161.48 |
161.38 |
|