Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 30-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
161.76 |
162.50 |
0.74 |
0.5% |
161.46 |
High |
162.48 |
162.75 |
0.27 |
0.2% |
162.48 |
Low |
161.63 |
162.25 |
0.62 |
0.4% |
160.76 |
Close |
162.38 |
162.71 |
0.33 |
0.2% |
162.38 |
Range |
0.85 |
0.50 |
-0.35 |
-41.2% |
1.72 |
ATR |
0.65 |
0.64 |
-0.01 |
-1.6% |
0.00 |
Volume |
585,568 |
626,142 |
40,574 |
6.9% |
3,942,436 |
|
Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.07 |
163.89 |
162.99 |
|
R3 |
163.57 |
163.39 |
162.85 |
|
R2 |
163.07 |
163.07 |
162.80 |
|
R1 |
162.89 |
162.89 |
162.76 |
162.98 |
PP |
162.57 |
162.57 |
162.57 |
162.62 |
S1 |
162.39 |
162.39 |
162.66 |
162.48 |
S2 |
162.07 |
162.07 |
162.62 |
|
S3 |
161.57 |
161.89 |
162.57 |
|
S4 |
161.07 |
161.39 |
162.44 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.03 |
166.43 |
163.33 |
|
R3 |
165.31 |
164.71 |
162.85 |
|
R2 |
163.59 |
163.59 |
162.70 |
|
R1 |
162.99 |
162.99 |
162.54 |
163.29 |
PP |
161.87 |
161.87 |
161.87 |
162.03 |
S1 |
161.27 |
161.27 |
162.22 |
161.57 |
S2 |
160.15 |
160.15 |
162.06 |
|
S3 |
158.43 |
159.55 |
161.91 |
|
S4 |
156.71 |
157.83 |
161.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.75 |
160.76 |
1.99 |
1.2% |
0.73 |
0.4% |
98% |
True |
False |
773,468 |
10 |
162.78 |
160.76 |
2.02 |
1.2% |
0.63 |
0.4% |
97% |
False |
False |
745,377 |
20 |
162.78 |
160.59 |
2.19 |
1.3% |
0.59 |
0.4% |
97% |
False |
False |
714,137 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.62 |
0.4% |
77% |
False |
False |
704,963 |
60 |
163.43 |
159.99 |
3.44 |
2.1% |
0.59 |
0.4% |
79% |
False |
False |
503,044 |
80 |
163.43 |
157.71 |
5.72 |
3.5% |
0.57 |
0.4% |
87% |
False |
False |
377,926 |
100 |
163.43 |
157.51 |
5.92 |
3.6% |
0.57 |
0.4% |
88% |
False |
False |
302,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.88 |
2.618 |
164.06 |
1.618 |
163.56 |
1.000 |
163.25 |
0.618 |
163.06 |
HIGH |
162.75 |
0.618 |
162.56 |
0.500 |
162.50 |
0.382 |
162.44 |
LOW |
162.25 |
0.618 |
161.94 |
1.000 |
161.75 |
1.618 |
161.44 |
2.618 |
160.94 |
4.250 |
160.13 |
|
|
Fisher Pivots for day following 30-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
162.64 |
162.42 |
PP |
162.57 |
162.14 |
S1 |
162.50 |
161.85 |
|