Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.77 |
162.61 |
-0.16 |
-0.1% |
161.46 |
High |
162.83 |
162.79 |
-0.04 |
0.0% |
162.48 |
Low |
162.44 |
162.37 |
-0.07 |
0.0% |
160.76 |
Close |
162.75 |
162.63 |
-0.12 |
-0.1% |
162.38 |
Range |
0.39 |
0.42 |
0.03 |
7.7% |
1.72 |
ATR |
0.62 |
0.60 |
-0.01 |
-2.3% |
0.00 |
Volume |
590,441 |
776,426 |
185,985 |
31.5% |
3,942,436 |
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.86 |
163.66 |
162.86 |
|
R3 |
163.44 |
163.24 |
162.75 |
|
R2 |
163.02 |
163.02 |
162.71 |
|
R1 |
162.82 |
162.82 |
162.67 |
162.92 |
PP |
162.60 |
162.60 |
162.60 |
162.65 |
S1 |
162.40 |
162.40 |
162.59 |
162.50 |
S2 |
162.18 |
162.18 |
162.55 |
|
S3 |
161.76 |
161.98 |
162.51 |
|
S4 |
161.34 |
161.56 |
162.40 |
|
|
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 |
162.83 |
160.95 |
1.88 |
1.2% |
0.64 |
0.4% |
89% |
False |
False |
695,474 |
10 |
162.83 |
160.76 |
2.07 |
1.3% |
0.60 |
0.4% |
90% |
False |
False |
738,054 |
20 |
162.83 |
160.59 |
2.24 |
1.4% |
0.57 |
0.4% |
91% |
False |
False |
696,599 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.60 |
0.4% |
75% |
False |
False |
692,176 |
60 |
163.43 |
160.24 |
3.19 |
2.0% |
0.58 |
0.4% |
75% |
False |
False |
525,524 |
80 |
163.43 |
158.03 |
5.40 |
3.3% |
0.57 |
0.4% |
85% |
False |
False |
394,932 |
100 |
163.43 |
157.51 |
5.92 |
3.6% |
0.58 |
0.4% |
86% |
False |
False |
316,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.58 |
2.618 |
163.89 |
1.618 |
163.47 |
1.000 |
163.21 |
0.618 |
163.05 |
HIGH |
162.79 |
0.618 |
162.63 |
0.500 |
162.58 |
0.382 |
162.53 |
LOW |
162.37 |
0.618 |
162.11 |
1.000 |
161.95 |
1.618 |
161.69 |
2.618 |
161.27 |
4.250 |
160.59 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.61 |
162.60 |
PP |
162.60 |
162.57 |
S1 |
162.58 |
162.54 |
|