Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 02-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.61 |
162.53 |
-0.08 |
0.0% |
161.46 |
High |
162.79 |
162.70 |
-0.09 |
-0.1% |
162.48 |
Low |
162.37 |
162.24 |
-0.13 |
-0.1% |
160.76 |
Close |
162.63 |
162.69 |
0.06 |
0.0% |
162.38 |
Range |
0.42 |
0.46 |
0.04 |
9.5% |
1.72 |
ATR |
0.60 |
0.59 |
-0.01 |
-1.7% |
0.00 |
Volume |
776,426 |
570,318 |
-206,108 |
-26.5% |
3,942,436 |
|
Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.92 |
163.77 |
162.94 |
|
R3 |
163.46 |
163.31 |
162.82 |
|
R2 |
163.00 |
163.00 |
162.77 |
|
R1 |
162.85 |
162.85 |
162.73 |
162.93 |
PP |
162.54 |
162.54 |
162.54 |
162.58 |
S1 |
162.39 |
162.39 |
162.65 |
162.47 |
S2 |
162.08 |
162.08 |
162.61 |
|
S3 |
161.62 |
161.93 |
162.56 |
|
S4 |
161.16 |
161.47 |
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 |
162.83 |
161.63 |
1.20 |
0.7% |
0.52 |
0.3% |
88% |
False |
False |
629,779 |
10 |
162.83 |
160.76 |
2.07 |
1.3% |
0.59 |
0.4% |
93% |
False |
False |
709,144 |
20 |
162.83 |
160.59 |
2.24 |
1.4% |
0.56 |
0.3% |
94% |
False |
False |
683,003 |
40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.59 |
0.4% |
77% |
False |
False |
690,804 |
60 |
163.43 |
160.24 |
3.19 |
2.0% |
0.58 |
0.4% |
77% |
False |
False |
534,648 |
80 |
163.43 |
158.20 |
5.23 |
3.2% |
0.57 |
0.4% |
86% |
False |
False |
402,003 |
100 |
163.43 |
157.51 |
5.92 |
3.6% |
0.58 |
0.4% |
88% |
False |
False |
321,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.66 |
2.618 |
163.90 |
1.618 |
163.44 |
1.000 |
163.16 |
0.618 |
162.98 |
HIGH |
162.70 |
0.618 |
162.52 |
0.500 |
162.47 |
0.382 |
162.42 |
LOW |
162.24 |
0.618 |
161.96 |
1.000 |
161.78 |
1.618 |
161.50 |
2.618 |
161.04 |
4.250 |
160.29 |
|
|
Fisher Pivots for day following 02-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.62 |
162.64 |
PP |
162.54 |
162.59 |
S1 |
162.47 |
162.54 |
|