Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 03-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.53 |
162.65 |
0.12 |
0.1% |
162.50 |
High |
162.70 |
162.99 |
0.29 |
0.2% |
162.99 |
Low |
162.24 |
162.61 |
0.37 |
0.2% |
162.24 |
Close |
162.69 |
162.74 |
0.05 |
0.0% |
162.74 |
Range |
0.46 |
0.38 |
-0.08 |
-17.4% |
0.75 |
ATR |
0.59 |
0.58 |
-0.02 |
-2.6% |
0.00 |
Volume |
570,318 |
560,851 |
-9,467 |
-1.7% |
3,124,178 |
|
Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.92 |
163.71 |
162.95 |
|
R3 |
163.54 |
163.33 |
162.84 |
|
R2 |
163.16 |
163.16 |
162.81 |
|
R1 |
162.95 |
162.95 |
162.77 |
163.06 |
PP |
162.78 |
162.78 |
162.78 |
162.83 |
S1 |
162.57 |
162.57 |
162.71 |
162.68 |
S2 |
162.40 |
162.40 |
162.67 |
|
S3 |
162.02 |
162.19 |
162.64 |
|
S4 |
161.64 |
161.81 |
162.53 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.91 |
164.57 |
163.15 |
|
R3 |
164.16 |
163.82 |
162.95 |
|
R2 |
163.41 |
163.41 |
162.88 |
|
R1 |
163.07 |
163.07 |
162.81 |
163.24 |
PP |
162.66 |
162.66 |
162.66 |
162.74 |
S1 |
162.32 |
162.32 |
162.67 |
162.49 |
S2 |
161.91 |
161.91 |
162.60 |
|
S3 |
161.16 |
161.57 |
162.53 |
|
S4 |
160.41 |
160.82 |
162.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.99 |
162.24 |
0.75 |
0.5% |
0.43 |
0.3% |
67% |
True |
False |
624,835 |
10 |
162.99 |
160.76 |
2.23 |
1.4% |
0.56 |
0.3% |
89% |
True |
False |
706,661 |
20 |
162.99 |
160.76 |
2.23 |
1.4% |
0.55 |
0.3% |
89% |
True |
False |
692,926 |
40 |
162.99 |
160.24 |
2.75 |
1.7% |
0.58 |
0.4% |
91% |
True |
False |
693,347 |
60 |
163.43 |
160.24 |
3.19 |
2.0% |
0.58 |
0.4% |
78% |
False |
False |
543,900 |
80 |
163.43 |
158.28 |
5.15 |
3.2% |
0.57 |
0.3% |
87% |
False |
False |
408,973 |
100 |
163.43 |
157.51 |
5.92 |
3.6% |
0.58 |
0.4% |
88% |
False |
False |
327,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.61 |
2.618 |
163.98 |
1.618 |
163.60 |
1.000 |
163.37 |
0.618 |
163.22 |
HIGH |
162.99 |
0.618 |
162.84 |
0.500 |
162.80 |
0.382 |
162.76 |
LOW |
162.61 |
0.618 |
162.38 |
1.000 |
162.23 |
1.618 |
162.00 |
2.618 |
161.62 |
4.250 |
161.00 |
|
|
Fisher Pivots for day following 03-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.80 |
162.70 |
PP |
162.78 |
162.66 |
S1 |
162.76 |
162.62 |
|