Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.65 |
162.83 |
0.18 |
0.1% |
162.50 |
High |
162.99 |
163.24 |
0.25 |
0.2% |
162.99 |
Low |
162.61 |
162.79 |
0.18 |
0.1% |
162.24 |
Close |
162.74 |
163.14 |
0.40 |
0.2% |
162.74 |
Range |
0.38 |
0.45 |
0.07 |
18.4% |
0.75 |
ATR |
0.58 |
0.57 |
-0.01 |
-1.0% |
0.00 |
Volume |
560,851 |
725,914 |
165,063 |
29.4% |
3,124,178 |
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.41 |
164.22 |
163.39 |
|
R3 |
163.96 |
163.77 |
163.26 |
|
R2 |
163.51 |
163.51 |
163.22 |
|
R1 |
163.32 |
163.32 |
163.18 |
163.42 |
PP |
163.06 |
163.06 |
163.06 |
163.10 |
S1 |
162.87 |
162.87 |
163.10 |
162.97 |
S2 |
162.61 |
162.61 |
163.06 |
|
S3 |
162.16 |
162.42 |
163.02 |
|
S4 |
161.71 |
161.97 |
162.89 |
|
|
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 |
163.24 |
162.24 |
1.00 |
0.6% |
0.42 |
0.3% |
90% |
True |
False |
644,790 |
10 |
163.24 |
160.76 |
2.48 |
1.5% |
0.58 |
0.4% |
96% |
True |
False |
709,129 |
20 |
163.24 |
160.76 |
2.48 |
1.5% |
0.55 |
0.3% |
96% |
True |
False |
691,399 |
40 |
163.24 |
160.24 |
3.00 |
1.8% |
0.59 |
0.4% |
97% |
True |
False |
692,563 |
60 |
163.43 |
160.24 |
3.19 |
2.0% |
0.58 |
0.4% |
91% |
False |
False |
555,922 |
80 |
163.43 |
158.28 |
5.15 |
3.2% |
0.57 |
0.3% |
94% |
False |
False |
418,038 |
100 |
163.43 |
157.51 |
5.92 |
3.6% |
0.57 |
0.4% |
95% |
False |
False |
334,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.15 |
2.618 |
164.42 |
1.618 |
163.97 |
1.000 |
163.69 |
0.618 |
163.52 |
HIGH |
163.24 |
0.618 |
163.07 |
0.500 |
163.02 |
0.382 |
162.96 |
LOW |
162.79 |
0.618 |
162.51 |
1.000 |
162.34 |
1.618 |
162.06 |
2.618 |
161.61 |
4.250 |
160.88 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
163.10 |
163.01 |
PP |
163.06 |
162.87 |
S1 |
163.02 |
162.74 |
|