Euro Bund Future December 2017
| Trading Metrics calculated at close of trading on 07-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
162.83 |
163.10 |
0.27 |
0.2% |
162.50 |
| High |
163.24 |
163.39 |
0.15 |
0.1% |
162.99 |
| Low |
162.79 |
162.95 |
0.16 |
0.1% |
162.24 |
| Close |
163.14 |
163.28 |
0.14 |
0.1% |
162.74 |
| Range |
0.45 |
0.44 |
-0.01 |
-2.2% |
0.75 |
| ATR |
0.57 |
0.56 |
-0.01 |
-1.7% |
0.00 |
| Volume |
725,914 |
690,800 |
-35,114 |
-4.8% |
3,124,178 |
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.53 |
164.34 |
163.52 |
|
| R3 |
164.09 |
163.90 |
163.40 |
|
| R2 |
163.65 |
163.65 |
163.36 |
|
| R1 |
163.46 |
163.46 |
163.32 |
163.56 |
| PP |
163.21 |
163.21 |
163.21 |
163.25 |
| S1 |
163.02 |
163.02 |
163.24 |
163.12 |
| S2 |
162.77 |
162.77 |
163.20 |
|
| S3 |
162.33 |
162.58 |
163.16 |
|
| S4 |
161.89 |
162.14 |
163.04 |
|
|
| 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 |
163.39 |
162.24 |
1.15 |
0.7% |
0.43 |
0.3% |
90% |
True |
False |
664,861 |
| 10 |
163.39 |
160.76 |
2.63 |
1.6% |
0.55 |
0.3% |
96% |
True |
False |
698,023 |
| 20 |
163.39 |
160.76 |
2.63 |
1.6% |
0.54 |
0.3% |
96% |
True |
False |
697,514 |
| 40 |
163.39 |
160.24 |
3.15 |
1.9% |
0.58 |
0.4% |
97% |
True |
False |
694,333 |
| 60 |
163.43 |
160.24 |
3.19 |
2.0% |
0.57 |
0.4% |
95% |
False |
False |
567,248 |
| 80 |
163.43 |
158.48 |
4.95 |
3.0% |
0.57 |
0.3% |
97% |
False |
False |
426,636 |
| 100 |
163.43 |
157.51 |
5.92 |
3.6% |
0.58 |
0.4% |
97% |
False |
False |
341,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.26 |
|
2.618 |
164.54 |
|
1.618 |
164.10 |
|
1.000 |
163.83 |
|
0.618 |
163.66 |
|
HIGH |
163.39 |
|
0.618 |
163.22 |
|
0.500 |
163.17 |
|
0.382 |
163.12 |
|
LOW |
162.95 |
|
0.618 |
162.68 |
|
1.000 |
162.51 |
|
1.618 |
162.24 |
|
2.618 |
161.80 |
|
4.250 |
161.08 |
|
|
| Fisher Pivots for day following 07-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.24 |
163.19 |
| PP |
163.21 |
163.09 |
| S1 |
163.17 |
163.00 |
|