Euro Bund Future December 2017
| Trading Metrics calculated at close of trading on 08-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
163.10 |
163.35 |
0.25 |
0.2% |
162.50 |
| High |
163.39 |
163.63 |
0.24 |
0.1% |
162.99 |
| Low |
162.95 |
163.22 |
0.27 |
0.2% |
162.24 |
| Close |
163.28 |
163.40 |
0.12 |
0.1% |
162.74 |
| Range |
0.44 |
0.41 |
-0.03 |
-6.8% |
0.75 |
| ATR |
0.56 |
0.55 |
-0.01 |
-1.9% |
0.00 |
| Volume |
690,800 |
940,680 |
249,880 |
36.2% |
3,124,178 |
|
| Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.65 |
164.43 |
163.63 |
|
| R3 |
164.24 |
164.02 |
163.51 |
|
| R2 |
163.83 |
163.83 |
163.48 |
|
| R1 |
163.61 |
163.61 |
163.44 |
163.72 |
| PP |
163.42 |
163.42 |
163.42 |
163.47 |
| S1 |
163.20 |
163.20 |
163.36 |
163.31 |
| S2 |
163.01 |
163.01 |
163.32 |
|
| S3 |
162.60 |
162.79 |
163.29 |
|
| S4 |
162.19 |
162.38 |
163.17 |
|
|
| 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 |
163.63 |
162.24 |
1.39 |
0.9% |
0.43 |
0.3% |
83% |
True |
False |
697,712 |
| 10 |
163.63 |
160.95 |
2.68 |
1.6% |
0.54 |
0.3% |
91% |
True |
False |
696,593 |
| 20 |
163.63 |
160.76 |
2.87 |
1.8% |
0.55 |
0.3% |
92% |
True |
False |
715,172 |
| 40 |
163.63 |
160.24 |
3.39 |
2.1% |
0.57 |
0.4% |
93% |
True |
False |
699,501 |
| 60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.57 |
0.3% |
93% |
True |
False |
582,783 |
| 80 |
163.63 |
158.53 |
5.10 |
3.1% |
0.57 |
0.3% |
95% |
True |
False |
438,373 |
| 100 |
163.63 |
157.51 |
6.12 |
3.7% |
0.58 |
0.4% |
96% |
True |
False |
350,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.37 |
|
2.618 |
164.70 |
|
1.618 |
164.29 |
|
1.000 |
164.04 |
|
0.618 |
163.88 |
|
HIGH |
163.63 |
|
0.618 |
163.47 |
|
0.500 |
163.43 |
|
0.382 |
163.38 |
|
LOW |
163.22 |
|
0.618 |
162.97 |
|
1.000 |
162.81 |
|
1.618 |
162.56 |
|
2.618 |
162.15 |
|
4.250 |
161.48 |
|
|
| Fisher Pivots for day following 08-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.43 |
163.34 |
| PP |
163.42 |
163.27 |
| S1 |
163.41 |
163.21 |
|