Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 09-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
163.35 |
163.27 |
-0.08 |
0.0% |
162.50 |
High |
163.63 |
163.40 |
-0.23 |
-0.1% |
162.99 |
Low |
163.22 |
162.48 |
-0.74 |
-0.5% |
162.24 |
Close |
163.40 |
162.58 |
-0.82 |
-0.5% |
162.74 |
Range |
0.41 |
0.92 |
0.51 |
124.4% |
0.75 |
ATR |
0.55 |
0.58 |
0.03 |
4.7% |
0.00 |
Volume |
940,680 |
689,669 |
-251,011 |
-26.7% |
3,124,178 |
|
Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.58 |
165.00 |
163.09 |
|
R3 |
164.66 |
164.08 |
162.83 |
|
R2 |
163.74 |
163.74 |
162.75 |
|
R1 |
163.16 |
163.16 |
162.66 |
162.99 |
PP |
162.82 |
162.82 |
162.82 |
162.74 |
S1 |
162.24 |
162.24 |
162.50 |
162.07 |
S2 |
161.90 |
161.90 |
162.41 |
|
S3 |
160.98 |
161.32 |
162.33 |
|
S4 |
160.06 |
160.40 |
162.07 |
|
|
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 |
162.48 |
1.15 |
0.7% |
0.52 |
0.3% |
9% |
False |
True |
721,582 |
10 |
163.63 |
161.63 |
2.00 |
1.2% |
0.52 |
0.3% |
48% |
False |
False |
675,680 |
20 |
163.63 |
160.76 |
2.87 |
1.8% |
0.58 |
0.4% |
63% |
False |
False |
713,584 |
40 |
163.63 |
160.24 |
3.39 |
2.1% |
0.58 |
0.4% |
69% |
False |
False |
699,824 |
60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.58 |
0.4% |
69% |
False |
False |
593,958 |
80 |
163.63 |
158.53 |
5.10 |
3.1% |
0.57 |
0.4% |
79% |
False |
False |
446,977 |
100 |
163.63 |
157.51 |
6.12 |
3.8% |
0.58 |
0.4% |
83% |
False |
False |
357,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.31 |
2.618 |
165.81 |
1.618 |
164.89 |
1.000 |
164.32 |
0.618 |
163.97 |
HIGH |
163.40 |
0.618 |
163.05 |
0.500 |
162.94 |
0.382 |
162.83 |
LOW |
162.48 |
0.618 |
161.91 |
1.000 |
161.56 |
1.618 |
160.99 |
2.618 |
160.07 |
4.250 |
158.57 |
|
|
Fisher Pivots for day following 09-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.94 |
163.06 |
PP |
162.82 |
162.90 |
S1 |
162.70 |
162.74 |
|