Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 10-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
163.27 |
162.55 |
-0.72 |
-0.4% |
162.83 |
High |
163.40 |
163.30 |
-0.10 |
-0.1% |
163.63 |
Low |
162.48 |
162.13 |
-0.35 |
-0.2% |
162.13 |
Close |
162.58 |
162.19 |
-0.39 |
-0.2% |
162.19 |
Range |
0.92 |
1.17 |
0.25 |
27.2% |
1.50 |
ATR |
0.58 |
0.62 |
0.04 |
7.3% |
0.00 |
Volume |
689,669 |
502,931 |
-186,738 |
-27.1% |
3,549,994 |
|
Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.05 |
165.29 |
162.83 |
|
R3 |
164.88 |
164.12 |
162.51 |
|
R2 |
163.71 |
163.71 |
162.40 |
|
R1 |
162.95 |
162.95 |
162.30 |
162.75 |
PP |
162.54 |
162.54 |
162.54 |
162.44 |
S1 |
161.78 |
161.78 |
162.08 |
161.58 |
S2 |
161.37 |
161.37 |
161.98 |
|
S3 |
160.20 |
160.61 |
161.87 |
|
S4 |
159.03 |
159.44 |
161.55 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.15 |
166.17 |
163.02 |
|
R3 |
165.65 |
164.67 |
162.60 |
|
R2 |
164.15 |
164.15 |
162.47 |
|
R1 |
163.17 |
163.17 |
162.33 |
162.91 |
PP |
162.65 |
162.65 |
162.65 |
162.52 |
S1 |
161.67 |
161.67 |
162.05 |
161.41 |
S2 |
161.15 |
161.15 |
161.92 |
|
S3 |
159.65 |
160.17 |
161.78 |
|
S4 |
158.15 |
158.67 |
161.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.63 |
162.13 |
1.50 |
0.9% |
0.68 |
0.4% |
4% |
False |
True |
709,998 |
10 |
163.63 |
162.13 |
1.50 |
0.9% |
0.55 |
0.3% |
4% |
False |
True |
667,417 |
20 |
163.63 |
160.76 |
2.87 |
1.8% |
0.60 |
0.4% |
50% |
False |
False |
708,529 |
40 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
58% |
False |
False |
698,560 |
60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
58% |
False |
False |
602,227 |
80 |
163.63 |
158.53 |
5.10 |
3.1% |
0.58 |
0.4% |
72% |
False |
False |
453,247 |
100 |
163.63 |
157.51 |
6.12 |
3.8% |
0.59 |
0.4% |
76% |
False |
False |
362,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.27 |
2.618 |
166.36 |
1.618 |
165.19 |
1.000 |
164.47 |
0.618 |
164.02 |
HIGH |
163.30 |
0.618 |
162.85 |
0.500 |
162.72 |
0.382 |
162.58 |
LOW |
162.13 |
0.618 |
161.41 |
1.000 |
160.96 |
1.618 |
160.24 |
2.618 |
159.07 |
4.250 |
157.16 |
|
|
Fisher Pivots for day following 10-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.72 |
162.88 |
PP |
162.54 |
162.65 |
S1 |
162.37 |
162.42 |
|