Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 13-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.55 |
162.24 |
-0.31 |
-0.2% |
162.83 |
High |
163.30 |
162.55 |
-0.75 |
-0.5% |
163.63 |
Low |
162.13 |
162.02 |
-0.11 |
-0.1% |
162.13 |
Close |
162.19 |
162.08 |
-0.11 |
-0.1% |
162.19 |
Range |
1.17 |
0.53 |
-0.64 |
-54.7% |
1.50 |
ATR |
0.62 |
0.61 |
-0.01 |
-1.0% |
0.00 |
Volume |
502,931 |
627,841 |
124,910 |
24.8% |
3,549,994 |
|
Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.81 |
163.47 |
162.37 |
|
R3 |
163.28 |
162.94 |
162.23 |
|
R2 |
162.75 |
162.75 |
162.18 |
|
R1 |
162.41 |
162.41 |
162.13 |
162.32 |
PP |
162.22 |
162.22 |
162.22 |
162.17 |
S1 |
161.88 |
161.88 |
162.03 |
161.79 |
S2 |
161.69 |
161.69 |
161.98 |
|
S3 |
161.16 |
161.35 |
161.93 |
|
S4 |
160.63 |
160.82 |
161.79 |
|
|
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 |
162.02 |
1.61 |
1.0% |
0.69 |
0.4% |
4% |
False |
True |
690,384 |
10 |
163.63 |
162.02 |
1.61 |
1.0% |
0.56 |
0.3% |
4% |
False |
True |
667,587 |
20 |
163.63 |
160.76 |
2.87 |
1.8% |
0.59 |
0.4% |
46% |
False |
False |
706,482 |
40 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
54% |
False |
False |
698,420 |
60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
54% |
False |
False |
612,296 |
80 |
163.63 |
158.53 |
5.10 |
3.1% |
0.58 |
0.4% |
70% |
False |
False |
461,062 |
100 |
163.63 |
157.51 |
6.12 |
3.8% |
0.60 |
0.4% |
75% |
False |
False |
369,172 |
120 |
163.63 |
157.51 |
6.12 |
3.8% |
0.54 |
0.3% |
75% |
False |
False |
307,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.80 |
2.618 |
163.94 |
1.618 |
163.41 |
1.000 |
163.08 |
0.618 |
162.88 |
HIGH |
162.55 |
0.618 |
162.35 |
0.500 |
162.29 |
0.382 |
162.22 |
LOW |
162.02 |
0.618 |
161.69 |
1.000 |
161.49 |
1.618 |
161.16 |
2.618 |
160.63 |
4.250 |
159.77 |
|
|
Fisher Pivots for day following 13-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.29 |
162.71 |
PP |
162.22 |
162.50 |
S1 |
162.15 |
162.29 |
|