Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 14-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.24 |
162.02 |
-0.22 |
-0.1% |
162.83 |
High |
162.55 |
162.47 |
-0.08 |
0.0% |
163.63 |
Low |
162.02 |
161.91 |
-0.11 |
-0.1% |
162.13 |
Close |
162.08 |
162.39 |
0.31 |
0.2% |
162.19 |
Range |
0.53 |
0.56 |
0.03 |
5.7% |
1.50 |
ATR |
0.61 |
0.61 |
0.00 |
-0.6% |
0.00 |
Volume |
627,841 |
783,768 |
155,927 |
24.8% |
3,549,994 |
|
Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.94 |
163.72 |
162.70 |
|
R3 |
163.38 |
163.16 |
162.54 |
|
R2 |
162.82 |
162.82 |
162.49 |
|
R1 |
162.60 |
162.60 |
162.44 |
162.71 |
PP |
162.26 |
162.26 |
162.26 |
162.31 |
S1 |
162.04 |
162.04 |
162.34 |
162.15 |
S2 |
161.70 |
161.70 |
162.29 |
|
S3 |
161.14 |
161.48 |
162.24 |
|
S4 |
160.58 |
160.92 |
162.08 |
|
|
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 |
161.91 |
1.72 |
1.1% |
0.72 |
0.4% |
28% |
False |
True |
708,977 |
10 |
163.63 |
161.91 |
1.72 |
1.1% |
0.57 |
0.4% |
28% |
False |
True |
686,919 |
20 |
163.63 |
160.76 |
2.87 |
1.8% |
0.60 |
0.4% |
57% |
False |
False |
709,629 |
40 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
63% |
False |
False |
704,758 |
60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
63% |
False |
False |
624,613 |
80 |
163.63 |
158.53 |
5.10 |
3.1% |
0.59 |
0.4% |
76% |
False |
False |
470,847 |
100 |
163.63 |
157.51 |
6.12 |
3.8% |
0.60 |
0.4% |
80% |
False |
False |
377,007 |
120 |
163.63 |
157.51 |
6.12 |
3.8% |
0.55 |
0.3% |
80% |
False |
False |
314,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.85 |
2.618 |
163.94 |
1.618 |
163.38 |
1.000 |
163.03 |
0.618 |
162.82 |
HIGH |
162.47 |
0.618 |
162.26 |
0.500 |
162.19 |
0.382 |
162.12 |
LOW |
161.91 |
0.618 |
161.56 |
1.000 |
161.35 |
1.618 |
161.00 |
2.618 |
160.44 |
4.250 |
159.53 |
|
|
Fisher Pivots for day following 14-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.32 |
162.61 |
PP |
162.26 |
162.53 |
S1 |
162.19 |
162.46 |
|