Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.02 |
162.53 |
0.51 |
0.3% |
162.83 |
High |
162.47 |
163.08 |
0.61 |
0.4% |
163.63 |
Low |
161.91 |
162.49 |
0.58 |
0.4% |
162.13 |
Close |
162.39 |
162.64 |
0.25 |
0.2% |
162.19 |
Range |
0.56 |
0.59 |
0.03 |
5.4% |
1.50 |
ATR |
0.61 |
0.62 |
0.01 |
0.9% |
0.00 |
Volume |
783,768 |
551,299 |
-232,469 |
-29.7% |
3,549,994 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.51 |
164.16 |
162.96 |
|
R3 |
163.92 |
163.57 |
162.80 |
|
R2 |
163.33 |
163.33 |
162.75 |
|
R1 |
162.98 |
162.98 |
162.69 |
163.16 |
PP |
162.74 |
162.74 |
162.74 |
162.82 |
S1 |
162.39 |
162.39 |
162.59 |
162.57 |
S2 |
162.15 |
162.15 |
162.53 |
|
S3 |
161.56 |
161.80 |
162.48 |
|
S4 |
160.97 |
161.21 |
162.32 |
|
|
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 |
163.40 |
161.91 |
1.49 |
0.9% |
0.75 |
0.5% |
49% |
False |
False |
631,101 |
10 |
163.63 |
161.91 |
1.72 |
1.1% |
0.59 |
0.4% |
42% |
False |
False |
664,407 |
20 |
163.63 |
160.76 |
2.87 |
1.8% |
0.60 |
0.4% |
66% |
False |
False |
701,230 |
40 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
71% |
False |
False |
700,313 |
60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
71% |
False |
False |
633,223 |
80 |
163.63 |
158.53 |
5.10 |
3.1% |
0.58 |
0.4% |
81% |
False |
False |
477,714 |
100 |
163.63 |
157.51 |
6.12 |
3.8% |
0.59 |
0.4% |
84% |
False |
False |
382,517 |
120 |
163.63 |
157.51 |
6.12 |
3.8% |
0.55 |
0.3% |
84% |
False |
False |
318,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.59 |
2.618 |
164.62 |
1.618 |
164.03 |
1.000 |
163.67 |
0.618 |
163.44 |
HIGH |
163.08 |
0.618 |
162.85 |
0.500 |
162.79 |
0.382 |
162.72 |
LOW |
162.49 |
0.618 |
162.13 |
1.000 |
161.90 |
1.618 |
161.54 |
2.618 |
160.95 |
4.250 |
159.98 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.79 |
162.59 |
PP |
162.74 |
162.54 |
S1 |
162.69 |
162.50 |
|