Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.53 |
162.68 |
0.15 |
0.1% |
162.83 |
High |
163.08 |
162.82 |
-0.26 |
-0.2% |
163.63 |
Low |
162.49 |
162.38 |
-0.11 |
-0.1% |
162.13 |
Close |
162.64 |
162.70 |
0.06 |
0.0% |
162.19 |
Range |
0.59 |
0.44 |
-0.15 |
-25.4% |
1.50 |
ATR |
0.62 |
0.60 |
-0.01 |
-2.0% |
0.00 |
Volume |
551,299 |
435,196 |
-116,103 |
-21.1% |
3,549,994 |
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.95 |
163.77 |
162.94 |
|
R3 |
163.51 |
163.33 |
162.82 |
|
R2 |
163.07 |
163.07 |
162.78 |
|
R1 |
162.89 |
162.89 |
162.74 |
162.98 |
PP |
162.63 |
162.63 |
162.63 |
162.68 |
S1 |
162.45 |
162.45 |
162.66 |
162.54 |
S2 |
162.19 |
162.19 |
162.62 |
|
S3 |
161.75 |
162.01 |
162.58 |
|
S4 |
161.31 |
161.57 |
162.46 |
|
|
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 |
163.30 |
161.91 |
1.39 |
0.9% |
0.66 |
0.4% |
57% |
False |
False |
580,207 |
10 |
163.63 |
161.91 |
1.72 |
1.1% |
0.59 |
0.4% |
46% |
False |
False |
650,894 |
20 |
163.63 |
160.76 |
2.87 |
1.8% |
0.59 |
0.4% |
68% |
False |
False |
680,019 |
40 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
73% |
False |
False |
698,413 |
60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
73% |
False |
False |
639,923 |
80 |
163.63 |
158.53 |
5.10 |
3.1% |
0.58 |
0.4% |
82% |
False |
False |
483,135 |
100 |
163.63 |
157.51 |
6.12 |
3.8% |
0.58 |
0.4% |
85% |
False |
False |
386,857 |
120 |
163.63 |
157.51 |
6.12 |
3.8% |
0.56 |
0.3% |
85% |
False |
False |
322,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.69 |
2.618 |
163.97 |
1.618 |
163.53 |
1.000 |
163.26 |
0.618 |
163.09 |
HIGH |
162.82 |
0.618 |
162.65 |
0.500 |
162.60 |
0.382 |
162.55 |
LOW |
162.38 |
0.618 |
162.11 |
1.000 |
161.94 |
1.618 |
161.67 |
2.618 |
161.23 |
4.250 |
160.51 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.67 |
162.63 |
PP |
162.63 |
162.56 |
S1 |
162.60 |
162.50 |
|