Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 17-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.68 |
162.75 |
0.07 |
0.0% |
162.24 |
High |
162.82 |
162.94 |
0.12 |
0.1% |
163.08 |
Low |
162.38 |
162.50 |
0.12 |
0.1% |
161.91 |
Close |
162.70 |
162.86 |
0.16 |
0.1% |
162.86 |
Range |
0.44 |
0.44 |
0.00 |
0.0% |
1.17 |
ATR |
0.60 |
0.59 |
-0.01 |
-1.9% |
0.00 |
Volume |
435,196 |
447,223 |
12,027 |
2.8% |
2,845,327 |
|
Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.09 |
163.91 |
163.10 |
|
R3 |
163.65 |
163.47 |
162.98 |
|
R2 |
163.21 |
163.21 |
162.94 |
|
R1 |
163.03 |
163.03 |
162.90 |
163.12 |
PP |
162.77 |
162.77 |
162.77 |
162.81 |
S1 |
162.59 |
162.59 |
162.82 |
162.68 |
S2 |
162.33 |
162.33 |
162.78 |
|
S3 |
161.89 |
162.15 |
162.74 |
|
S4 |
161.45 |
161.71 |
162.62 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.13 |
165.66 |
163.50 |
|
R3 |
164.96 |
164.49 |
163.18 |
|
R2 |
163.79 |
163.79 |
163.07 |
|
R1 |
163.32 |
163.32 |
162.97 |
163.56 |
PP |
162.62 |
162.62 |
162.62 |
162.73 |
S1 |
162.15 |
162.15 |
162.75 |
162.39 |
S2 |
161.45 |
161.45 |
162.65 |
|
S3 |
160.28 |
160.98 |
162.54 |
|
S4 |
159.11 |
159.81 |
162.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.08 |
161.91 |
1.17 |
0.7% |
0.51 |
0.3% |
81% |
False |
False |
569,065 |
10 |
163.63 |
161.91 |
1.72 |
1.1% |
0.60 |
0.4% |
55% |
False |
False |
639,532 |
20 |
163.63 |
160.76 |
2.87 |
1.8% |
0.58 |
0.4% |
73% |
False |
False |
673,096 |
40 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
77% |
False |
False |
689,435 |
60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
77% |
False |
False |
646,950 |
80 |
163.63 |
158.53 |
5.10 |
3.1% |
0.58 |
0.4% |
85% |
False |
False |
488,687 |
100 |
163.63 |
157.51 |
6.12 |
3.8% |
0.58 |
0.4% |
87% |
False |
False |
391,324 |
120 |
163.63 |
157.51 |
6.12 |
3.8% |
0.56 |
0.3% |
87% |
False |
False |
326,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.81 |
2.618 |
164.09 |
1.618 |
163.65 |
1.000 |
163.38 |
0.618 |
163.21 |
HIGH |
162.94 |
0.618 |
162.77 |
0.500 |
162.72 |
0.382 |
162.67 |
LOW |
162.50 |
0.618 |
162.23 |
1.000 |
162.06 |
1.618 |
161.79 |
2.618 |
161.35 |
4.250 |
160.63 |
|
|
Fisher Pivots for day following 17-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.81 |
162.82 |
PP |
162.77 |
162.77 |
S1 |
162.72 |
162.73 |
|