Euro Bund Future December 2017
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
162.75 |
163.08 |
0.33 |
0.2% |
162.24 |
| High |
162.94 |
163.16 |
0.22 |
0.1% |
163.08 |
| Low |
162.50 |
162.83 |
0.33 |
0.2% |
161.91 |
| Close |
162.86 |
162.96 |
0.10 |
0.1% |
162.86 |
| Range |
0.44 |
0.33 |
-0.11 |
-25.0% |
1.17 |
| ATR |
0.59 |
0.57 |
-0.02 |
-3.2% |
0.00 |
| Volume |
447,223 |
663,045 |
215,822 |
48.3% |
2,845,327 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.97 |
163.80 |
163.14 |
|
| R3 |
163.64 |
163.47 |
163.05 |
|
| R2 |
163.31 |
163.31 |
163.02 |
|
| R1 |
163.14 |
163.14 |
162.99 |
163.06 |
| PP |
162.98 |
162.98 |
162.98 |
162.95 |
| S1 |
162.81 |
162.81 |
162.93 |
162.73 |
| S2 |
162.65 |
162.65 |
162.90 |
|
| S3 |
162.32 |
162.48 |
162.87 |
|
| S4 |
161.99 |
162.15 |
162.78 |
|
|
| 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 |
163.16 |
161.91 |
1.25 |
0.8% |
0.47 |
0.3% |
84% |
True |
False |
576,106 |
| 10 |
163.63 |
161.91 |
1.72 |
1.1% |
0.58 |
0.4% |
61% |
False |
False |
633,245 |
| 20 |
163.63 |
160.76 |
2.87 |
1.8% |
0.58 |
0.4% |
77% |
False |
False |
671,187 |
| 40 |
163.63 |
160.24 |
3.39 |
2.1% |
0.58 |
0.4% |
80% |
False |
False |
691,861 |
| 60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
80% |
False |
False |
656,330 |
| 80 |
163.63 |
158.87 |
4.76 |
2.9% |
0.58 |
0.4% |
86% |
False |
False |
496,963 |
| 100 |
163.63 |
157.51 |
6.12 |
3.8% |
0.57 |
0.3% |
89% |
False |
False |
397,952 |
| 120 |
163.63 |
157.51 |
6.12 |
3.8% |
0.56 |
0.3% |
89% |
False |
False |
331,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.56 |
|
2.618 |
164.02 |
|
1.618 |
163.69 |
|
1.000 |
163.49 |
|
0.618 |
163.36 |
|
HIGH |
163.16 |
|
0.618 |
163.03 |
|
0.500 |
163.00 |
|
0.382 |
162.96 |
|
LOW |
162.83 |
|
0.618 |
162.63 |
|
1.000 |
162.50 |
|
1.618 |
162.30 |
|
2.618 |
161.97 |
|
4.250 |
161.43 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.00 |
162.90 |
| PP |
162.98 |
162.83 |
| S1 |
162.97 |
162.77 |
|