Euro Bund Future December 2017
| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
163.08 |
162.93 |
-0.15 |
-0.1% |
162.24 |
| High |
163.16 |
163.27 |
0.11 |
0.1% |
163.08 |
| Low |
162.83 |
162.87 |
0.04 |
0.0% |
161.91 |
| Close |
162.96 |
163.08 |
0.12 |
0.1% |
162.86 |
| Range |
0.33 |
0.40 |
0.07 |
21.2% |
1.17 |
| ATR |
0.57 |
0.56 |
-0.01 |
-2.2% |
0.00 |
| Volume |
663,045 |
721,523 |
58,478 |
8.8% |
2,845,327 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.27 |
164.08 |
163.30 |
|
| R3 |
163.87 |
163.68 |
163.19 |
|
| R2 |
163.47 |
163.47 |
163.15 |
|
| R1 |
163.28 |
163.28 |
163.12 |
163.38 |
| PP |
163.07 |
163.07 |
163.07 |
163.12 |
| S1 |
162.88 |
162.88 |
163.04 |
162.98 |
| S2 |
162.67 |
162.67 |
163.01 |
|
| S3 |
162.27 |
162.48 |
162.97 |
|
| S4 |
161.87 |
162.08 |
162.86 |
|
|
| 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 |
163.27 |
162.38 |
0.89 |
0.5% |
0.44 |
0.3% |
79% |
True |
False |
563,657 |
| 10 |
163.63 |
161.91 |
1.72 |
1.1% |
0.58 |
0.4% |
68% |
False |
False |
636,317 |
| 20 |
163.63 |
160.76 |
2.87 |
1.8% |
0.56 |
0.3% |
81% |
False |
False |
667,170 |
| 40 |
163.63 |
160.24 |
3.39 |
2.1% |
0.58 |
0.4% |
84% |
False |
False |
683,611 |
| 60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
84% |
False |
False |
666,753 |
| 80 |
163.63 |
159.02 |
4.61 |
2.8% |
0.58 |
0.4% |
88% |
False |
False |
505,894 |
| 100 |
163.63 |
157.51 |
6.12 |
3.8% |
0.57 |
0.3% |
91% |
False |
False |
405,164 |
| 120 |
163.63 |
157.51 |
6.12 |
3.8% |
0.56 |
0.3% |
91% |
False |
False |
337,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.97 |
|
2.618 |
164.32 |
|
1.618 |
163.92 |
|
1.000 |
163.67 |
|
0.618 |
163.52 |
|
HIGH |
163.27 |
|
0.618 |
163.12 |
|
0.500 |
163.07 |
|
0.382 |
163.02 |
|
LOW |
162.87 |
|
0.618 |
162.62 |
|
1.000 |
162.47 |
|
1.618 |
162.22 |
|
2.618 |
161.82 |
|
4.250 |
161.17 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.08 |
163.02 |
| PP |
163.07 |
162.95 |
| S1 |
163.07 |
162.89 |
|