Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 22-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.93 |
163.22 |
0.29 |
0.2% |
162.24 |
High |
163.27 |
163.30 |
0.03 |
0.0% |
163.08 |
Low |
162.87 |
162.61 |
-0.26 |
-0.2% |
161.91 |
Close |
163.08 |
162.98 |
-0.10 |
-0.1% |
162.86 |
Range |
0.40 |
0.69 |
0.29 |
72.5% |
1.17 |
ATR |
0.56 |
0.57 |
0.01 |
1.6% |
0.00 |
Volume |
721,523 |
254,615 |
-466,908 |
-64.7% |
2,845,327 |
|
Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.03 |
164.70 |
163.36 |
|
R3 |
164.34 |
164.01 |
163.17 |
|
R2 |
163.65 |
163.65 |
163.11 |
|
R1 |
163.32 |
163.32 |
163.04 |
163.14 |
PP |
162.96 |
162.96 |
162.96 |
162.88 |
S1 |
162.63 |
162.63 |
162.92 |
162.45 |
S2 |
162.27 |
162.27 |
162.85 |
|
S3 |
161.58 |
161.94 |
162.79 |
|
S4 |
160.89 |
161.25 |
162.60 |
|
|
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 |
163.30 |
162.38 |
0.92 |
0.6% |
0.46 |
0.3% |
65% |
True |
False |
504,320 |
10 |
163.40 |
161.91 |
1.49 |
0.9% |
0.61 |
0.4% |
72% |
False |
False |
567,711 |
20 |
163.63 |
160.95 |
2.68 |
1.6% |
0.57 |
0.4% |
76% |
False |
False |
632,152 |
40 |
163.63 |
160.24 |
3.39 |
2.1% |
0.57 |
0.3% |
81% |
False |
False |
670,778 |
60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
81% |
False |
False |
668,607 |
80 |
163.63 |
159.79 |
3.84 |
2.4% |
0.57 |
0.4% |
83% |
False |
False |
509,051 |
100 |
163.63 |
157.51 |
6.12 |
3.8% |
0.57 |
0.4% |
89% |
False |
False |
407,697 |
120 |
163.63 |
157.51 |
6.12 |
3.8% |
0.55 |
0.3% |
89% |
False |
False |
339,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.23 |
2.618 |
165.11 |
1.618 |
164.42 |
1.000 |
163.99 |
0.618 |
163.73 |
HIGH |
163.30 |
0.618 |
163.04 |
0.500 |
162.96 |
0.382 |
162.87 |
LOW |
162.61 |
0.618 |
162.18 |
1.000 |
161.92 |
1.618 |
161.49 |
2.618 |
160.80 |
4.250 |
159.68 |
|
|
Fisher Pivots for day following 22-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.97 |
162.97 |
PP |
162.96 |
162.96 |
S1 |
162.96 |
162.96 |
|