Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
163.22 |
162.98 |
-0.24 |
-0.1% |
163.08 |
High |
163.30 |
163.03 |
-0.27 |
-0.2% |
163.30 |
Low |
162.61 |
162.67 |
0.06 |
0.0% |
162.61 |
Close |
162.98 |
162.86 |
-0.12 |
-0.1% |
162.86 |
Range |
0.69 |
0.36 |
-0.33 |
-47.8% |
0.69 |
ATR |
0.57 |
0.56 |
-0.02 |
-2.6% |
0.00 |
Volume |
254,615 |
639,560 |
384,945 |
151.2% |
2,278,743 |
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.93 |
163.76 |
163.06 |
|
R3 |
163.57 |
163.40 |
162.96 |
|
R2 |
163.21 |
163.21 |
162.93 |
|
R1 |
163.04 |
163.04 |
162.89 |
162.95 |
PP |
162.85 |
162.85 |
162.85 |
162.81 |
S1 |
162.68 |
162.68 |
162.83 |
162.59 |
S2 |
162.49 |
162.49 |
162.79 |
|
S3 |
162.13 |
162.32 |
162.76 |
|
S4 |
161.77 |
161.96 |
162.66 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.99 |
164.62 |
163.24 |
|
R3 |
164.30 |
163.93 |
163.05 |
|
R2 |
163.61 |
163.61 |
162.99 |
|
R1 |
163.24 |
163.24 |
162.92 |
163.08 |
PP |
162.92 |
162.92 |
162.92 |
162.85 |
S1 |
162.55 |
162.55 |
162.80 |
162.39 |
S2 |
162.23 |
162.23 |
162.73 |
|
S3 |
161.54 |
161.86 |
162.67 |
|
S4 |
160.85 |
161.17 |
162.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.30 |
162.50 |
0.80 |
0.5% |
0.44 |
0.3% |
45% |
False |
False |
545,193 |
10 |
163.30 |
161.91 |
1.39 |
0.9% |
0.55 |
0.3% |
68% |
False |
False |
562,700 |
20 |
163.63 |
161.63 |
2.00 |
1.2% |
0.54 |
0.3% |
62% |
False |
False |
619,190 |
40 |
163.63 |
160.59 |
3.04 |
1.9% |
0.56 |
0.3% |
75% |
False |
False |
667,567 |
60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
77% |
False |
False |
675,312 |
80 |
163.63 |
159.84 |
3.79 |
2.3% |
0.57 |
0.4% |
80% |
False |
False |
517,003 |
100 |
163.63 |
157.51 |
6.12 |
3.8% |
0.57 |
0.4% |
87% |
False |
False |
414,083 |
120 |
163.63 |
157.51 |
6.12 |
3.8% |
0.56 |
0.3% |
87% |
False |
False |
345,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.56 |
2.618 |
163.97 |
1.618 |
163.61 |
1.000 |
163.39 |
0.618 |
163.25 |
HIGH |
163.03 |
0.618 |
162.89 |
0.500 |
162.85 |
0.382 |
162.81 |
LOW |
162.67 |
0.618 |
162.45 |
1.000 |
162.31 |
1.618 |
162.09 |
2.618 |
161.73 |
4.250 |
161.14 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.86 |
162.96 |
PP |
162.85 |
162.92 |
S1 |
162.85 |
162.89 |
|