Euro Bund Future December 2017
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
162.98 |
162.85 |
-0.13 |
-0.1% |
163.08 |
| High |
163.03 |
163.21 |
0.18 |
0.1% |
163.30 |
| Low |
162.67 |
162.76 |
0.09 |
0.1% |
162.61 |
| Close |
162.86 |
163.11 |
0.25 |
0.2% |
162.86 |
| Range |
0.36 |
0.45 |
0.09 |
25.0% |
0.69 |
| ATR |
0.56 |
0.55 |
-0.01 |
-1.4% |
0.00 |
| Volume |
639,560 |
656,547 |
16,987 |
2.7% |
2,278,743 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.38 |
164.19 |
163.36 |
|
| R3 |
163.93 |
163.74 |
163.23 |
|
| R2 |
163.48 |
163.48 |
163.19 |
|
| R1 |
163.29 |
163.29 |
163.15 |
163.39 |
| PP |
163.03 |
163.03 |
163.03 |
163.07 |
| S1 |
162.84 |
162.84 |
163.07 |
162.94 |
| S2 |
162.58 |
162.58 |
163.03 |
|
| S3 |
162.13 |
162.39 |
162.99 |
|
| S4 |
161.68 |
161.94 |
162.86 |
|
|
| 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 |
162.61 |
0.69 |
0.4% |
0.45 |
0.3% |
72% |
False |
False |
587,058 |
| 10 |
163.30 |
161.91 |
1.39 |
0.9% |
0.48 |
0.3% |
86% |
False |
False |
578,061 |
| 20 |
163.63 |
161.91 |
1.72 |
1.1% |
0.52 |
0.3% |
70% |
False |
False |
622,739 |
| 40 |
163.63 |
160.59 |
3.04 |
1.9% |
0.56 |
0.3% |
83% |
False |
False |
666,159 |
| 60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.59 |
0.4% |
85% |
False |
False |
679,633 |
| 80 |
163.63 |
159.99 |
3.64 |
2.2% |
0.57 |
0.3% |
86% |
False |
False |
525,154 |
| 100 |
163.63 |
157.51 |
6.12 |
3.8% |
0.56 |
0.3% |
92% |
False |
False |
420,640 |
| 120 |
163.63 |
157.51 |
6.12 |
3.8% |
0.56 |
0.3% |
92% |
False |
False |
350,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.12 |
|
2.618 |
164.39 |
|
1.618 |
163.94 |
|
1.000 |
163.66 |
|
0.618 |
163.49 |
|
HIGH |
163.21 |
|
0.618 |
163.04 |
|
0.500 |
162.99 |
|
0.382 |
162.93 |
|
LOW |
162.76 |
|
0.618 |
162.48 |
|
1.000 |
162.31 |
|
1.618 |
162.03 |
|
2.618 |
161.58 |
|
4.250 |
160.85 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.07 |
163.06 |
| PP |
163.03 |
163.01 |
| S1 |
162.99 |
162.96 |
|