Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 29-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
163.16 |
163.05 |
-0.11 |
-0.1% |
163.08 |
High |
163.32 |
163.10 |
-0.22 |
-0.1% |
163.30 |
Low |
162.97 |
162.40 |
-0.57 |
-0.3% |
162.61 |
Close |
163.17 |
162.48 |
-0.69 |
-0.4% |
162.86 |
Range |
0.35 |
0.70 |
0.35 |
100.0% |
0.69 |
ATR |
0.53 |
0.55 |
0.02 |
3.2% |
0.00 |
Volume |
950,505 |
935,095 |
-15,410 |
-1.6% |
2,278,743 |
|
Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.76 |
164.32 |
162.87 |
|
R3 |
164.06 |
163.62 |
162.67 |
|
R2 |
163.36 |
163.36 |
162.61 |
|
R1 |
162.92 |
162.92 |
162.54 |
162.79 |
PP |
162.66 |
162.66 |
162.66 |
162.60 |
S1 |
162.22 |
162.22 |
162.42 |
162.09 |
S2 |
161.96 |
161.96 |
162.35 |
|
S3 |
161.26 |
161.52 |
162.29 |
|
S4 |
160.56 |
160.82 |
162.10 |
|
|
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 |
163.32 |
162.40 |
0.92 |
0.6% |
0.51 |
0.3% |
9% |
False |
True |
687,264 |
10 |
163.32 |
162.38 |
0.94 |
0.6% |
0.48 |
0.3% |
11% |
False |
False |
625,460 |
20 |
163.63 |
161.91 |
1.72 |
1.1% |
0.52 |
0.3% |
33% |
False |
False |
656,190 |
40 |
163.63 |
160.59 |
3.04 |
1.9% |
0.55 |
0.3% |
62% |
False |
False |
675,964 |
60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.58 |
0.4% |
66% |
False |
False |
681,896 |
80 |
163.63 |
160.18 |
3.45 |
2.1% |
0.57 |
0.4% |
67% |
False |
False |
548,579 |
100 |
163.63 |
157.71 |
5.92 |
3.6% |
0.56 |
0.3% |
81% |
False |
False |
439,433 |
120 |
163.63 |
157.51 |
6.12 |
3.8% |
0.57 |
0.3% |
81% |
False |
False |
366,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.08 |
2.618 |
164.93 |
1.618 |
164.23 |
1.000 |
163.80 |
0.618 |
163.53 |
HIGH |
163.10 |
0.618 |
162.83 |
0.500 |
162.75 |
0.382 |
162.67 |
LOW |
162.40 |
0.618 |
161.97 |
1.000 |
161.70 |
1.618 |
161.27 |
2.618 |
160.57 |
4.250 |
159.43 |
|
|
Fisher Pivots for day following 29-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.75 |
162.86 |
PP |
162.66 |
162.73 |
S1 |
162.57 |
162.61 |
|