Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 30-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
163.05 |
162.53 |
-0.52 |
-0.3% |
163.08 |
High |
163.10 |
162.88 |
-0.22 |
-0.1% |
163.30 |
Low |
162.40 |
162.24 |
-0.16 |
-0.1% |
162.61 |
Close |
162.48 |
162.72 |
0.24 |
0.1% |
162.86 |
Range |
0.70 |
0.64 |
-0.06 |
-8.6% |
0.69 |
ATR |
0.55 |
0.56 |
0.01 |
1.2% |
0.00 |
Volume |
935,095 |
1,403,692 |
468,597 |
50.1% |
2,278,743 |
|
Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.53 |
164.27 |
163.07 |
|
R3 |
163.89 |
163.63 |
162.90 |
|
R2 |
163.25 |
163.25 |
162.84 |
|
R1 |
162.99 |
162.99 |
162.78 |
163.12 |
PP |
162.61 |
162.61 |
162.61 |
162.68 |
S1 |
162.35 |
162.35 |
162.66 |
162.48 |
S2 |
161.97 |
161.97 |
162.60 |
|
S3 |
161.33 |
161.71 |
162.54 |
|
S4 |
160.69 |
161.07 |
162.37 |
|
|
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 |
162.24 |
1.08 |
0.7% |
0.50 |
0.3% |
44% |
False |
True |
917,079 |
10 |
163.32 |
162.24 |
1.08 |
0.7% |
0.48 |
0.3% |
44% |
False |
True |
710,700 |
20 |
163.63 |
161.91 |
1.72 |
1.1% |
0.54 |
0.3% |
47% |
False |
False |
687,553 |
40 |
163.63 |
160.59 |
3.04 |
1.9% |
0.55 |
0.3% |
70% |
False |
False |
692,076 |
60 |
163.63 |
160.24 |
3.39 |
2.1% |
0.58 |
0.4% |
73% |
False |
False |
690,635 |
80 |
163.63 |
160.24 |
3.39 |
2.1% |
0.57 |
0.4% |
73% |
False |
False |
566,031 |
100 |
163.63 |
158.03 |
5.60 |
3.4% |
0.57 |
0.3% |
84% |
False |
False |
453,456 |
120 |
163.63 |
157.51 |
6.12 |
3.8% |
0.57 |
0.3% |
85% |
False |
False |
377,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.60 |
2.618 |
164.56 |
1.618 |
163.92 |
1.000 |
163.52 |
0.618 |
163.28 |
HIGH |
162.88 |
0.618 |
162.64 |
0.500 |
162.56 |
0.382 |
162.48 |
LOW |
162.24 |
0.618 |
161.84 |
1.000 |
161.60 |
1.618 |
161.20 |
2.618 |
160.56 |
4.250 |
159.52 |
|
|
Fisher Pivots for day following 30-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.67 |
162.78 |
PP |
162.61 |
162.76 |
S1 |
162.56 |
162.74 |
|