Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 01-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
162.53 |
162.73 |
0.20 |
0.1% |
162.85 |
High |
162.88 |
163.92 |
1.04 |
0.6% |
163.92 |
Low |
162.24 |
162.59 |
0.35 |
0.2% |
162.24 |
Close |
162.72 |
163.80 |
1.08 |
0.7% |
163.80 |
Range |
0.64 |
1.33 |
0.69 |
107.8% |
1.68 |
ATR |
0.56 |
0.61 |
0.06 |
9.9% |
0.00 |
Volume |
1,403,692 |
1,647,898 |
244,206 |
17.4% |
5,593,737 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.43 |
166.94 |
164.53 |
|
R3 |
166.10 |
165.61 |
164.17 |
|
R2 |
164.77 |
164.77 |
164.04 |
|
R1 |
164.28 |
164.28 |
163.92 |
164.53 |
PP |
163.44 |
163.44 |
163.44 |
163.56 |
S1 |
162.95 |
162.95 |
163.68 |
163.20 |
S2 |
162.11 |
162.11 |
163.56 |
|
S3 |
160.78 |
161.62 |
163.43 |
|
S4 |
159.45 |
160.29 |
163.07 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.36 |
167.76 |
164.72 |
|
R3 |
166.68 |
166.08 |
164.26 |
|
R2 |
165.00 |
165.00 |
164.11 |
|
R1 |
164.40 |
164.40 |
163.95 |
164.70 |
PP |
163.32 |
163.32 |
163.32 |
163.47 |
S1 |
162.72 |
162.72 |
163.65 |
163.02 |
S2 |
161.64 |
161.64 |
163.49 |
|
S3 |
159.96 |
161.04 |
163.34 |
|
S4 |
158.28 |
159.36 |
162.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.92 |
162.24 |
1.68 |
1.0% |
0.69 |
0.4% |
93% |
True |
False |
1,118,747 |
10 |
163.92 |
162.24 |
1.68 |
1.0% |
0.57 |
0.3% |
93% |
True |
False |
831,970 |
20 |
163.92 |
161.91 |
2.01 |
1.2% |
0.58 |
0.4% |
94% |
True |
False |
741,432 |
40 |
163.92 |
160.59 |
3.33 |
2.0% |
0.57 |
0.3% |
96% |
True |
False |
712,217 |
60 |
163.92 |
160.24 |
3.68 |
2.2% |
0.59 |
0.4% |
97% |
True |
False |
707,680 |
80 |
163.92 |
160.24 |
3.68 |
2.2% |
0.58 |
0.4% |
97% |
True |
False |
586,344 |
100 |
163.92 |
158.20 |
5.72 |
3.5% |
0.57 |
0.3% |
98% |
True |
False |
469,889 |
120 |
163.92 |
157.51 |
6.41 |
3.9% |
0.58 |
0.4% |
98% |
True |
False |
391,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.57 |
2.618 |
167.40 |
1.618 |
166.07 |
1.000 |
165.25 |
0.618 |
164.74 |
HIGH |
163.92 |
0.618 |
163.41 |
0.500 |
163.26 |
0.382 |
163.10 |
LOW |
162.59 |
0.618 |
161.77 |
1.000 |
161.26 |
1.618 |
160.44 |
2.618 |
159.11 |
4.250 |
156.94 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
163.62 |
163.56 |
PP |
163.44 |
163.32 |
S1 |
163.26 |
163.08 |
|