Euro Bund Future December 2017
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
162.73 |
163.30 |
0.57 |
0.4% |
162.85 |
| High |
163.92 |
163.41 |
-0.51 |
-0.3% |
163.92 |
| Low |
162.59 |
163.10 |
0.51 |
0.3% |
162.24 |
| Close |
163.80 |
163.28 |
-0.52 |
-0.3% |
163.80 |
| Range |
1.33 |
0.31 |
-1.02 |
-76.7% |
1.68 |
| ATR |
0.61 |
0.62 |
0.01 |
1.0% |
0.00 |
| Volume |
1,647,898 |
1,644,008 |
-3,890 |
-0.2% |
5,593,737 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.19 |
164.05 |
163.45 |
|
| R3 |
163.88 |
163.74 |
163.37 |
|
| R2 |
163.57 |
163.57 |
163.34 |
|
| R1 |
163.43 |
163.43 |
163.31 |
163.35 |
| PP |
163.26 |
163.26 |
163.26 |
163.22 |
| S1 |
163.12 |
163.12 |
163.25 |
163.04 |
| S2 |
162.95 |
162.95 |
163.22 |
|
| S3 |
162.64 |
162.81 |
163.19 |
|
| S4 |
162.33 |
162.50 |
163.11 |
|
|
| 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% |
0.67 |
0.4% |
62% |
False |
False |
1,316,239 |
| 10 |
163.92 |
162.24 |
1.68 |
1.0% |
0.56 |
0.3% |
62% |
False |
False |
951,648 |
| 20 |
163.92 |
161.91 |
2.01 |
1.2% |
0.58 |
0.4% |
68% |
False |
False |
795,590 |
| 40 |
163.92 |
160.76 |
3.16 |
1.9% |
0.56 |
0.3% |
80% |
False |
False |
744,258 |
| 60 |
163.92 |
160.24 |
3.68 |
2.3% |
0.58 |
0.4% |
83% |
False |
False |
727,428 |
| 80 |
163.92 |
160.24 |
3.68 |
2.3% |
0.58 |
0.4% |
83% |
False |
False |
606,823 |
| 100 |
163.92 |
158.28 |
5.64 |
3.5% |
0.57 |
0.3% |
89% |
False |
False |
486,297 |
| 120 |
163.92 |
157.51 |
6.41 |
3.9% |
0.58 |
0.4% |
90% |
False |
False |
405,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.73 |
|
2.618 |
164.22 |
|
1.618 |
163.91 |
|
1.000 |
163.72 |
|
0.618 |
163.60 |
|
HIGH |
163.41 |
|
0.618 |
163.29 |
|
0.500 |
163.26 |
|
0.382 |
163.22 |
|
LOW |
163.10 |
|
0.618 |
162.91 |
|
1.000 |
162.79 |
|
1.618 |
162.60 |
|
2.618 |
162.29 |
|
4.250 |
161.78 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.27 |
163.21 |
| PP |
163.26 |
163.15 |
| S1 |
163.26 |
163.08 |
|