Euro Bund Future December 2017
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
163.23 |
163.66 |
0.43 |
0.3% |
162.85 |
| High |
163.66 |
163.90 |
0.24 |
0.1% |
163.92 |
| Low |
163.10 |
163.52 |
0.42 |
0.3% |
162.24 |
| Close |
163.48 |
163.78 |
0.30 |
0.2% |
163.80 |
| Range |
0.56 |
0.38 |
-0.18 |
-32.1% |
1.68 |
| ATR |
0.61 |
0.60 |
-0.01 |
-2.3% |
0.00 |
| Volume |
465,006 |
29,725 |
-435,281 |
-93.6% |
5,593,737 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.87 |
164.71 |
163.99 |
|
| R3 |
164.49 |
164.33 |
163.88 |
|
| R2 |
164.11 |
164.11 |
163.85 |
|
| R1 |
163.95 |
163.95 |
163.81 |
164.03 |
| PP |
163.73 |
163.73 |
163.73 |
163.78 |
| S1 |
163.57 |
163.57 |
163.75 |
163.65 |
| S2 |
163.35 |
163.35 |
163.71 |
|
| S3 |
162.97 |
163.19 |
163.68 |
|
| S4 |
162.59 |
162.81 |
163.57 |
|
|
| 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% |
0.64 |
0.4% |
92% |
False |
False |
1,038,065 |
| 10 |
163.92 |
162.24 |
1.68 |
1.0% |
0.58 |
0.4% |
92% |
False |
False |
862,665 |
| 20 |
163.92 |
161.91 |
2.01 |
1.2% |
0.58 |
0.4% |
93% |
False |
False |
749,491 |
| 40 |
163.92 |
160.76 |
3.16 |
1.9% |
0.56 |
0.3% |
96% |
False |
False |
723,502 |
| 60 |
163.92 |
160.24 |
3.68 |
2.2% |
0.58 |
0.4% |
96% |
False |
False |
712,719 |
| 80 |
163.92 |
160.24 |
3.68 |
2.2% |
0.57 |
0.4% |
96% |
False |
False |
612,809 |
| 100 |
163.92 |
158.48 |
5.44 |
3.3% |
0.57 |
0.3% |
97% |
False |
False |
491,207 |
| 120 |
163.92 |
157.51 |
6.41 |
3.9% |
0.58 |
0.4% |
98% |
False |
False |
409,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.52 |
|
2.618 |
164.89 |
|
1.618 |
164.51 |
|
1.000 |
164.28 |
|
0.618 |
164.13 |
|
HIGH |
163.90 |
|
0.618 |
163.75 |
|
0.500 |
163.71 |
|
0.382 |
163.67 |
|
LOW |
163.52 |
|
0.618 |
163.29 |
|
1.000 |
163.14 |
|
1.618 |
162.91 |
|
2.618 |
162.53 |
|
4.250 |
161.91 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.76 |
163.69 |
| PP |
163.73 |
163.59 |
| S1 |
163.71 |
163.50 |
|