Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.36 |
162.76 |
0.40 |
0.2% |
161.81 |
High |
162.57 |
162.79 |
0.22 |
0.1% |
162.70 |
Low |
162.11 |
162.47 |
0.36 |
0.2% |
161.49 |
Close |
162.48 |
162.60 |
0.12 |
0.1% |
162.48 |
Range |
0.46 |
0.32 |
-0.14 |
-30.4% |
1.21 |
ATR |
0.54 |
0.52 |
-0.02 |
-2.9% |
0.00 |
Volume |
21,897 |
61,498 |
39,601 |
180.9% |
86,523 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.58 |
163.41 |
162.78 |
|
R3 |
163.26 |
163.09 |
162.69 |
|
R2 |
162.94 |
162.94 |
162.66 |
|
R1 |
162.77 |
162.77 |
162.63 |
162.70 |
PP |
162.62 |
162.62 |
162.62 |
162.58 |
S1 |
162.45 |
162.45 |
162.57 |
162.38 |
S2 |
162.30 |
162.30 |
162.54 |
|
S3 |
161.98 |
162.13 |
162.51 |
|
S4 |
161.66 |
161.81 |
162.42 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.85 |
165.38 |
163.15 |
|
R3 |
164.64 |
164.17 |
162.81 |
|
R2 |
163.43 |
163.43 |
162.70 |
|
R1 |
162.96 |
162.96 |
162.59 |
163.20 |
PP |
162.22 |
162.22 |
162.22 |
162.34 |
S1 |
161.75 |
161.75 |
162.37 |
161.99 |
S2 |
161.01 |
161.01 |
162.26 |
|
S3 |
159.80 |
160.54 |
162.15 |
|
S4 |
158.59 |
159.33 |
161.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.79 |
161.49 |
1.30 |
0.8% |
0.49 |
0.3% |
85% |
True |
False |
27,066 |
10 |
163.28 |
161.49 |
1.79 |
1.1% |
0.52 |
0.3% |
62% |
False |
False |
24,541 |
20 |
163.28 |
160.26 |
3.02 |
1.9% |
0.53 |
0.3% |
77% |
False |
False |
17,748 |
40 |
163.28 |
159.78 |
3.50 |
2.2% |
0.51 |
0.3% |
81% |
False |
False |
11,190 |
60 |
163.28 |
159.78 |
3.50 |
2.2% |
0.47 |
0.3% |
81% |
False |
False |
7,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.15 |
2.618 |
163.63 |
1.618 |
163.31 |
1.000 |
163.11 |
0.618 |
162.99 |
HIGH |
162.79 |
0.618 |
162.67 |
0.500 |
162.63 |
0.382 |
162.59 |
LOW |
162.47 |
0.618 |
162.27 |
1.000 |
162.15 |
1.618 |
161.95 |
2.618 |
161.63 |
4.250 |
161.11 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.63 |
162.53 |
PP |
162.62 |
162.46 |
S1 |
162.61 |
162.39 |
|