Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 21-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.76 |
162.57 |
-0.19 |
-0.1% |
161.81 |
High |
162.79 |
162.93 |
0.14 |
0.1% |
162.70 |
Low |
162.47 |
162.52 |
0.05 |
0.0% |
161.49 |
Close |
162.60 |
162.75 |
0.15 |
0.1% |
162.48 |
Range |
0.32 |
0.41 |
0.09 |
28.1% |
1.21 |
ATR |
0.52 |
0.51 |
-0.01 |
-1.5% |
0.00 |
Volume |
61,498 |
47,938 |
-13,560 |
-22.0% |
86,523 |
|
Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.96 |
163.77 |
162.98 |
|
R3 |
163.55 |
163.36 |
162.86 |
|
R2 |
163.14 |
163.14 |
162.83 |
|
R1 |
162.95 |
162.95 |
162.79 |
163.05 |
PP |
162.73 |
162.73 |
162.73 |
162.78 |
S1 |
162.54 |
162.54 |
162.71 |
162.64 |
S2 |
162.32 |
162.32 |
162.67 |
|
S3 |
161.91 |
162.13 |
162.64 |
|
S4 |
161.50 |
161.72 |
162.52 |
|
|
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 |
162.93 |
161.99 |
0.94 |
0.6% |
0.45 |
0.3% |
81% |
True |
False |
30,759 |
10 |
163.28 |
161.49 |
1.79 |
1.1% |
0.52 |
0.3% |
70% |
False |
False |
26,423 |
20 |
163.28 |
160.26 |
3.02 |
1.9% |
0.52 |
0.3% |
82% |
False |
False |
19,790 |
40 |
163.28 |
159.78 |
3.50 |
2.2% |
0.51 |
0.3% |
85% |
False |
False |
12,200 |
60 |
163.28 |
159.78 |
3.50 |
2.2% |
0.47 |
0.3% |
85% |
False |
False |
8,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.67 |
2.618 |
164.00 |
1.618 |
163.59 |
1.000 |
163.34 |
0.618 |
163.18 |
HIGH |
162.93 |
0.618 |
162.77 |
0.500 |
162.73 |
0.382 |
162.68 |
LOW |
162.52 |
0.618 |
162.27 |
1.000 |
162.11 |
1.618 |
161.86 |
2.618 |
161.45 |
4.250 |
160.78 |
|
|
Fisher Pivots for day following 21-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.74 |
162.67 |
PP |
162.73 |
162.60 |
S1 |
162.73 |
162.52 |
|