Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 22-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.57 |
162.86 |
0.29 |
0.2% |
161.81 |
High |
162.93 |
162.97 |
0.04 |
0.0% |
162.70 |
Low |
162.52 |
162.29 |
-0.23 |
-0.1% |
161.49 |
Close |
162.75 |
162.65 |
-0.10 |
-0.1% |
162.48 |
Range |
0.41 |
0.68 |
0.27 |
65.9% |
1.21 |
ATR |
0.51 |
0.52 |
0.01 |
2.3% |
0.00 |
Volume |
47,938 |
12,500 |
-35,438 |
-73.9% |
86,523 |
|
Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.68 |
164.34 |
163.02 |
|
R3 |
164.00 |
163.66 |
162.84 |
|
R2 |
163.32 |
163.32 |
162.77 |
|
R1 |
162.98 |
162.98 |
162.71 |
162.81 |
PP |
162.64 |
162.64 |
162.64 |
162.55 |
S1 |
162.30 |
162.30 |
162.59 |
162.13 |
S2 |
161.96 |
161.96 |
162.53 |
|
S3 |
161.28 |
161.62 |
162.46 |
|
S4 |
160.60 |
160.94 |
162.28 |
|
|
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 |
162.97 |
161.99 |
0.98 |
0.6% |
0.47 |
0.3% |
67% |
True |
False |
30,772 |
10 |
163.05 |
161.49 |
1.56 |
1.0% |
0.54 |
0.3% |
74% |
False |
False |
24,458 |
20 |
163.28 |
160.51 |
2.77 |
1.7% |
0.52 |
0.3% |
77% |
False |
False |
19,888 |
40 |
163.28 |
159.78 |
3.50 |
2.2% |
0.51 |
0.3% |
82% |
False |
False |
12,340 |
60 |
163.28 |
159.78 |
3.50 |
2.2% |
0.48 |
0.3% |
82% |
False |
False |
8,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.86 |
2.618 |
164.75 |
1.618 |
164.07 |
1.000 |
163.65 |
0.618 |
163.39 |
HIGH |
162.97 |
0.618 |
162.71 |
0.500 |
162.63 |
0.382 |
162.55 |
LOW |
162.29 |
0.618 |
161.87 |
1.000 |
161.61 |
1.618 |
161.19 |
2.618 |
160.51 |
4.250 |
159.40 |
|
|
Fisher Pivots for day following 22-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.64 |
162.64 |
PP |
162.64 |
162.64 |
S1 |
162.63 |
162.63 |
|