Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 23-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
23-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.86 |
162.69 |
-0.17 |
-0.1% |
161.81 |
High |
162.97 |
162.79 |
-0.18 |
-0.1% |
162.70 |
Low |
162.29 |
162.58 |
0.29 |
0.2% |
161.49 |
Close |
162.65 |
162.74 |
0.09 |
0.1% |
162.48 |
Range |
0.68 |
0.21 |
-0.47 |
-69.1% |
1.21 |
ATR |
0.52 |
0.50 |
-0.02 |
-4.3% |
0.00 |
Volume |
12,500 |
42,025 |
29,525 |
236.2% |
86,523 |
|
Daily Pivots for day following 23-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.33 |
163.25 |
162.86 |
|
R3 |
163.12 |
163.04 |
162.80 |
|
R2 |
162.91 |
162.91 |
162.78 |
|
R1 |
162.83 |
162.83 |
162.76 |
162.87 |
PP |
162.70 |
162.70 |
162.70 |
162.73 |
S1 |
162.62 |
162.62 |
162.72 |
162.66 |
S2 |
162.49 |
162.49 |
162.70 |
|
S3 |
162.28 |
162.41 |
162.68 |
|
S4 |
162.07 |
162.20 |
162.62 |
|
|
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 |
162.11 |
0.86 |
0.5% |
0.42 |
0.3% |
73% |
False |
False |
37,171 |
10 |
162.97 |
161.49 |
1.48 |
0.9% |
0.47 |
0.3% |
84% |
False |
False |
26,367 |
20 |
163.28 |
161.17 |
2.11 |
1.3% |
0.48 |
0.3% |
74% |
False |
False |
21,687 |
40 |
163.28 |
160.15 |
3.13 |
1.9% |
0.50 |
0.3% |
83% |
False |
False |
13,218 |
60 |
163.28 |
159.78 |
3.50 |
2.2% |
0.48 |
0.3% |
85% |
False |
False |
9,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.68 |
2.618 |
163.34 |
1.618 |
163.13 |
1.000 |
163.00 |
0.618 |
162.92 |
HIGH |
162.79 |
0.618 |
162.71 |
0.500 |
162.69 |
0.382 |
162.66 |
LOW |
162.58 |
0.618 |
162.45 |
1.000 |
162.37 |
1.618 |
162.24 |
2.618 |
162.03 |
4.250 |
161.69 |
|
|
Fisher Pivots for day following 23-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.72 |
162.70 |
PP |
162.70 |
162.67 |
S1 |
162.69 |
162.63 |
|