Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.69 |
162.67 |
-0.02 |
0.0% |
162.76 |
High |
162.79 |
162.71 |
-0.08 |
0.0% |
162.97 |
Low |
162.58 |
162.35 |
-0.23 |
-0.1% |
162.29 |
Close |
162.74 |
162.55 |
-0.19 |
-0.1% |
162.55 |
Range |
0.21 |
0.36 |
0.15 |
71.4% |
0.68 |
ATR |
0.50 |
0.49 |
-0.01 |
-1.6% |
0.00 |
Volume |
42,025 |
78,685 |
36,660 |
87.2% |
242,646 |
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.62 |
163.44 |
162.75 |
|
R3 |
163.26 |
163.08 |
162.65 |
|
R2 |
162.90 |
162.90 |
162.62 |
|
R1 |
162.72 |
162.72 |
162.58 |
162.63 |
PP |
162.54 |
162.54 |
162.54 |
162.49 |
S1 |
162.36 |
162.36 |
162.52 |
162.27 |
S2 |
162.18 |
162.18 |
162.48 |
|
S3 |
161.82 |
162.00 |
162.45 |
|
S4 |
161.46 |
161.64 |
162.35 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.64 |
164.28 |
162.92 |
|
R3 |
163.96 |
163.60 |
162.74 |
|
R2 |
163.28 |
163.28 |
162.67 |
|
R1 |
162.92 |
162.92 |
162.61 |
162.76 |
PP |
162.60 |
162.60 |
162.60 |
162.53 |
S1 |
162.24 |
162.24 |
162.49 |
162.08 |
S2 |
161.92 |
161.92 |
162.43 |
|
S3 |
161.24 |
161.56 |
162.36 |
|
S4 |
160.56 |
160.88 |
162.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.97 |
162.29 |
0.68 |
0.4% |
0.40 |
0.2% |
38% |
False |
False |
48,529 |
10 |
162.97 |
161.49 |
1.48 |
0.9% |
0.46 |
0.3% |
72% |
False |
False |
32,916 |
20 |
163.28 |
161.49 |
1.79 |
1.1% |
0.46 |
0.3% |
59% |
False |
False |
25,433 |
40 |
163.28 |
160.15 |
3.13 |
1.9% |
0.50 |
0.3% |
77% |
False |
False |
15,176 |
60 |
163.28 |
159.78 |
3.50 |
2.2% |
0.49 |
0.3% |
79% |
False |
False |
10,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.24 |
2.618 |
163.65 |
1.618 |
163.29 |
1.000 |
163.07 |
0.618 |
162.93 |
HIGH |
162.71 |
0.618 |
162.57 |
0.500 |
162.53 |
0.382 |
162.49 |
LOW |
162.35 |
0.618 |
162.13 |
1.000 |
161.99 |
1.618 |
161.77 |
2.618 |
161.41 |
4.250 |
160.82 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.54 |
162.63 |
PP |
162.54 |
162.60 |
S1 |
162.53 |
162.58 |
|