Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 26-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
162.47 |
161.71 |
-0.76 |
-0.5% |
161.08 |
High |
162.56 |
162.10 |
-0.46 |
-0.3% |
162.56 |
Low |
161.56 |
161.64 |
0.08 |
0.0% |
161.06 |
Close |
161.60 |
161.78 |
0.18 |
0.1% |
162.48 |
Range |
1.00 |
0.46 |
-0.54 |
-54.0% |
1.50 |
ATR |
0.69 |
0.68 |
-0.01 |
-2.0% |
0.00 |
Volume |
486,324 |
572,932 |
86,608 |
17.8% |
2,937,784 |
|
Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.22 |
162.96 |
162.03 |
|
R3 |
162.76 |
162.50 |
161.91 |
|
R2 |
162.30 |
162.30 |
161.86 |
|
R1 |
162.04 |
162.04 |
161.82 |
162.17 |
PP |
161.84 |
161.84 |
161.84 |
161.91 |
S1 |
161.58 |
161.58 |
161.74 |
161.71 |
S2 |
161.38 |
161.38 |
161.70 |
|
S3 |
160.92 |
161.12 |
161.65 |
|
S4 |
160.46 |
160.66 |
161.53 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.53 |
166.01 |
163.31 |
|
R3 |
165.03 |
164.51 |
162.89 |
|
R2 |
163.53 |
163.53 |
162.76 |
|
R1 |
163.01 |
163.01 |
162.62 |
163.27 |
PP |
162.03 |
162.03 |
162.03 |
162.17 |
S1 |
161.51 |
161.51 |
162.34 |
161.77 |
S2 |
160.53 |
160.53 |
162.21 |
|
S3 |
159.03 |
160.01 |
162.07 |
|
S4 |
157.53 |
158.51 |
161.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.67 |
161.55 |
1.12 |
0.7% |
0.61 |
0.4% |
21% |
False |
False |
531,345 |
10 |
162.67 |
161.02 |
1.65 |
1.0% |
0.61 |
0.4% |
46% |
False |
False |
554,692 |
20 |
164.04 |
160.31 |
3.73 |
2.3% |
0.73 |
0.5% |
39% |
False |
False |
662,340 |
40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
28% |
False |
False |
671,394 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
28% |
False |
False |
463,139 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.63 |
0.4% |
26% |
False |
False |
349,455 |
100 |
165.93 |
160.17 |
5.76 |
3.6% |
0.66 |
0.4% |
28% |
False |
False |
279,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.06 |
2.618 |
163.30 |
1.618 |
162.84 |
1.000 |
162.56 |
0.618 |
162.38 |
HIGH |
162.10 |
0.618 |
161.92 |
0.500 |
161.87 |
0.382 |
161.82 |
LOW |
161.64 |
0.618 |
161.36 |
1.000 |
161.18 |
1.618 |
160.90 |
2.618 |
160.44 |
4.250 |
159.69 |
|
|
Fisher Pivots for day following 26-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
161.87 |
162.12 |
PP |
161.84 |
162.00 |
S1 |
161.81 |
161.89 |
|