Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 19-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
161.45 |
161.61 |
0.16 |
0.1% |
160.44 |
High |
161.77 |
162.03 |
0.26 |
0.2% |
161.92 |
Low |
161.24 |
161.57 |
0.33 |
0.2% |
160.44 |
Close |
161.61 |
161.92 |
0.31 |
0.2% |
161.14 |
Range |
0.53 |
0.46 |
-0.07 |
-13.2% |
1.48 |
ATR |
0.72 |
0.70 |
-0.02 |
-2.6% |
0.00 |
Volume |
521,928 |
908,180 |
386,252 |
74.0% |
2,948,821 |
|
Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.22 |
163.03 |
162.17 |
|
R3 |
162.76 |
162.57 |
162.05 |
|
R2 |
162.30 |
162.30 |
162.00 |
|
R1 |
162.11 |
162.11 |
161.96 |
162.21 |
PP |
161.84 |
161.84 |
161.84 |
161.89 |
S1 |
161.65 |
161.65 |
161.88 |
161.75 |
S2 |
161.38 |
161.38 |
161.84 |
|
S3 |
160.92 |
161.19 |
161.79 |
|
S4 |
160.46 |
160.73 |
161.67 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.61 |
164.85 |
161.95 |
|
R3 |
164.13 |
163.37 |
161.55 |
|
R2 |
162.65 |
162.65 |
161.41 |
|
R1 |
161.89 |
161.89 |
161.28 |
162.27 |
PP |
161.17 |
161.17 |
161.17 |
161.36 |
S1 |
160.41 |
160.41 |
161.00 |
160.79 |
S2 |
159.69 |
159.69 |
160.87 |
|
S3 |
158.21 |
158.93 |
160.73 |
|
S4 |
156.73 |
157.45 |
160.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.03 |
161.02 |
1.01 |
0.6% |
0.61 |
0.4% |
89% |
True |
False |
578,039 |
10 |
162.03 |
160.31 |
1.72 |
1.1% |
0.67 |
0.4% |
94% |
True |
False |
633,959 |
20 |
165.44 |
160.31 |
5.13 |
3.2% |
0.76 |
0.5% |
31% |
False |
False |
729,984 |
40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
31% |
False |
False |
618,466 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
31% |
False |
False |
419,781 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.63 |
0.4% |
29% |
False |
False |
316,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.99 |
2.618 |
163.23 |
1.618 |
162.77 |
1.000 |
162.49 |
0.618 |
162.31 |
HIGH |
162.03 |
0.618 |
161.85 |
0.500 |
161.80 |
0.382 |
161.75 |
LOW |
161.57 |
0.618 |
161.29 |
1.000 |
161.11 |
1.618 |
160.83 |
2.618 |
160.37 |
4.250 |
159.62 |
|
|
Fisher Pivots for day following 19-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
161.88 |
161.80 |
PP |
161.84 |
161.67 |
S1 |
161.80 |
161.55 |
|