Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 25-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
162.34 |
162.47 |
0.13 |
0.1% |
161.08 |
High |
162.67 |
162.56 |
-0.11 |
-0.1% |
162.56 |
Low |
162.26 |
161.56 |
-0.70 |
-0.4% |
161.06 |
Close |
162.54 |
161.60 |
-0.94 |
-0.6% |
162.48 |
Range |
0.41 |
1.00 |
0.59 |
143.9% |
1.50 |
ATR |
0.67 |
0.69 |
0.02 |
3.6% |
0.00 |
Volume |
667,121 |
486,324 |
-180,797 |
-27.1% |
2,937,784 |
|
Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.91 |
164.25 |
162.15 |
|
R3 |
163.91 |
163.25 |
161.88 |
|
R2 |
162.91 |
162.91 |
161.78 |
|
R1 |
162.25 |
162.25 |
161.69 |
162.08 |
PP |
161.91 |
161.91 |
161.91 |
161.82 |
S1 |
161.25 |
161.25 |
161.51 |
161.08 |
S2 |
160.91 |
160.91 |
161.42 |
|
S3 |
159.91 |
160.25 |
161.33 |
|
S4 |
158.91 |
159.25 |
161.05 |
|
|
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% |
4% |
False |
False |
598,394 |
10 |
162.67 |
160.83 |
1.84 |
1.1% |
0.62 |
0.4% |
42% |
False |
False |
575,993 |
20 |
165.33 |
160.31 |
5.02 |
3.1% |
0.82 |
0.5% |
26% |
False |
False |
694,847 |
40 |
165.55 |
160.31 |
5.24 |
3.2% |
0.65 |
0.4% |
25% |
False |
False |
662,717 |
60 |
165.55 |
160.31 |
5.24 |
3.2% |
0.64 |
0.4% |
25% |
False |
False |
453,741 |
80 |
165.93 |
160.31 |
5.62 |
3.5% |
0.63 |
0.4% |
23% |
False |
False |
342,346 |
100 |
165.93 |
160.17 |
5.76 |
3.6% |
0.66 |
0.4% |
25% |
False |
False |
274,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.81 |
2.618 |
165.18 |
1.618 |
164.18 |
1.000 |
163.56 |
0.618 |
163.18 |
HIGH |
162.56 |
0.618 |
162.18 |
0.500 |
162.06 |
0.382 |
161.94 |
LOW |
161.56 |
0.618 |
160.94 |
1.000 |
160.56 |
1.618 |
159.94 |
2.618 |
158.94 |
4.250 |
157.31 |
|
|
Fisher Pivots for day following 25-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
162.06 |
162.12 |
PP |
161.91 |
161.94 |
S1 |
161.75 |
161.77 |
|