Euro Bund Future December 2017
| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
162.50 |
162.77 |
0.27 |
0.2% |
161.46 |
| High |
162.75 |
162.83 |
0.08 |
0.0% |
162.48 |
| Low |
162.25 |
162.44 |
0.19 |
0.1% |
160.76 |
| Close |
162.71 |
162.75 |
0.04 |
0.0% |
162.38 |
| Range |
0.50 |
0.39 |
-0.11 |
-22.0% |
1.72 |
| ATR |
0.64 |
0.62 |
-0.02 |
-2.8% |
0.00 |
| Volume |
626,142 |
590,441 |
-35,701 |
-5.7% |
3,942,436 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.84 |
163.69 |
162.96 |
|
| R3 |
163.45 |
163.30 |
162.86 |
|
| R2 |
163.06 |
163.06 |
162.82 |
|
| R1 |
162.91 |
162.91 |
162.79 |
162.79 |
| PP |
162.67 |
162.67 |
162.67 |
162.62 |
| S1 |
162.52 |
162.52 |
162.71 |
162.40 |
| S2 |
162.28 |
162.28 |
162.68 |
|
| S3 |
161.89 |
162.13 |
162.64 |
|
| S4 |
161.50 |
161.74 |
162.54 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.03 |
166.43 |
163.33 |
|
| R3 |
165.31 |
164.71 |
162.85 |
|
| R2 |
163.59 |
163.59 |
162.70 |
|
| R1 |
162.99 |
162.99 |
162.54 |
163.29 |
| PP |
161.87 |
161.87 |
161.87 |
162.03 |
| S1 |
161.27 |
161.27 |
162.22 |
161.57 |
| S2 |
160.15 |
160.15 |
162.06 |
|
| S3 |
158.43 |
159.55 |
161.91 |
|
| S4 |
156.71 |
157.83 |
161.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.83 |
160.76 |
2.07 |
1.3% |
0.67 |
0.4% |
96% |
True |
False |
731,184 |
| 10 |
162.83 |
160.76 |
2.07 |
1.3% |
0.62 |
0.4% |
96% |
True |
False |
732,338 |
| 20 |
162.83 |
160.59 |
2.24 |
1.4% |
0.58 |
0.4% |
96% |
True |
False |
695,738 |
| 40 |
163.43 |
160.24 |
3.19 |
2.0% |
0.61 |
0.4% |
79% |
False |
False |
694,749 |
| 60 |
163.43 |
160.18 |
3.25 |
2.0% |
0.58 |
0.4% |
79% |
False |
False |
512,709 |
| 80 |
163.43 |
157.71 |
5.72 |
3.5% |
0.57 |
0.4% |
88% |
False |
False |
385,243 |
| 100 |
163.43 |
157.51 |
5.92 |
3.6% |
0.57 |
0.4% |
89% |
False |
False |
308,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.49 |
|
2.618 |
163.85 |
|
1.618 |
163.46 |
|
1.000 |
163.22 |
|
0.618 |
163.07 |
|
HIGH |
162.83 |
|
0.618 |
162.68 |
|
0.500 |
162.64 |
|
0.382 |
162.59 |
|
LOW |
162.44 |
|
0.618 |
162.20 |
|
1.000 |
162.05 |
|
1.618 |
161.81 |
|
2.618 |
161.42 |
|
4.250 |
160.78 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
162.71 |
162.58 |
| PP |
162.67 |
162.40 |
| S1 |
162.64 |
162.23 |
|