Euro Bund Future December 2017
Trading Metrics calculated at close of trading on 05-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
163.30 |
163.23 |
-0.07 |
0.0% |
162.85 |
High |
163.41 |
163.66 |
0.25 |
0.2% |
163.92 |
Low |
163.10 |
163.10 |
0.00 |
0.0% |
162.24 |
Close |
163.28 |
163.48 |
0.20 |
0.1% |
163.80 |
Range |
0.31 |
0.56 |
0.25 |
80.6% |
1.68 |
ATR |
0.62 |
0.61 |
0.00 |
-0.7% |
0.00 |
Volume |
1,644,008 |
465,006 |
-1,179,002 |
-71.7% |
5,593,737 |
|
Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.09 |
164.85 |
163.79 |
|
R3 |
164.53 |
164.29 |
163.63 |
|
R2 |
163.97 |
163.97 |
163.58 |
|
R1 |
163.73 |
163.73 |
163.53 |
163.85 |
PP |
163.41 |
163.41 |
163.41 |
163.48 |
S1 |
163.17 |
163.17 |
163.43 |
163.29 |
S2 |
162.85 |
162.85 |
163.38 |
|
S3 |
162.29 |
162.61 |
163.33 |
|
S4 |
161.73 |
162.05 |
163.17 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.36 |
167.76 |
164.72 |
|
R3 |
166.68 |
166.08 |
164.26 |
|
R2 |
165.00 |
165.00 |
164.11 |
|
R1 |
164.40 |
164.40 |
163.95 |
164.70 |
PP |
163.32 |
163.32 |
163.32 |
163.47 |
S1 |
162.72 |
162.72 |
163.65 |
163.02 |
S2 |
161.64 |
161.64 |
163.49 |
|
S3 |
159.96 |
161.04 |
163.34 |
|
S4 |
158.28 |
159.36 |
162.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.92 |
162.24 |
1.68 |
1.0% |
0.71 |
0.4% |
74% |
False |
False |
1,219,139 |
10 |
163.92 |
162.24 |
1.68 |
1.0% |
0.58 |
0.4% |
74% |
False |
False |
931,844 |
20 |
163.92 |
161.91 |
2.01 |
1.2% |
0.58 |
0.4% |
78% |
False |
False |
782,545 |
40 |
163.92 |
160.76 |
3.16 |
1.9% |
0.57 |
0.3% |
86% |
False |
False |
736,972 |
60 |
163.92 |
160.24 |
3.68 |
2.3% |
0.59 |
0.4% |
88% |
False |
False |
722,557 |
80 |
163.92 |
160.24 |
3.68 |
2.3% |
0.58 |
0.4% |
88% |
False |
False |
612,577 |
100 |
163.92 |
158.28 |
5.64 |
3.4% |
0.57 |
0.3% |
92% |
False |
False |
490,939 |
120 |
163.92 |
157.51 |
6.41 |
3.9% |
0.58 |
0.4% |
93% |
False |
False |
409,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.04 |
2.618 |
165.13 |
1.618 |
164.57 |
1.000 |
164.22 |
0.618 |
164.01 |
HIGH |
163.66 |
0.618 |
163.45 |
0.500 |
163.38 |
0.382 |
163.31 |
LOW |
163.10 |
0.618 |
162.75 |
1.000 |
162.54 |
1.618 |
162.19 |
2.618 |
161.63 |
4.250 |
160.72 |
|
|
Fisher Pivots for day following 05-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
163.45 |
163.41 |
PP |
163.41 |
163.33 |
S1 |
163.38 |
163.26 |
|