Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 04-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
161.40 |
162.21 |
0.81 |
0.5% |
160.51 |
High |
162.18 |
162.72 |
0.54 |
0.3% |
161.57 |
Low |
161.34 |
162.17 |
0.83 |
0.5% |
160.14 |
Close |
162.09 |
162.53 |
0.44 |
0.3% |
161.42 |
Range |
0.84 |
0.55 |
-0.29 |
-34.5% |
1.43 |
ATR |
0.74 |
0.73 |
-0.01 |
-1.1% |
0.00 |
Volume |
833,246 |
654,752 |
-178,494 |
-21.4% |
3,409,675 |
|
Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.12 |
163.88 |
162.83 |
|
R3 |
163.57 |
163.33 |
162.68 |
|
R2 |
163.02 |
163.02 |
162.63 |
|
R1 |
162.78 |
162.78 |
162.58 |
162.90 |
PP |
162.47 |
162.47 |
162.47 |
162.54 |
S1 |
162.23 |
162.23 |
162.48 |
162.35 |
S2 |
161.92 |
161.92 |
162.43 |
|
S3 |
161.37 |
161.68 |
162.38 |
|
S4 |
160.82 |
161.13 |
162.23 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.33 |
164.81 |
162.21 |
|
R3 |
163.90 |
163.38 |
161.81 |
|
R2 |
162.47 |
162.47 |
161.68 |
|
R1 |
161.95 |
161.95 |
161.55 |
162.21 |
PP |
161.04 |
161.04 |
161.04 |
161.18 |
S1 |
160.52 |
160.52 |
161.29 |
160.78 |
S2 |
159.61 |
159.61 |
161.16 |
|
S3 |
158.18 |
159.09 |
161.03 |
|
S4 |
156.75 |
157.66 |
160.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.72 |
160.18 |
2.54 |
1.6% |
0.66 |
0.4% |
93% |
True |
False |
686,694 |
10 |
162.72 |
159.65 |
3.07 |
1.9% |
0.65 |
0.4% |
94% |
True |
False |
689,029 |
20 |
162.72 |
158.73 |
3.99 |
2.5% |
0.77 |
0.5% |
95% |
True |
False |
723,498 |
40 |
163.12 |
158.73 |
4.39 |
2.7% |
0.72 |
0.4% |
87% |
False |
False |
498,632 |
60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.70 |
0.4% |
88% |
False |
False |
335,395 |
80 |
163.12 |
158.24 |
4.88 |
3.0% |
0.64 |
0.4% |
88% |
False |
False |
251,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.06 |
2.618 |
164.16 |
1.618 |
163.61 |
1.000 |
163.27 |
0.618 |
163.06 |
HIGH |
162.72 |
0.618 |
162.51 |
0.500 |
162.45 |
0.382 |
162.38 |
LOW |
162.17 |
0.618 |
161.83 |
1.000 |
161.62 |
1.618 |
161.28 |
2.618 |
160.73 |
4.250 |
159.83 |
|
|
Fisher Pivots for day following 04-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
162.50 |
162.34 |
PP |
162.47 |
162.15 |
S1 |
162.45 |
161.97 |
|