Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 05-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
162.21 |
162.53 |
0.32 |
0.2% |
160.51 |
High |
162.72 |
162.69 |
-0.03 |
0.0% |
161.57 |
Low |
162.17 |
162.02 |
-0.15 |
-0.1% |
160.14 |
Close |
162.53 |
162.40 |
-0.13 |
-0.1% |
161.42 |
Range |
0.55 |
0.67 |
0.12 |
21.8% |
1.43 |
ATR |
0.73 |
0.73 |
0.00 |
-0.6% |
0.00 |
Volume |
654,752 |
589,191 |
-65,561 |
-10.0% |
3,409,675 |
|
Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.38 |
164.06 |
162.77 |
|
R3 |
163.71 |
163.39 |
162.58 |
|
R2 |
163.04 |
163.04 |
162.52 |
|
R1 |
162.72 |
162.72 |
162.46 |
162.55 |
PP |
162.37 |
162.37 |
162.37 |
162.28 |
S1 |
162.05 |
162.05 |
162.34 |
161.88 |
S2 |
161.70 |
161.70 |
162.28 |
|
S3 |
161.03 |
161.38 |
162.22 |
|
S4 |
160.36 |
160.71 |
162.03 |
|
|
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 |
161.06 |
1.66 |
1.0% |
0.58 |
0.4% |
81% |
False |
False |
663,607 |
10 |
162.72 |
159.73 |
2.99 |
1.8% |
0.65 |
0.4% |
89% |
False |
False |
673,434 |
20 |
162.72 |
158.73 |
3.99 |
2.5% |
0.76 |
0.5% |
92% |
False |
False |
706,893 |
40 |
163.12 |
158.73 |
4.39 |
2.7% |
0.71 |
0.4% |
84% |
False |
False |
513,221 |
60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.70 |
0.4% |
85% |
False |
False |
345,197 |
80 |
163.12 |
158.24 |
4.88 |
3.0% |
0.64 |
0.4% |
85% |
False |
False |
258,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.54 |
2.618 |
164.44 |
1.618 |
163.77 |
1.000 |
163.36 |
0.618 |
163.10 |
HIGH |
162.69 |
0.618 |
162.43 |
0.500 |
162.36 |
0.382 |
162.28 |
LOW |
162.02 |
0.618 |
161.61 |
1.000 |
161.35 |
1.618 |
160.94 |
2.618 |
160.27 |
4.250 |
159.17 |
|
|
Fisher Pivots for day following 05-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
162.39 |
162.28 |
PP |
162.37 |
162.15 |
S1 |
162.36 |
162.03 |
|