Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 06-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
162.53 |
162.63 |
0.10 |
0.1% |
160.51 |
High |
162.69 |
162.67 |
-0.02 |
0.0% |
161.57 |
Low |
162.02 |
162.25 |
0.23 |
0.1% |
160.14 |
Close |
162.40 |
162.39 |
-0.01 |
0.0% |
161.42 |
Range |
0.67 |
0.42 |
-0.25 |
-37.3% |
1.43 |
ATR |
0.73 |
0.70 |
-0.02 |
-3.0% |
0.00 |
Volume |
589,191 |
595,785 |
6,594 |
1.1% |
3,409,675 |
|
Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.70 |
163.46 |
162.62 |
|
R3 |
163.28 |
163.04 |
162.51 |
|
R2 |
162.86 |
162.86 |
162.47 |
|
R1 |
162.62 |
162.62 |
162.43 |
162.53 |
PP |
162.44 |
162.44 |
162.44 |
162.39 |
S1 |
162.20 |
162.20 |
162.35 |
162.11 |
S2 |
162.02 |
162.02 |
162.31 |
|
S3 |
161.60 |
161.78 |
162.27 |
|
S4 |
161.18 |
161.36 |
162.16 |
|
|
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 |
161.21 |
1.51 |
0.9% |
0.56 |
0.3% |
78% |
False |
False |
659,108 |
10 |
162.72 |
159.73 |
2.99 |
1.8% |
0.63 |
0.4% |
89% |
False |
False |
679,334 |
20 |
162.72 |
158.73 |
3.99 |
2.5% |
0.73 |
0.4% |
92% |
False |
False |
689,615 |
40 |
163.12 |
158.73 |
4.39 |
2.7% |
0.71 |
0.4% |
83% |
False |
False |
527,904 |
60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.70 |
0.4% |
85% |
False |
False |
355,052 |
80 |
163.12 |
158.24 |
4.88 |
3.0% |
0.64 |
0.4% |
85% |
False |
False |
266,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.46 |
2.618 |
163.77 |
1.618 |
163.35 |
1.000 |
163.09 |
0.618 |
162.93 |
HIGH |
162.67 |
0.618 |
162.51 |
0.500 |
162.46 |
0.382 |
162.41 |
LOW |
162.25 |
0.618 |
161.99 |
1.000 |
161.83 |
1.618 |
161.57 |
2.618 |
161.15 |
4.250 |
160.47 |
|
|
Fisher Pivots for day following 06-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
162.46 |
162.38 |
PP |
162.44 |
162.38 |
S1 |
162.41 |
162.37 |
|