Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 07-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
162.63 |
162.78 |
0.15 |
0.1% |
161.40 |
High |
162.67 |
163.05 |
0.38 |
0.2% |
163.05 |
Low |
162.25 |
162.50 |
0.25 |
0.2% |
161.34 |
Close |
162.39 |
162.85 |
0.46 |
0.3% |
162.85 |
Range |
0.42 |
0.55 |
0.13 |
31.0% |
1.71 |
ATR |
0.70 |
0.70 |
0.00 |
-0.5% |
0.00 |
Volume |
595,785 |
507,219 |
-88,566 |
-14.9% |
3,180,193 |
|
Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.45 |
164.20 |
163.15 |
|
R3 |
163.90 |
163.65 |
163.00 |
|
R2 |
163.35 |
163.35 |
162.95 |
|
R1 |
163.10 |
163.10 |
162.90 |
163.23 |
PP |
162.80 |
162.80 |
162.80 |
162.86 |
S1 |
162.55 |
162.55 |
162.80 |
162.68 |
S2 |
162.25 |
162.25 |
162.75 |
|
S3 |
161.70 |
162.00 |
162.70 |
|
S4 |
161.15 |
161.45 |
162.55 |
|
|
Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.54 |
166.91 |
163.79 |
|
R3 |
165.83 |
165.20 |
163.32 |
|
R2 |
164.12 |
164.12 |
163.16 |
|
R1 |
163.49 |
163.49 |
163.01 |
163.81 |
PP |
162.41 |
162.41 |
162.41 |
162.57 |
S1 |
161.78 |
161.78 |
162.69 |
162.10 |
S2 |
160.70 |
160.70 |
162.54 |
|
S3 |
158.99 |
160.07 |
162.38 |
|
S4 |
157.28 |
158.36 |
161.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.05 |
161.34 |
1.71 |
1.1% |
0.61 |
0.4% |
88% |
True |
False |
636,038 |
10 |
163.05 |
160.14 |
2.91 |
1.8% |
0.63 |
0.4% |
93% |
True |
False |
658,986 |
20 |
163.05 |
158.73 |
4.32 |
2.7% |
0.71 |
0.4% |
95% |
True |
False |
684,810 |
40 |
163.12 |
158.73 |
4.39 |
2.7% |
0.71 |
0.4% |
94% |
False |
False |
540,362 |
60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.69 |
0.4% |
94% |
False |
False |
363,492 |
80 |
163.12 |
158.24 |
4.88 |
3.0% |
0.65 |
0.4% |
94% |
False |
False |
272,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.39 |
2.618 |
164.49 |
1.618 |
163.94 |
1.000 |
163.60 |
0.618 |
163.39 |
HIGH |
163.05 |
0.618 |
162.84 |
0.500 |
162.78 |
0.382 |
162.71 |
LOW |
162.50 |
0.618 |
162.16 |
1.000 |
161.95 |
1.618 |
161.61 |
2.618 |
161.06 |
4.250 |
160.16 |
|
|
Fisher Pivots for day following 07-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
162.83 |
162.75 |
PP |
162.80 |
162.64 |
S1 |
162.78 |
162.54 |
|