Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
163.28 |
163.26 |
-0.02 |
0.0% |
161.40 |
| High |
163.39 |
163.53 |
0.14 |
0.1% |
163.05 |
| Low |
162.87 |
163.01 |
0.14 |
0.1% |
161.34 |
| Close |
163.21 |
163.25 |
0.04 |
0.0% |
162.85 |
| Range |
0.52 |
0.52 |
0.00 |
0.0% |
1.71 |
| ATR |
0.69 |
0.68 |
-0.01 |
-1.8% |
0.00 |
| Volume |
535,916 |
490,704 |
-45,212 |
-8.4% |
3,180,193 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.82 |
164.56 |
163.54 |
|
| R3 |
164.30 |
164.04 |
163.39 |
|
| R2 |
163.78 |
163.78 |
163.35 |
|
| R1 |
163.52 |
163.52 |
163.30 |
163.39 |
| PP |
163.26 |
163.26 |
163.26 |
163.20 |
| S1 |
163.00 |
163.00 |
163.20 |
162.87 |
| S2 |
162.74 |
162.74 |
163.15 |
|
| S3 |
162.22 |
162.48 |
163.11 |
|
| S4 |
161.70 |
161.96 |
162.96 |
|
|
| 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 |
163.53 |
162.25 |
1.28 |
0.8% |
0.54 |
0.3% |
78% |
True |
False |
557,893 |
| 10 |
163.53 |
161.06 |
2.47 |
1.5% |
0.56 |
0.3% |
89% |
True |
False |
610,750 |
| 20 |
163.53 |
159.09 |
4.44 |
2.7% |
0.66 |
0.4% |
94% |
True |
False |
664,902 |
| 40 |
163.53 |
158.73 |
4.80 |
2.9% |
0.72 |
0.4% |
94% |
True |
False |
579,504 |
| 60 |
163.53 |
158.24 |
5.29 |
3.2% |
0.69 |
0.4% |
95% |
True |
False |
391,279 |
| 80 |
163.53 |
158.24 |
5.29 |
3.2% |
0.65 |
0.4% |
95% |
True |
False |
293,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.74 |
|
2.618 |
164.89 |
|
1.618 |
164.37 |
|
1.000 |
164.05 |
|
0.618 |
163.85 |
|
HIGH |
163.53 |
|
0.618 |
163.33 |
|
0.500 |
163.27 |
|
0.382 |
163.21 |
|
LOW |
163.01 |
|
0.618 |
162.69 |
|
1.000 |
162.49 |
|
1.618 |
162.17 |
|
2.618 |
161.65 |
|
4.250 |
160.80 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.27 |
163.19 |
| PP |
163.26 |
163.12 |
| S1 |
163.26 |
163.06 |
|