Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
163.26 |
163.58 |
0.32 |
0.2% |
161.40 |
| High |
163.53 |
163.82 |
0.29 |
0.2% |
163.05 |
| Low |
163.01 |
163.41 |
0.40 |
0.2% |
161.34 |
| Close |
163.25 |
163.54 |
0.29 |
0.2% |
162.85 |
| Range |
0.52 |
0.41 |
-0.11 |
-21.2% |
1.71 |
| ATR |
0.68 |
0.67 |
-0.01 |
-1.1% |
0.00 |
| Volume |
490,704 |
571,565 |
80,861 |
16.5% |
3,180,193 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.82 |
164.59 |
163.77 |
|
| R3 |
164.41 |
164.18 |
163.65 |
|
| R2 |
164.00 |
164.00 |
163.62 |
|
| R1 |
163.77 |
163.77 |
163.58 |
163.68 |
| PP |
163.59 |
163.59 |
163.59 |
163.55 |
| S1 |
163.36 |
163.36 |
163.50 |
163.27 |
| S2 |
163.18 |
163.18 |
163.46 |
|
| S3 |
162.77 |
162.95 |
163.43 |
|
| S4 |
162.36 |
162.54 |
163.31 |
|
|
| 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 |
163.82 |
162.50 |
1.32 |
0.8% |
0.54 |
0.3% |
79% |
True |
False |
553,049 |
| 10 |
163.82 |
161.21 |
2.61 |
1.6% |
0.55 |
0.3% |
89% |
True |
False |
606,078 |
| 20 |
163.82 |
159.09 |
4.73 |
2.9% |
0.62 |
0.4% |
94% |
True |
False |
653,643 |
| 40 |
163.82 |
158.73 |
5.09 |
3.1% |
0.72 |
0.4% |
94% |
True |
False |
593,131 |
| 60 |
163.82 |
158.24 |
5.58 |
3.4% |
0.69 |
0.4% |
95% |
True |
False |
400,697 |
| 80 |
163.82 |
158.24 |
5.58 |
3.4% |
0.65 |
0.4% |
95% |
True |
False |
300,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.56 |
|
2.618 |
164.89 |
|
1.618 |
164.48 |
|
1.000 |
164.23 |
|
0.618 |
164.07 |
|
HIGH |
163.82 |
|
0.618 |
163.66 |
|
0.500 |
163.62 |
|
0.382 |
163.57 |
|
LOW |
163.41 |
|
0.618 |
163.16 |
|
1.000 |
163.00 |
|
1.618 |
162.75 |
|
2.618 |
162.34 |
|
4.250 |
161.67 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.62 |
163.48 |
| PP |
163.59 |
163.41 |
| S1 |
163.57 |
163.35 |
|