Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 18-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
163.58 |
163.60 |
0.02 |
0.0% |
162.59 |
| High |
163.82 |
163.99 |
0.17 |
0.1% |
163.82 |
| Low |
163.41 |
163.34 |
-0.07 |
0.0% |
162.59 |
| Close |
163.54 |
163.68 |
0.14 |
0.1% |
163.54 |
| Range |
0.41 |
0.65 |
0.24 |
58.5% |
1.23 |
| ATR |
0.67 |
0.67 |
0.00 |
-0.2% |
0.00 |
| Volume |
571,565 |
630,807 |
59,242 |
10.4% |
2,258,029 |
|
| Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.62 |
165.30 |
164.04 |
|
| R3 |
164.97 |
164.65 |
163.86 |
|
| R2 |
164.32 |
164.32 |
163.80 |
|
| R1 |
164.00 |
164.00 |
163.74 |
164.16 |
| PP |
163.67 |
163.67 |
163.67 |
163.75 |
| S1 |
163.35 |
163.35 |
163.62 |
163.51 |
| S2 |
163.02 |
163.02 |
163.56 |
|
| S3 |
162.37 |
162.70 |
163.50 |
|
| S4 |
161.72 |
162.05 |
163.32 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.01 |
166.50 |
164.22 |
|
| R3 |
165.78 |
165.27 |
163.88 |
|
| R2 |
164.55 |
164.55 |
163.77 |
|
| R1 |
164.04 |
164.04 |
163.65 |
164.30 |
| PP |
163.32 |
163.32 |
163.32 |
163.44 |
| S1 |
162.81 |
162.81 |
163.43 |
163.07 |
| S2 |
162.09 |
162.09 |
163.31 |
|
| S3 |
160.86 |
161.58 |
163.20 |
|
| S4 |
159.63 |
160.35 |
162.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.99 |
162.59 |
1.40 |
0.9% |
0.56 |
0.3% |
78% |
True |
False |
577,767 |
| 10 |
163.99 |
161.34 |
2.65 |
1.6% |
0.58 |
0.4% |
88% |
True |
False |
606,902 |
| 20 |
163.99 |
159.12 |
4.87 |
3.0% |
0.61 |
0.4% |
94% |
True |
False |
659,103 |
| 40 |
163.99 |
158.73 |
5.26 |
3.2% |
0.71 |
0.4% |
94% |
True |
False |
608,240 |
| 60 |
163.99 |
158.24 |
5.75 |
3.5% |
0.69 |
0.4% |
95% |
True |
False |
410,995 |
| 80 |
163.99 |
158.24 |
5.75 |
3.5% |
0.65 |
0.4% |
95% |
True |
False |
308,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.75 |
|
2.618 |
165.69 |
|
1.618 |
165.04 |
|
1.000 |
164.64 |
|
0.618 |
164.39 |
|
HIGH |
163.99 |
|
0.618 |
163.74 |
|
0.500 |
163.67 |
|
0.382 |
163.59 |
|
LOW |
163.34 |
|
0.618 |
162.94 |
|
1.000 |
162.69 |
|
1.618 |
162.29 |
|
2.618 |
161.64 |
|
4.250 |
160.58 |
|
|
| Fisher Pivots for day following 18-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.68 |
163.62 |
| PP |
163.67 |
163.56 |
| S1 |
163.67 |
163.50 |
|