Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 19-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
163.60 |
163.77 |
0.17 |
0.1% |
162.59 |
| High |
163.99 |
163.80 |
-0.19 |
-0.1% |
163.82 |
| Low |
163.34 |
163.16 |
-0.18 |
-0.1% |
162.59 |
| Close |
163.68 |
163.25 |
-0.43 |
-0.3% |
163.54 |
| Range |
0.65 |
0.64 |
-0.01 |
-1.5% |
1.23 |
| ATR |
0.67 |
0.67 |
0.00 |
-0.3% |
0.00 |
| Volume |
630,807 |
711,948 |
81,141 |
12.9% |
2,258,029 |
|
| Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.32 |
164.93 |
163.60 |
|
| R3 |
164.68 |
164.29 |
163.43 |
|
| R2 |
164.04 |
164.04 |
163.37 |
|
| R1 |
163.65 |
163.65 |
163.31 |
163.53 |
| PP |
163.40 |
163.40 |
163.40 |
163.34 |
| S1 |
163.01 |
163.01 |
163.19 |
162.89 |
| S2 |
162.76 |
162.76 |
163.13 |
|
| S3 |
162.12 |
162.37 |
163.07 |
|
| S4 |
161.48 |
161.73 |
162.90 |
|
|
| 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 |
162.87 |
1.12 |
0.7% |
0.55 |
0.3% |
34% |
False |
False |
588,188 |
| 10 |
163.99 |
162.02 |
1.97 |
1.2% |
0.56 |
0.3% |
62% |
False |
False |
594,773 |
| 20 |
163.99 |
159.12 |
4.87 |
3.0% |
0.62 |
0.4% |
85% |
False |
False |
650,644 |
| 40 |
163.99 |
158.73 |
5.26 |
3.2% |
0.71 |
0.4% |
86% |
False |
False |
625,175 |
| 60 |
163.99 |
158.24 |
5.75 |
3.5% |
0.68 |
0.4% |
87% |
False |
False |
422,742 |
| 80 |
163.99 |
158.24 |
5.75 |
3.5% |
0.66 |
0.4% |
87% |
False |
False |
317,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.52 |
|
2.618 |
165.48 |
|
1.618 |
164.84 |
|
1.000 |
164.44 |
|
0.618 |
164.20 |
|
HIGH |
163.80 |
|
0.618 |
163.56 |
|
0.500 |
163.48 |
|
0.382 |
163.40 |
|
LOW |
163.16 |
|
0.618 |
162.76 |
|
1.000 |
162.52 |
|
1.618 |
162.12 |
|
2.618 |
161.48 |
|
4.250 |
160.44 |
|
|
| Fisher Pivots for day following 19-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.48 |
163.58 |
| PP |
163.40 |
163.47 |
| S1 |
163.33 |
163.36 |
|