Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 20-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
163.77 |
163.39 |
-0.38 |
-0.2% |
162.59 |
High |
163.80 |
163.44 |
-0.36 |
-0.2% |
163.82 |
Low |
163.16 |
162.52 |
-0.64 |
-0.4% |
162.59 |
Close |
163.25 |
162.74 |
-0.51 |
-0.3% |
163.54 |
Range |
0.64 |
0.92 |
0.28 |
43.8% |
1.23 |
ATR |
0.67 |
0.68 |
0.02 |
2.7% |
0.00 |
Volume |
711,948 |
528,503 |
-183,445 |
-25.8% |
2,258,029 |
|
Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.66 |
165.12 |
163.25 |
|
R3 |
164.74 |
164.20 |
162.99 |
|
R2 |
163.82 |
163.82 |
162.91 |
|
R1 |
163.28 |
163.28 |
162.82 |
163.09 |
PP |
162.90 |
162.90 |
162.90 |
162.81 |
S1 |
162.36 |
162.36 |
162.66 |
162.17 |
S2 |
161.98 |
161.98 |
162.57 |
|
S3 |
161.06 |
161.44 |
162.49 |
|
S4 |
160.14 |
160.52 |
162.23 |
|
|
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 |
162.52 |
1.47 |
0.9% |
0.63 |
0.4% |
15% |
False |
True |
586,705 |
10 |
163.99 |
162.02 |
1.97 |
1.2% |
0.60 |
0.4% |
37% |
False |
False |
582,148 |
20 |
163.99 |
159.65 |
4.34 |
2.7% |
0.63 |
0.4% |
71% |
False |
False |
635,588 |
40 |
163.99 |
158.73 |
5.26 |
3.2% |
0.72 |
0.4% |
76% |
False |
False |
636,470 |
60 |
163.99 |
158.24 |
5.75 |
3.5% |
0.69 |
0.4% |
78% |
False |
False |
431,298 |
80 |
163.99 |
158.24 |
5.75 |
3.5% |
0.66 |
0.4% |
78% |
False |
False |
324,385 |
100 |
163.99 |
157.28 |
6.71 |
4.1% |
0.63 |
0.4% |
81% |
False |
False |
259,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.35 |
2.618 |
165.85 |
1.618 |
164.93 |
1.000 |
164.36 |
0.618 |
164.01 |
HIGH |
163.44 |
0.618 |
163.09 |
0.500 |
162.98 |
0.382 |
162.87 |
LOW |
162.52 |
0.618 |
161.95 |
1.000 |
161.60 |
1.618 |
161.03 |
2.618 |
160.11 |
4.250 |
158.61 |
|
|
Fisher Pivots for day following 20-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
162.98 |
163.26 |
PP |
162.90 |
163.08 |
S1 |
162.82 |
162.91 |
|