Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 21-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
163.39 |
162.91 |
-0.48 |
-0.3% |
163.60 |
High |
163.44 |
162.94 |
-0.50 |
-0.3% |
163.99 |
Low |
162.52 |
162.49 |
-0.03 |
0.0% |
162.49 |
Close |
162.74 |
162.74 |
0.00 |
0.0% |
162.74 |
Range |
0.92 |
0.45 |
-0.47 |
-51.1% |
1.50 |
ATR |
0.68 |
0.67 |
-0.02 |
-2.4% |
0.00 |
Volume |
528,503 |
985,541 |
457,038 |
86.5% |
2,856,799 |
|
Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.07 |
163.86 |
162.99 |
|
R3 |
163.62 |
163.41 |
162.86 |
|
R2 |
163.17 |
163.17 |
162.82 |
|
R1 |
162.96 |
162.96 |
162.78 |
162.84 |
PP |
162.72 |
162.72 |
162.72 |
162.67 |
S1 |
162.51 |
162.51 |
162.70 |
162.39 |
S2 |
162.27 |
162.27 |
162.66 |
|
S3 |
161.82 |
162.06 |
162.62 |
|
S4 |
161.37 |
161.61 |
162.49 |
|
|
Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.57 |
166.66 |
163.57 |
|
R3 |
166.07 |
165.16 |
163.15 |
|
R2 |
164.57 |
164.57 |
163.02 |
|
R1 |
163.66 |
163.66 |
162.88 |
163.37 |
PP |
163.07 |
163.07 |
163.07 |
162.93 |
S1 |
162.16 |
162.16 |
162.60 |
161.87 |
S2 |
161.57 |
161.57 |
162.47 |
|
S3 |
160.07 |
160.66 |
162.33 |
|
S4 |
158.57 |
159.16 |
161.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.99 |
162.49 |
1.50 |
0.9% |
0.61 |
0.4% |
17% |
False |
True |
685,672 |
10 |
163.99 |
162.25 |
1.74 |
1.1% |
0.58 |
0.4% |
28% |
False |
False |
621,783 |
20 |
163.99 |
159.73 |
4.26 |
2.6% |
0.61 |
0.4% |
71% |
False |
False |
647,608 |
40 |
163.99 |
158.73 |
5.26 |
3.2% |
0.71 |
0.4% |
76% |
False |
False |
659,744 |
60 |
163.99 |
158.24 |
5.75 |
3.5% |
0.68 |
0.4% |
78% |
False |
False |
447,651 |
80 |
163.99 |
158.24 |
5.75 |
3.5% |
0.67 |
0.4% |
78% |
False |
False |
336,704 |
100 |
163.99 |
157.28 |
6.71 |
4.1% |
0.63 |
0.4% |
81% |
False |
False |
269,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.85 |
2.618 |
164.12 |
1.618 |
163.67 |
1.000 |
163.39 |
0.618 |
163.22 |
HIGH |
162.94 |
0.618 |
162.77 |
0.500 |
162.72 |
0.382 |
162.66 |
LOW |
162.49 |
0.618 |
162.21 |
1.000 |
162.04 |
1.618 |
161.76 |
2.618 |
161.31 |
4.250 |
160.58 |
|
|
Fisher Pivots for day following 21-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
162.73 |
163.15 |
PP |
162.72 |
163.01 |
S1 |
162.72 |
162.88 |
|