Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 24-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
162.91 |
161.52 |
-1.39 |
-0.9% |
163.60 |
High |
162.94 |
161.63 |
-1.31 |
-0.8% |
163.99 |
Low |
162.49 |
160.93 |
-1.56 |
-1.0% |
162.49 |
Close |
162.74 |
161.35 |
-1.39 |
-0.9% |
162.74 |
Range |
0.45 |
0.70 |
0.25 |
55.6% |
1.50 |
ATR |
0.67 |
0.75 |
0.08 |
12.2% |
0.00 |
Volume |
985,541 |
841,149 |
-144,392 |
-14.7% |
2,856,799 |
|
Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.40 |
163.08 |
161.74 |
|
R3 |
162.70 |
162.38 |
161.54 |
|
R2 |
162.00 |
162.00 |
161.48 |
|
R1 |
161.68 |
161.68 |
161.41 |
161.49 |
PP |
161.30 |
161.30 |
161.30 |
161.21 |
S1 |
160.98 |
160.98 |
161.29 |
160.79 |
S2 |
160.60 |
160.60 |
161.22 |
|
S3 |
159.90 |
160.28 |
161.16 |
|
S4 |
159.20 |
159.58 |
160.97 |
|
|
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 |
160.93 |
3.06 |
1.9% |
0.67 |
0.4% |
14% |
False |
True |
739,589 |
10 |
163.99 |
160.93 |
3.06 |
1.9% |
0.61 |
0.4% |
14% |
False |
True |
646,319 |
20 |
163.99 |
159.73 |
4.26 |
2.6% |
0.62 |
0.4% |
38% |
False |
False |
662,826 |
40 |
163.99 |
158.73 |
5.26 |
3.3% |
0.70 |
0.4% |
50% |
False |
False |
679,131 |
60 |
163.99 |
158.28 |
5.71 |
3.5% |
0.69 |
0.4% |
54% |
False |
False |
461,526 |
80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.67 |
0.4% |
54% |
False |
False |
347,217 |
100 |
163.99 |
157.28 |
6.71 |
4.2% |
0.64 |
0.4% |
61% |
False |
False |
277,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.61 |
2.618 |
163.46 |
1.618 |
162.76 |
1.000 |
162.33 |
0.618 |
162.06 |
HIGH |
161.63 |
0.618 |
161.36 |
0.500 |
161.28 |
0.382 |
161.20 |
LOW |
160.93 |
0.618 |
160.50 |
1.000 |
160.23 |
1.618 |
159.80 |
2.618 |
159.10 |
4.250 |
157.96 |
|
|
Fisher Pivots for day following 24-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
161.33 |
162.19 |
PP |
161.30 |
161.91 |
S1 |
161.28 |
161.63 |
|