Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 27-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
160.70 |
161.25 |
0.55 |
0.3% |
163.60 |
High |
161.36 |
162.15 |
0.79 |
0.5% |
163.99 |
Low |
160.64 |
161.02 |
0.38 |
0.2% |
162.49 |
Close |
161.27 |
162.01 |
0.74 |
0.5% |
162.74 |
Range |
0.72 |
1.13 |
0.41 |
56.9% |
1.50 |
ATR |
0.75 |
0.78 |
0.03 |
3.6% |
0.00 |
Volume |
774,193 |
785,332 |
11,139 |
1.4% |
2,856,799 |
|
Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.12 |
164.69 |
162.63 |
|
R3 |
163.99 |
163.56 |
162.32 |
|
R2 |
162.86 |
162.86 |
162.22 |
|
R1 |
162.43 |
162.43 |
162.11 |
162.65 |
PP |
161.73 |
161.73 |
161.73 |
161.83 |
S1 |
161.30 |
161.30 |
161.91 |
161.52 |
S2 |
160.60 |
160.60 |
161.80 |
|
S3 |
159.47 |
160.17 |
161.70 |
|
S4 |
158.34 |
159.04 |
161.39 |
|
|
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 |
162.94 |
160.64 |
2.30 |
1.4% |
0.76 |
0.5% |
60% |
False |
False |
826,486 |
10 |
163.99 |
160.64 |
3.35 |
2.1% |
0.70 |
0.4% |
41% |
False |
False |
706,595 |
20 |
163.99 |
160.18 |
3.81 |
2.4% |
0.66 |
0.4% |
48% |
False |
False |
669,369 |
40 |
163.99 |
158.73 |
5.26 |
3.2% |
0.73 |
0.4% |
62% |
False |
False |
719,207 |
60 |
163.99 |
158.40 |
5.59 |
3.5% |
0.70 |
0.4% |
65% |
False |
False |
499,559 |
80 |
163.99 |
158.24 |
5.75 |
3.5% |
0.68 |
0.4% |
66% |
False |
False |
376,016 |
100 |
163.99 |
157.28 |
6.71 |
4.1% |
0.66 |
0.4% |
70% |
False |
False |
300,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.95 |
2.618 |
165.11 |
1.618 |
163.98 |
1.000 |
163.28 |
0.618 |
162.85 |
HIGH |
162.15 |
0.618 |
161.72 |
0.500 |
161.59 |
0.382 |
161.45 |
LOW |
161.02 |
0.618 |
160.32 |
1.000 |
159.89 |
1.618 |
159.19 |
2.618 |
158.06 |
4.250 |
156.22 |
|
|
Fisher Pivots for day following 27-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
161.87 |
161.81 |
PP |
161.73 |
161.60 |
S1 |
161.59 |
161.40 |
|