Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 28-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
161.25 |
161.94 |
0.69 |
0.4% |
161.52 |
High |
162.15 |
161.98 |
-0.17 |
-0.1% |
162.15 |
Low |
161.02 |
161.26 |
0.24 |
0.1% |
160.64 |
Close |
162.01 |
161.78 |
-0.23 |
-0.1% |
161.78 |
Range |
1.13 |
0.72 |
-0.41 |
-36.3% |
1.51 |
ATR |
0.78 |
0.78 |
0.00 |
-0.3% |
0.00 |
Volume |
785,332 |
480,154 |
-305,178 |
-38.9% |
3,627,045 |
|
Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.83 |
163.53 |
162.18 |
|
R3 |
163.11 |
162.81 |
161.98 |
|
R2 |
162.39 |
162.39 |
161.91 |
|
R1 |
162.09 |
162.09 |
161.85 |
161.88 |
PP |
161.67 |
161.67 |
161.67 |
161.57 |
S1 |
161.37 |
161.37 |
161.71 |
161.16 |
S2 |
160.95 |
160.95 |
161.65 |
|
S3 |
160.23 |
160.65 |
161.58 |
|
S4 |
159.51 |
159.93 |
161.38 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.05 |
165.43 |
162.61 |
|
R3 |
164.54 |
163.92 |
162.20 |
|
R2 |
163.03 |
163.03 |
162.06 |
|
R1 |
162.41 |
162.41 |
161.92 |
162.72 |
PP |
161.52 |
161.52 |
161.52 |
161.68 |
S1 |
160.90 |
160.90 |
161.64 |
161.21 |
S2 |
160.01 |
160.01 |
161.50 |
|
S3 |
158.50 |
159.39 |
161.36 |
|
S4 |
156.99 |
157.88 |
160.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.15 |
160.64 |
1.51 |
0.9% |
0.82 |
0.5% |
75% |
False |
False |
725,409 |
10 |
163.99 |
160.64 |
3.35 |
2.1% |
0.72 |
0.4% |
34% |
False |
False |
705,540 |
20 |
163.99 |
160.64 |
3.35 |
2.1% |
0.64 |
0.4% |
34% |
False |
False |
658,145 |
40 |
163.99 |
158.73 |
5.26 |
3.3% |
0.72 |
0.4% |
58% |
False |
False |
714,641 |
60 |
163.99 |
158.54 |
5.45 |
3.4% |
0.70 |
0.4% |
59% |
False |
False |
507,305 |
80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
62% |
False |
False |
382,006 |
100 |
163.99 |
157.28 |
6.71 |
4.1% |
0.66 |
0.4% |
67% |
False |
False |
305,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.04 |
2.618 |
163.86 |
1.618 |
163.14 |
1.000 |
162.70 |
0.618 |
162.42 |
HIGH |
161.98 |
0.618 |
161.70 |
0.500 |
161.62 |
0.382 |
161.54 |
LOW |
161.26 |
0.618 |
160.82 |
1.000 |
160.54 |
1.618 |
160.10 |
2.618 |
159.38 |
4.250 |
158.20 |
|
|
Fisher Pivots for day following 28-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
161.73 |
161.65 |
PP |
161.67 |
161.52 |
S1 |
161.62 |
161.40 |
|