Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
161.94 |
161.70 |
-0.24 |
-0.1% |
161.52 |
| High |
161.98 |
161.81 |
-0.17 |
-0.1% |
162.15 |
| Low |
161.26 |
161.45 |
0.19 |
0.1% |
160.64 |
| Close |
161.78 |
161.69 |
-0.09 |
-0.1% |
161.78 |
| Range |
0.72 |
0.36 |
-0.36 |
-50.0% |
1.51 |
| ATR |
0.78 |
0.75 |
-0.03 |
-3.8% |
0.00 |
| Volume |
480,154 |
532,370 |
52,216 |
10.9% |
3,627,045 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.73 |
162.57 |
161.89 |
|
| R3 |
162.37 |
162.21 |
161.79 |
|
| R2 |
162.01 |
162.01 |
161.76 |
|
| R1 |
161.85 |
161.85 |
161.72 |
161.75 |
| PP |
161.65 |
161.65 |
161.65 |
161.60 |
| S1 |
161.49 |
161.49 |
161.66 |
161.39 |
| S2 |
161.29 |
161.29 |
161.62 |
|
| S3 |
160.93 |
161.13 |
161.59 |
|
| S4 |
160.57 |
160.77 |
161.49 |
|
|
| 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% |
0.75 |
0.5% |
70% |
False |
False |
663,653 |
| 10 |
163.99 |
160.64 |
3.35 |
2.1% |
0.71 |
0.4% |
31% |
False |
False |
701,621 |
| 20 |
163.99 |
160.64 |
3.35 |
2.1% |
0.63 |
0.4% |
31% |
False |
False |
653,850 |
| 40 |
163.99 |
158.73 |
5.26 |
3.3% |
0.71 |
0.4% |
56% |
False |
False |
704,766 |
| 60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.70 |
0.4% |
56% |
False |
False |
516,085 |
| 80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
60% |
False |
False |
388,656 |
| 100 |
163.99 |
157.28 |
6.71 |
4.1% |
0.65 |
0.4% |
66% |
False |
False |
310,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.34 |
|
2.618 |
162.75 |
|
1.618 |
162.39 |
|
1.000 |
162.17 |
|
0.618 |
162.03 |
|
HIGH |
161.81 |
|
0.618 |
161.67 |
|
0.500 |
161.63 |
|
0.382 |
161.59 |
|
LOW |
161.45 |
|
0.618 |
161.23 |
|
1.000 |
161.09 |
|
1.618 |
160.87 |
|
2.618 |
160.51 |
|
4.250 |
159.92 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
161.67 |
161.66 |
| PP |
161.65 |
161.62 |
| S1 |
161.63 |
161.59 |
|