Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 03-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
Open |
161.70 |
161.77 |
0.07 |
0.0% |
161.52 |
High |
161.81 |
161.94 |
0.13 |
0.1% |
162.15 |
Low |
161.45 |
161.53 |
0.08 |
0.0% |
160.64 |
Close |
161.69 |
161.69 |
0.00 |
0.0% |
161.78 |
Range |
0.36 |
0.41 |
0.05 |
13.9% |
1.51 |
ATR |
0.75 |
0.72 |
-0.02 |
-3.2% |
0.00 |
Volume |
532,370 |
792,814 |
260,444 |
48.9% |
3,627,045 |
|
Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.95 |
162.73 |
161.92 |
|
R3 |
162.54 |
162.32 |
161.80 |
|
R2 |
162.13 |
162.13 |
161.77 |
|
R1 |
161.91 |
161.91 |
161.73 |
161.82 |
PP |
161.72 |
161.72 |
161.72 |
161.67 |
S1 |
161.50 |
161.50 |
161.65 |
161.41 |
S2 |
161.31 |
161.31 |
161.61 |
|
S3 |
160.90 |
161.09 |
161.58 |
|
S4 |
160.49 |
160.68 |
161.46 |
|
|
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% |
0.67 |
0.4% |
70% |
False |
False |
672,972 |
10 |
163.80 |
160.64 |
3.16 |
2.0% |
0.69 |
0.4% |
33% |
False |
False |
717,822 |
20 |
163.99 |
160.64 |
3.35 |
2.1% |
0.64 |
0.4% |
31% |
False |
False |
662,362 |
40 |
163.99 |
158.73 |
5.26 |
3.3% |
0.70 |
0.4% |
56% |
False |
False |
697,896 |
60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
56% |
False |
False |
528,928 |
80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.67 |
0.4% |
60% |
False |
False |
398,562 |
100 |
163.99 |
157.82 |
6.17 |
3.8% |
0.64 |
0.4% |
63% |
False |
False |
318,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.68 |
2.618 |
163.01 |
1.618 |
162.60 |
1.000 |
162.35 |
0.618 |
162.19 |
HIGH |
161.94 |
0.618 |
161.78 |
0.500 |
161.74 |
0.382 |
161.69 |
LOW |
161.53 |
0.618 |
161.28 |
1.000 |
161.12 |
1.618 |
160.87 |
2.618 |
160.46 |
4.250 |
159.79 |
|
|
Fisher Pivots for day following 03-May-2017 |
Pivot |
1 day |
3 day |
R1 |
161.74 |
161.67 |
PP |
161.72 |
161.64 |
S1 |
161.71 |
161.62 |
|