Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 05-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
Open |
161.53 |
161.00 |
-0.53 |
-0.3% |
161.70 |
High |
161.53 |
161.17 |
-0.36 |
-0.2% |
161.94 |
Low |
160.74 |
160.37 |
-0.37 |
-0.2% |
160.37 |
Close |
160.90 |
160.46 |
-0.44 |
-0.3% |
160.46 |
Range |
0.79 |
0.80 |
0.01 |
1.3% |
1.57 |
ATR |
0.74 |
0.74 |
0.00 |
0.6% |
0.00 |
Volume |
714,720 |
723,295 |
8,575 |
1.2% |
2,763,199 |
|
Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.07 |
162.56 |
160.90 |
|
R3 |
162.27 |
161.76 |
160.68 |
|
R2 |
161.47 |
161.47 |
160.61 |
|
R1 |
160.96 |
160.96 |
160.53 |
160.82 |
PP |
160.67 |
160.67 |
160.67 |
160.59 |
S1 |
160.16 |
160.16 |
160.39 |
160.02 |
S2 |
159.87 |
159.87 |
160.31 |
|
S3 |
159.07 |
159.36 |
160.24 |
|
S4 |
158.27 |
158.56 |
160.02 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.63 |
164.62 |
161.32 |
|
R3 |
164.06 |
163.05 |
160.89 |
|
R2 |
162.49 |
162.49 |
160.75 |
|
R1 |
161.48 |
161.48 |
160.60 |
161.20 |
PP |
160.92 |
160.92 |
160.92 |
160.79 |
S1 |
159.91 |
159.91 |
160.32 |
159.63 |
S2 |
159.35 |
159.35 |
160.17 |
|
S3 |
157.78 |
158.34 |
160.03 |
|
S4 |
156.21 |
156.77 |
159.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.98 |
160.37 |
1.61 |
1.0% |
0.62 |
0.4% |
6% |
False |
True |
648,670 |
10 |
162.94 |
160.37 |
2.57 |
1.6% |
0.69 |
0.4% |
4% |
False |
True |
737,578 |
20 |
163.99 |
160.37 |
3.62 |
2.3% |
0.65 |
0.4% |
2% |
False |
True |
659,863 |
40 |
163.99 |
158.73 |
5.26 |
3.3% |
0.71 |
0.4% |
33% |
False |
False |
691,681 |
60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
33% |
False |
False |
552,376 |
80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.69 |
0.4% |
39% |
False |
False |
416,512 |
100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.64 |
0.4% |
39% |
False |
False |
333,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.57 |
2.618 |
163.26 |
1.618 |
162.46 |
1.000 |
161.97 |
0.618 |
161.66 |
HIGH |
161.17 |
0.618 |
160.86 |
0.500 |
160.77 |
0.382 |
160.68 |
LOW |
160.37 |
0.618 |
159.88 |
1.000 |
159.57 |
1.618 |
159.08 |
2.618 |
158.28 |
4.250 |
156.97 |
|
|
Fisher Pivots for day following 05-May-2017 |
Pivot |
1 day |
3 day |
R1 |
160.77 |
161.16 |
PP |
160.67 |
160.92 |
S1 |
160.56 |
160.69 |
|