Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 08-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
Open |
161.00 |
160.29 |
-0.71 |
-0.4% |
161.70 |
High |
161.17 |
160.98 |
-0.19 |
-0.1% |
161.94 |
Low |
160.37 |
160.25 |
-0.12 |
-0.1% |
160.37 |
Close |
160.46 |
160.46 |
0.00 |
0.0% |
160.46 |
Range |
0.80 |
0.73 |
-0.07 |
-8.8% |
1.57 |
ATR |
0.74 |
0.74 |
0.00 |
-0.1% |
0.00 |
Volume |
723,295 |
681,243 |
-42,052 |
-5.8% |
2,763,199 |
|
Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.75 |
162.34 |
160.86 |
|
R3 |
162.02 |
161.61 |
160.66 |
|
R2 |
161.29 |
161.29 |
160.59 |
|
R1 |
160.88 |
160.88 |
160.53 |
161.09 |
PP |
160.56 |
160.56 |
160.56 |
160.67 |
S1 |
160.15 |
160.15 |
160.39 |
160.36 |
S2 |
159.83 |
159.83 |
160.33 |
|
S3 |
159.10 |
159.42 |
160.26 |
|
S4 |
158.37 |
158.69 |
160.06 |
|
|
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 |
161.94 |
160.25 |
1.69 |
1.1% |
0.62 |
0.4% |
12% |
False |
True |
688,888 |
10 |
162.15 |
160.25 |
1.90 |
1.2% |
0.72 |
0.4% |
11% |
False |
True |
707,148 |
20 |
163.99 |
160.25 |
3.74 |
2.3% |
0.65 |
0.4% |
6% |
False |
True |
664,465 |
40 |
163.99 |
158.73 |
5.26 |
3.3% |
0.71 |
0.4% |
33% |
False |
False |
685,679 |
60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
33% |
False |
False |
563,636 |
80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
39% |
False |
False |
425,014 |
100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.65 |
0.4% |
39% |
False |
False |
340,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.08 |
2.618 |
162.89 |
1.618 |
162.16 |
1.000 |
161.71 |
0.618 |
161.43 |
HIGH |
160.98 |
0.618 |
160.70 |
0.500 |
160.62 |
0.382 |
160.53 |
LOW |
160.25 |
0.618 |
159.80 |
1.000 |
159.52 |
1.618 |
159.07 |
2.618 |
158.34 |
4.250 |
157.15 |
|
|
Fisher Pivots for day following 08-May-2017 |
Pivot |
1 day |
3 day |
R1 |
160.62 |
160.89 |
PP |
160.56 |
160.75 |
S1 |
160.51 |
160.60 |
|