Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 09-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
Open |
160.29 |
160.47 |
0.18 |
0.1% |
161.70 |
High |
160.98 |
160.48 |
-0.50 |
-0.3% |
161.94 |
Low |
160.25 |
160.11 |
-0.14 |
-0.1% |
160.37 |
Close |
160.46 |
160.29 |
-0.17 |
-0.1% |
160.46 |
Range |
0.73 |
0.37 |
-0.36 |
-49.3% |
1.57 |
ATR |
0.74 |
0.72 |
-0.03 |
-3.6% |
0.00 |
Volume |
681,243 |
646,867 |
-34,376 |
-5.0% |
2,763,199 |
|
Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.40 |
161.22 |
160.49 |
|
R3 |
161.03 |
160.85 |
160.39 |
|
R2 |
160.66 |
160.66 |
160.36 |
|
R1 |
160.48 |
160.48 |
160.32 |
160.39 |
PP |
160.29 |
160.29 |
160.29 |
160.25 |
S1 |
160.11 |
160.11 |
160.26 |
160.02 |
S2 |
159.92 |
159.92 |
160.22 |
|
S3 |
159.55 |
159.74 |
160.19 |
|
S4 |
159.18 |
159.37 |
160.09 |
|
|
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 |
160.11 |
1.83 |
1.1% |
0.62 |
0.4% |
10% |
False |
True |
711,787 |
10 |
162.15 |
160.11 |
2.04 |
1.3% |
0.69 |
0.4% |
9% |
False |
True |
687,720 |
20 |
163.99 |
160.11 |
3.88 |
2.4% |
0.65 |
0.4% |
5% |
False |
True |
667,020 |
40 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
30% |
False |
False |
678,317 |
60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
30% |
False |
False |
574,276 |
80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
36% |
False |
False |
433,044 |
100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.64 |
0.4% |
36% |
False |
False |
346,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.05 |
2.618 |
161.45 |
1.618 |
161.08 |
1.000 |
160.85 |
0.618 |
160.71 |
HIGH |
160.48 |
0.618 |
160.34 |
0.500 |
160.30 |
0.382 |
160.25 |
LOW |
160.11 |
0.618 |
159.88 |
1.000 |
159.74 |
1.618 |
159.51 |
2.618 |
159.14 |
4.250 |
158.54 |
|
|
Fisher Pivots for day following 09-May-2017 |
Pivot |
1 day |
3 day |
R1 |
160.30 |
160.64 |
PP |
160.29 |
160.52 |
S1 |
160.29 |
160.41 |
|