Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 10-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
Open |
160.47 |
160.41 |
-0.06 |
0.0% |
161.70 |
High |
160.48 |
160.83 |
0.35 |
0.2% |
161.94 |
Low |
160.11 |
160.22 |
0.11 |
0.1% |
160.37 |
Close |
160.29 |
160.60 |
0.31 |
0.2% |
160.46 |
Range |
0.37 |
0.61 |
0.24 |
64.9% |
1.57 |
ATR |
0.72 |
0.71 |
-0.01 |
-1.1% |
0.00 |
Volume |
646,867 |
727,359 |
80,492 |
12.4% |
2,763,199 |
|
Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.38 |
162.10 |
160.94 |
|
R3 |
161.77 |
161.49 |
160.77 |
|
R2 |
161.16 |
161.16 |
160.71 |
|
R1 |
160.88 |
160.88 |
160.66 |
161.02 |
PP |
160.55 |
160.55 |
160.55 |
160.62 |
S1 |
160.27 |
160.27 |
160.54 |
160.41 |
S2 |
159.94 |
159.94 |
160.49 |
|
S3 |
159.33 |
159.66 |
160.43 |
|
S4 |
158.72 |
159.05 |
160.26 |
|
|
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 |
161.53 |
160.11 |
1.42 |
0.9% |
0.66 |
0.4% |
35% |
False |
False |
698,696 |
10 |
162.15 |
160.11 |
2.04 |
1.3% |
0.66 |
0.4% |
24% |
False |
False |
685,834 |
20 |
163.99 |
160.11 |
3.88 |
2.4% |
0.65 |
0.4% |
13% |
False |
False |
678,027 |
40 |
163.99 |
158.73 |
5.26 |
3.3% |
0.68 |
0.4% |
36% |
False |
False |
681,419 |
60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
36% |
False |
False |
586,250 |
80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
41% |
False |
False |
442,125 |
100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.65 |
0.4% |
41% |
False |
False |
353,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.42 |
2.618 |
162.43 |
1.618 |
161.82 |
1.000 |
161.44 |
0.618 |
161.21 |
HIGH |
160.83 |
0.618 |
160.60 |
0.500 |
160.53 |
0.382 |
160.45 |
LOW |
160.22 |
0.618 |
159.84 |
1.000 |
159.61 |
1.618 |
159.23 |
2.618 |
158.62 |
4.250 |
157.63 |
|
|
Fisher Pivots for day following 10-May-2017 |
Pivot |
1 day |
3 day |
R1 |
160.58 |
160.58 |
PP |
160.55 |
160.56 |
S1 |
160.53 |
160.55 |
|