Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 11-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
Open |
160.41 |
160.30 |
-0.11 |
-0.1% |
161.70 |
High |
160.83 |
160.56 |
-0.27 |
-0.2% |
161.94 |
Low |
160.22 |
160.00 |
-0.22 |
-0.1% |
160.37 |
Close |
160.60 |
160.42 |
-0.18 |
-0.1% |
160.46 |
Range |
0.61 |
0.56 |
-0.05 |
-8.2% |
1.57 |
ATR |
0.71 |
0.70 |
-0.01 |
-1.1% |
0.00 |
Volume |
727,359 |
598,554 |
-128,805 |
-17.7% |
2,763,199 |
|
Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.01 |
161.77 |
160.73 |
|
R3 |
161.45 |
161.21 |
160.57 |
|
R2 |
160.89 |
160.89 |
160.52 |
|
R1 |
160.65 |
160.65 |
160.47 |
160.77 |
PP |
160.33 |
160.33 |
160.33 |
160.39 |
S1 |
160.09 |
160.09 |
160.37 |
160.21 |
S2 |
159.77 |
159.77 |
160.32 |
|
S3 |
159.21 |
159.53 |
160.27 |
|
S4 |
158.65 |
158.97 |
160.11 |
|
|
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 |
161.17 |
160.00 |
1.17 |
0.7% |
0.61 |
0.4% |
36% |
False |
True |
675,463 |
10 |
162.15 |
160.00 |
2.15 |
1.3% |
0.65 |
0.4% |
20% |
False |
True |
668,270 |
20 |
163.99 |
160.00 |
3.99 |
2.5% |
0.64 |
0.4% |
11% |
False |
True |
674,962 |
40 |
163.99 |
158.73 |
5.26 |
3.3% |
0.67 |
0.4% |
32% |
False |
False |
678,179 |
60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.70 |
0.4% |
32% |
False |
False |
595,869 |
80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
38% |
False |
False |
449,596 |
100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.65 |
0.4% |
38% |
False |
False |
359,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.94 |
2.618 |
162.03 |
1.618 |
161.47 |
1.000 |
161.12 |
0.618 |
160.91 |
HIGH |
160.56 |
0.618 |
160.35 |
0.500 |
160.28 |
0.382 |
160.21 |
LOW |
160.00 |
0.618 |
159.65 |
1.000 |
159.44 |
1.618 |
159.09 |
2.618 |
158.53 |
4.250 |
157.62 |
|
|
Fisher Pivots for day following 11-May-2017 |
Pivot |
1 day |
3 day |
R1 |
160.37 |
160.42 |
PP |
160.33 |
160.42 |
S1 |
160.28 |
160.42 |
|