Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
160.30 |
160.50 |
0.20 |
0.1% |
160.29 |
| High |
160.56 |
160.99 |
0.43 |
0.3% |
160.99 |
| Low |
160.00 |
160.41 |
0.41 |
0.3% |
160.00 |
| Close |
160.42 |
160.88 |
0.46 |
0.3% |
160.88 |
| Range |
0.56 |
0.58 |
0.02 |
3.6% |
0.99 |
| ATR |
0.70 |
0.69 |
-0.01 |
-1.2% |
0.00 |
| Volume |
598,554 |
553,414 |
-45,140 |
-7.5% |
3,207,437 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.50 |
162.27 |
161.20 |
|
| R3 |
161.92 |
161.69 |
161.04 |
|
| R2 |
161.34 |
161.34 |
160.99 |
|
| R1 |
161.11 |
161.11 |
160.93 |
161.23 |
| PP |
160.76 |
160.76 |
160.76 |
160.82 |
| S1 |
160.53 |
160.53 |
160.83 |
160.65 |
| S2 |
160.18 |
160.18 |
160.77 |
|
| S3 |
159.60 |
159.95 |
160.72 |
|
| S4 |
159.02 |
159.37 |
160.56 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.59 |
163.23 |
161.42 |
|
| R3 |
162.60 |
162.24 |
161.15 |
|
| R2 |
161.61 |
161.61 |
161.06 |
|
| R1 |
161.25 |
161.25 |
160.97 |
161.43 |
| PP |
160.62 |
160.62 |
160.62 |
160.72 |
| S1 |
160.26 |
160.26 |
160.79 |
160.44 |
| S2 |
159.63 |
159.63 |
160.70 |
|
| S3 |
158.64 |
159.27 |
160.61 |
|
| S4 |
157.65 |
158.28 |
160.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160.99 |
160.00 |
0.99 |
0.6% |
0.57 |
0.4% |
89% |
True |
False |
641,487 |
| 10 |
161.98 |
160.00 |
1.98 |
1.2% |
0.59 |
0.4% |
44% |
False |
False |
645,079 |
| 20 |
163.99 |
160.00 |
3.99 |
2.5% |
0.64 |
0.4% |
22% |
False |
False |
675,837 |
| 40 |
163.99 |
159.09 |
4.90 |
3.0% |
0.67 |
0.4% |
37% |
False |
False |
675,055 |
| 60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
41% |
False |
False |
604,462 |
| 80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
46% |
False |
False |
456,410 |
| 100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.64 |
0.4% |
46% |
False |
False |
365,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.46 |
|
2.618 |
162.51 |
|
1.618 |
161.93 |
|
1.000 |
161.57 |
|
0.618 |
161.35 |
|
HIGH |
160.99 |
|
0.618 |
160.77 |
|
0.500 |
160.70 |
|
0.382 |
160.63 |
|
LOW |
160.41 |
|
0.618 |
160.05 |
|
1.000 |
159.83 |
|
1.618 |
159.47 |
|
2.618 |
158.89 |
|
4.250 |
157.95 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
160.82 |
160.75 |
| PP |
160.76 |
160.62 |
| S1 |
160.70 |
160.50 |
|