Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 16-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
Open |
160.84 |
160.61 |
-0.23 |
-0.1% |
160.29 |
High |
160.89 |
160.63 |
-0.26 |
-0.2% |
160.99 |
Low |
160.46 |
160.17 |
-0.29 |
-0.2% |
160.00 |
Close |
160.51 |
160.48 |
-0.03 |
0.0% |
160.88 |
Range |
0.43 |
0.46 |
0.03 |
7.0% |
0.99 |
ATR |
0.67 |
0.66 |
-0.02 |
-2.3% |
0.00 |
Volume |
700,766 |
884,706 |
183,940 |
26.2% |
3,207,437 |
|
Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.81 |
161.60 |
160.73 |
|
R3 |
161.35 |
161.14 |
160.61 |
|
R2 |
160.89 |
160.89 |
160.56 |
|
R1 |
160.68 |
160.68 |
160.52 |
160.56 |
PP |
160.43 |
160.43 |
160.43 |
160.36 |
S1 |
160.22 |
160.22 |
160.44 |
160.10 |
S2 |
159.97 |
159.97 |
160.40 |
|
S3 |
159.51 |
159.76 |
160.35 |
|
S4 |
159.05 |
159.30 |
160.23 |
|
|
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% |
0.53 |
0.3% |
48% |
False |
False |
692,959 |
10 |
161.94 |
160.00 |
1.94 |
1.2% |
0.57 |
0.4% |
25% |
False |
False |
702,373 |
20 |
163.99 |
160.00 |
3.99 |
2.5% |
0.64 |
0.4% |
12% |
False |
False |
701,997 |
40 |
163.99 |
159.09 |
4.90 |
3.1% |
0.63 |
0.4% |
28% |
False |
False |
677,820 |
60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
33% |
False |
False |
629,420 |
80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
39% |
False |
False |
476,022 |
100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.65 |
0.4% |
39% |
False |
False |
381,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.59 |
2.618 |
161.83 |
1.618 |
161.37 |
1.000 |
161.09 |
0.618 |
160.91 |
HIGH |
160.63 |
0.618 |
160.45 |
0.500 |
160.40 |
0.382 |
160.35 |
LOW |
160.17 |
0.618 |
159.89 |
1.000 |
159.71 |
1.618 |
159.43 |
2.618 |
158.97 |
4.250 |
158.22 |
|
|
Fisher Pivots for day following 16-May-2017 |
Pivot |
1 day |
3 day |
R1 |
160.45 |
160.58 |
PP |
160.43 |
160.55 |
S1 |
160.40 |
160.51 |
|