Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
160.58 |
161.25 |
0.67 |
0.4% |
160.29 |
| High |
161.57 |
162.02 |
0.45 |
0.3% |
160.99 |
| Low |
160.47 |
161.10 |
0.63 |
0.4% |
160.00 |
| Close |
161.06 |
161.53 |
0.47 |
0.3% |
160.88 |
| Range |
1.10 |
0.92 |
-0.18 |
-16.4% |
0.99 |
| ATR |
0.69 |
0.71 |
0.02 |
2.8% |
0.00 |
| Volume |
1,012,378 |
484,831 |
-527,547 |
-52.1% |
3,207,437 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.31 |
163.84 |
162.04 |
|
| R3 |
163.39 |
162.92 |
161.78 |
|
| R2 |
162.47 |
162.47 |
161.70 |
|
| R1 |
162.00 |
162.00 |
161.61 |
162.24 |
| PP |
161.55 |
161.55 |
161.55 |
161.67 |
| S1 |
161.08 |
161.08 |
161.45 |
161.32 |
| S2 |
160.63 |
160.63 |
161.36 |
|
| S3 |
159.71 |
160.16 |
161.28 |
|
| S4 |
158.79 |
159.24 |
161.02 |
|
|
| 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 |
162.02 |
160.17 |
1.85 |
1.1% |
0.70 |
0.4% |
74% |
True |
False |
727,219 |
| 10 |
162.02 |
160.00 |
2.02 |
1.3% |
0.66 |
0.4% |
76% |
True |
False |
701,341 |
| 20 |
163.44 |
160.00 |
3.44 |
2.1% |
0.68 |
0.4% |
44% |
False |
False |
709,720 |
| 40 |
163.99 |
159.12 |
4.87 |
3.0% |
0.65 |
0.4% |
49% |
False |
False |
680,182 |
| 60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.70 |
0.4% |
53% |
False |
False |
653,357 |
| 80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
57% |
False |
False |
494,487 |
| 100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.66 |
0.4% |
57% |
False |
False |
396,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.93 |
|
2.618 |
164.43 |
|
1.618 |
163.51 |
|
1.000 |
162.94 |
|
0.618 |
162.59 |
|
HIGH |
162.02 |
|
0.618 |
161.67 |
|
0.500 |
161.56 |
|
0.382 |
161.45 |
|
LOW |
161.10 |
|
0.618 |
160.53 |
|
1.000 |
160.18 |
|
1.618 |
159.61 |
|
2.618 |
158.69 |
|
4.250 |
157.19 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
161.56 |
161.39 |
| PP |
161.55 |
161.24 |
| S1 |
161.54 |
161.10 |
|