Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 19-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
Open |
161.25 |
161.46 |
0.21 |
0.1% |
160.84 |
High |
162.02 |
161.55 |
-0.47 |
-0.3% |
162.02 |
Low |
161.10 |
161.17 |
0.07 |
0.0% |
160.17 |
Close |
161.53 |
161.30 |
-0.23 |
-0.1% |
161.30 |
Range |
0.92 |
0.38 |
-0.54 |
-58.7% |
1.85 |
ATR |
0.71 |
0.69 |
-0.02 |
-3.3% |
0.00 |
Volume |
484,831 |
551,072 |
66,241 |
13.7% |
3,633,753 |
|
Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.48 |
162.27 |
161.51 |
|
R3 |
162.10 |
161.89 |
161.40 |
|
R2 |
161.72 |
161.72 |
161.37 |
|
R1 |
161.51 |
161.51 |
161.33 |
161.43 |
PP |
161.34 |
161.34 |
161.34 |
161.30 |
S1 |
161.13 |
161.13 |
161.27 |
161.05 |
S2 |
160.96 |
160.96 |
161.23 |
|
S3 |
160.58 |
160.75 |
161.20 |
|
S4 |
160.20 |
160.37 |
161.09 |
|
|
Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.71 |
165.86 |
162.32 |
|
R3 |
164.86 |
164.01 |
161.81 |
|
R2 |
163.01 |
163.01 |
161.64 |
|
R1 |
162.16 |
162.16 |
161.47 |
162.59 |
PP |
161.16 |
161.16 |
161.16 |
161.38 |
S1 |
160.31 |
160.31 |
161.13 |
160.74 |
S2 |
159.31 |
159.31 |
160.96 |
|
S3 |
157.46 |
158.46 |
160.79 |
|
S4 |
155.61 |
156.61 |
160.28 |
|
|
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% |
0.66 |
0.4% |
61% |
False |
False |
726,750 |
10 |
162.02 |
160.00 |
2.02 |
1.3% |
0.61 |
0.4% |
64% |
False |
False |
684,119 |
20 |
162.94 |
160.00 |
2.94 |
1.8% |
0.65 |
0.4% |
44% |
False |
False |
710,848 |
40 |
163.99 |
159.65 |
4.34 |
2.7% |
0.64 |
0.4% |
38% |
False |
False |
673,218 |
60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.70 |
0.4% |
49% |
False |
False |
661,263 |
80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
53% |
False |
False |
501,186 |
100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.66 |
0.4% |
53% |
False |
False |
401,678 |
120 |
163.99 |
157.28 |
6.71 |
4.2% |
0.63 |
0.4% |
60% |
False |
False |
334,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.17 |
2.618 |
162.54 |
1.618 |
162.16 |
1.000 |
161.93 |
0.618 |
161.78 |
HIGH |
161.55 |
0.618 |
161.40 |
0.500 |
161.36 |
0.382 |
161.32 |
LOW |
161.17 |
0.618 |
160.94 |
1.000 |
160.79 |
1.618 |
160.56 |
2.618 |
160.18 |
4.250 |
159.56 |
|
|
Fisher Pivots for day following 19-May-2017 |
Pivot |
1 day |
3 day |
R1 |
161.36 |
161.28 |
PP |
161.34 |
161.26 |
S1 |
161.32 |
161.25 |
|