Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 22-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
Open |
161.46 |
161.22 |
-0.24 |
-0.1% |
160.84 |
High |
161.55 |
161.47 |
-0.08 |
0.0% |
162.02 |
Low |
161.17 |
160.79 |
-0.38 |
-0.2% |
160.17 |
Close |
161.30 |
160.99 |
-0.31 |
-0.2% |
161.30 |
Range |
0.38 |
0.68 |
0.30 |
78.9% |
1.85 |
ATR |
0.69 |
0.69 |
0.00 |
-0.1% |
0.00 |
Volume |
551,072 |
666,271 |
115,199 |
20.9% |
3,633,753 |
|
Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.12 |
162.74 |
161.36 |
|
R3 |
162.44 |
162.06 |
161.18 |
|
R2 |
161.76 |
161.76 |
161.11 |
|
R1 |
161.38 |
161.38 |
161.05 |
161.23 |
PP |
161.08 |
161.08 |
161.08 |
161.01 |
S1 |
160.70 |
160.70 |
160.93 |
160.55 |
S2 |
160.40 |
160.40 |
160.87 |
|
S3 |
159.72 |
160.02 |
160.80 |
|
S4 |
159.04 |
159.34 |
160.62 |
|
|
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% |
0.71 |
0.4% |
44% |
False |
False |
719,851 |
10 |
162.02 |
160.00 |
2.02 |
1.3% |
0.61 |
0.4% |
49% |
False |
False |
682,621 |
20 |
162.15 |
160.00 |
2.15 |
1.3% |
0.66 |
0.4% |
46% |
False |
False |
694,885 |
40 |
163.99 |
159.73 |
4.26 |
2.6% |
0.64 |
0.4% |
30% |
False |
False |
671,247 |
60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
43% |
False |
False |
671,458 |
80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
48% |
False |
False |
509,459 |
100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.67 |
0.4% |
48% |
False |
False |
408,340 |
120 |
163.99 |
157.28 |
6.71 |
4.2% |
0.64 |
0.4% |
55% |
False |
False |
340,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.36 |
2.618 |
163.25 |
1.618 |
162.57 |
1.000 |
162.15 |
0.618 |
161.89 |
HIGH |
161.47 |
0.618 |
161.21 |
0.500 |
161.13 |
0.382 |
161.05 |
LOW |
160.79 |
0.618 |
160.37 |
1.000 |
160.11 |
1.618 |
159.69 |
2.618 |
159.01 |
4.250 |
157.90 |
|
|
Fisher Pivots for day following 22-May-2017 |
Pivot |
1 day |
3 day |
R1 |
161.13 |
161.41 |
PP |
161.08 |
161.27 |
S1 |
161.04 |
161.13 |
|