Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 24-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
Open |
161.09 |
160.80 |
-0.29 |
-0.2% |
160.84 |
High |
161.32 |
161.13 |
-0.19 |
-0.1% |
162.02 |
Low |
160.59 |
160.68 |
0.09 |
0.1% |
160.17 |
Close |
160.87 |
160.80 |
-0.07 |
0.0% |
161.30 |
Range |
0.73 |
0.45 |
-0.28 |
-38.4% |
1.85 |
ATR |
0.69 |
0.67 |
-0.02 |
-2.5% |
0.00 |
Volume |
666,479 |
537,826 |
-128,653 |
-19.3% |
3,633,753 |
|
Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.22 |
161.96 |
161.05 |
|
R3 |
161.77 |
161.51 |
160.92 |
|
R2 |
161.32 |
161.32 |
160.88 |
|
R1 |
161.06 |
161.06 |
160.84 |
161.03 |
PP |
160.87 |
160.87 |
160.87 |
160.85 |
S1 |
160.61 |
160.61 |
160.76 |
160.58 |
S2 |
160.42 |
160.42 |
160.72 |
|
S3 |
159.97 |
160.16 |
160.68 |
|
S4 |
159.52 |
159.71 |
160.55 |
|
|
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 |
160.59 |
1.43 |
0.9% |
0.63 |
0.4% |
15% |
False |
False |
581,295 |
10 |
162.02 |
160.00 |
2.02 |
1.3% |
0.63 |
0.4% |
40% |
False |
False |
665,629 |
20 |
162.15 |
160.00 |
2.15 |
1.3% |
0.65 |
0.4% |
37% |
False |
False |
675,732 |
40 |
163.99 |
160.00 |
3.99 |
2.5% |
0.64 |
0.4% |
20% |
False |
False |
670,167 |
60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.68 |
0.4% |
39% |
False |
False |
688,621 |
80 |
163.99 |
158.28 |
5.71 |
3.6% |
0.68 |
0.4% |
44% |
False |
False |
524,351 |
100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.67 |
0.4% |
45% |
False |
False |
420,382 |
120 |
163.99 |
157.28 |
6.71 |
4.2% |
0.64 |
0.4% |
52% |
False |
False |
350,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.04 |
2.618 |
162.31 |
1.618 |
161.86 |
1.000 |
161.58 |
0.618 |
161.41 |
HIGH |
161.13 |
0.618 |
160.96 |
0.500 |
160.91 |
0.382 |
160.85 |
LOW |
160.68 |
0.618 |
160.40 |
1.000 |
160.23 |
1.618 |
159.95 |
2.618 |
159.50 |
4.250 |
158.77 |
|
|
Fisher Pivots for day following 24-May-2017 |
Pivot |
1 day |
3 day |
R1 |
160.91 |
161.03 |
PP |
160.87 |
160.95 |
S1 |
160.84 |
160.88 |
|