Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
160.80 |
161.10 |
0.30 |
0.2% |
160.84 |
| High |
161.13 |
161.43 |
0.30 |
0.2% |
162.02 |
| Low |
160.68 |
161.02 |
0.34 |
0.2% |
160.17 |
| Close |
160.80 |
161.31 |
0.51 |
0.3% |
161.30 |
| Range |
0.45 |
0.41 |
-0.04 |
-8.9% |
1.85 |
| ATR |
0.67 |
0.67 |
0.00 |
-0.4% |
0.00 |
| Volume |
537,826 |
638,473 |
100,647 |
18.7% |
3,633,753 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.48 |
162.31 |
161.54 |
|
| R3 |
162.07 |
161.90 |
161.42 |
|
| R2 |
161.66 |
161.66 |
161.39 |
|
| R1 |
161.49 |
161.49 |
161.35 |
161.58 |
| PP |
161.25 |
161.25 |
161.25 |
161.30 |
| S1 |
161.08 |
161.08 |
161.27 |
161.17 |
| S2 |
160.84 |
160.84 |
161.23 |
|
| S3 |
160.43 |
160.67 |
161.20 |
|
| S4 |
160.02 |
160.26 |
161.08 |
|
|
| 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 |
161.55 |
160.59 |
0.96 |
0.6% |
0.53 |
0.3% |
75% |
False |
False |
612,024 |
| 10 |
162.02 |
160.17 |
1.85 |
1.1% |
0.61 |
0.4% |
62% |
False |
False |
669,621 |
| 20 |
162.15 |
160.00 |
2.15 |
1.3% |
0.63 |
0.4% |
61% |
False |
False |
668,946 |
| 40 |
163.99 |
160.00 |
3.99 |
2.5% |
0.63 |
0.4% |
33% |
False |
False |
669,314 |
| 60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
49% |
False |
False |
696,257 |
| 80 |
163.99 |
158.40 |
5.59 |
3.5% |
0.68 |
0.4% |
52% |
False |
False |
532,210 |
| 100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.67 |
0.4% |
53% |
False |
False |
426,757 |
| 120 |
163.99 |
157.28 |
6.71 |
4.2% |
0.64 |
0.4% |
60% |
False |
False |
355,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.17 |
|
2.618 |
162.50 |
|
1.618 |
162.09 |
|
1.000 |
161.84 |
|
0.618 |
161.68 |
|
HIGH |
161.43 |
|
0.618 |
161.27 |
|
0.500 |
161.23 |
|
0.382 |
161.18 |
|
LOW |
161.02 |
|
0.618 |
160.77 |
|
1.000 |
160.61 |
|
1.618 |
160.36 |
|
2.618 |
159.95 |
|
4.250 |
159.28 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
161.28 |
161.21 |
| PP |
161.25 |
161.11 |
| S1 |
161.23 |
161.01 |
|