Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 26-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
Open |
161.10 |
161.48 |
0.38 |
0.2% |
161.22 |
High |
161.43 |
161.88 |
0.45 |
0.3% |
161.88 |
Low |
161.02 |
161.33 |
0.31 |
0.2% |
160.59 |
Close |
161.31 |
161.79 |
0.48 |
0.3% |
161.79 |
Range |
0.41 |
0.55 |
0.14 |
34.1% |
1.29 |
ATR |
0.67 |
0.66 |
-0.01 |
-1.1% |
0.00 |
Volume |
638,473 |
257,675 |
-380,798 |
-59.6% |
2,766,724 |
|
Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.32 |
163.10 |
162.09 |
|
R3 |
162.77 |
162.55 |
161.94 |
|
R2 |
162.22 |
162.22 |
161.89 |
|
R1 |
162.00 |
162.00 |
161.84 |
162.11 |
PP |
161.67 |
161.67 |
161.67 |
161.72 |
S1 |
161.45 |
161.45 |
161.74 |
161.56 |
S2 |
161.12 |
161.12 |
161.69 |
|
S3 |
160.57 |
160.90 |
161.64 |
|
S4 |
160.02 |
160.35 |
161.49 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.29 |
164.83 |
162.50 |
|
R3 |
164.00 |
163.54 |
162.14 |
|
R2 |
162.71 |
162.71 |
162.03 |
|
R1 |
162.25 |
162.25 |
161.91 |
162.48 |
PP |
161.42 |
161.42 |
161.42 |
161.54 |
S1 |
160.96 |
160.96 |
161.67 |
161.19 |
S2 |
160.13 |
160.13 |
161.55 |
|
S3 |
158.84 |
159.67 |
161.44 |
|
S4 |
157.55 |
158.38 |
161.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.88 |
160.59 |
1.29 |
0.8% |
0.56 |
0.3% |
93% |
True |
False |
553,344 |
10 |
162.02 |
160.17 |
1.85 |
1.1% |
0.61 |
0.4% |
88% |
False |
False |
640,047 |
20 |
162.02 |
160.00 |
2.02 |
1.2% |
0.60 |
0.4% |
89% |
False |
False |
642,563 |
40 |
163.99 |
160.00 |
3.99 |
2.5% |
0.63 |
0.4% |
45% |
False |
False |
655,966 |
60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
58% |
False |
False |
693,659 |
80 |
163.99 |
158.40 |
5.59 |
3.5% |
0.67 |
0.4% |
61% |
False |
False |
535,310 |
100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.66 |
0.4% |
62% |
False |
False |
429,326 |
120 |
163.99 |
157.28 |
6.71 |
4.1% |
0.65 |
0.4% |
67% |
False |
False |
357,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.22 |
2.618 |
163.32 |
1.618 |
162.77 |
1.000 |
162.43 |
0.618 |
162.22 |
HIGH |
161.88 |
0.618 |
161.67 |
0.500 |
161.61 |
0.382 |
161.54 |
LOW |
161.33 |
0.618 |
160.99 |
1.000 |
160.78 |
1.618 |
160.44 |
2.618 |
159.89 |
4.250 |
158.99 |
|
|
Fisher Pivots for day following 26-May-2017 |
Pivot |
1 day |
3 day |
R1 |
161.73 |
161.62 |
PP |
161.67 |
161.45 |
S1 |
161.61 |
161.28 |
|