Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 29-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
29-May-2017 |
Change |
Change % |
Previous Week |
Open |
161.48 |
161.80 |
0.32 |
0.2% |
161.22 |
High |
161.88 |
162.32 |
0.44 |
0.3% |
161.88 |
Low |
161.33 |
161.68 |
0.35 |
0.2% |
160.59 |
Close |
161.79 |
162.28 |
0.49 |
0.3% |
161.79 |
Range |
0.55 |
0.64 |
0.09 |
16.4% |
1.29 |
ATR |
0.66 |
0.66 |
0.00 |
-0.2% |
0.00 |
Volume |
257,675 |
781,453 |
523,778 |
203.3% |
2,766,724 |
|
Daily Pivots for day following 29-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.01 |
163.79 |
162.63 |
|
R3 |
163.37 |
163.15 |
162.46 |
|
R2 |
162.73 |
162.73 |
162.40 |
|
R1 |
162.51 |
162.51 |
162.34 |
162.62 |
PP |
162.09 |
162.09 |
162.09 |
162.15 |
S1 |
161.87 |
161.87 |
162.22 |
161.98 |
S2 |
161.45 |
161.45 |
162.16 |
|
S3 |
160.81 |
161.23 |
162.10 |
|
S4 |
160.17 |
160.59 |
161.93 |
|
|
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 |
162.32 |
160.59 |
1.73 |
1.1% |
0.56 |
0.3% |
98% |
True |
False |
576,381 |
10 |
162.32 |
160.17 |
2.15 |
1.3% |
0.63 |
0.4% |
98% |
True |
False |
648,116 |
20 |
162.32 |
160.00 |
2.32 |
1.4% |
0.60 |
0.4% |
98% |
True |
False |
657,628 |
40 |
163.99 |
160.00 |
3.99 |
2.5% |
0.62 |
0.4% |
57% |
False |
False |
657,887 |
60 |
163.99 |
158.73 |
5.26 |
3.2% |
0.68 |
0.4% |
67% |
False |
False |
695,637 |
80 |
163.99 |
158.54 |
5.45 |
3.4% |
0.68 |
0.4% |
69% |
False |
False |
544,886 |
100 |
163.99 |
158.24 |
5.75 |
3.5% |
0.67 |
0.4% |
70% |
False |
False |
437,130 |
120 |
163.99 |
157.28 |
6.71 |
4.1% |
0.65 |
0.4% |
75% |
False |
False |
364,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.04 |
2.618 |
164.00 |
1.618 |
163.36 |
1.000 |
162.96 |
0.618 |
162.72 |
HIGH |
162.32 |
0.618 |
162.08 |
0.500 |
162.00 |
0.382 |
161.92 |
LOW |
161.68 |
0.618 |
161.28 |
1.000 |
161.04 |
1.618 |
160.64 |
2.618 |
160.00 |
4.250 |
158.96 |
|
|
Fisher Pivots for day following 29-May-2017 |
Pivot |
1 day |
3 day |
R1 |
162.19 |
162.08 |
PP |
162.09 |
161.87 |
S1 |
162.00 |
161.67 |
|