Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 31-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
Open |
162.29 |
162.42 |
0.13 |
0.1% |
161.22 |
High |
162.43 |
162.45 |
0.02 |
0.0% |
161.88 |
Low |
162.06 |
162.07 |
0.01 |
0.0% |
160.59 |
Close |
162.33 |
162.32 |
-0.01 |
0.0% |
161.79 |
Range |
0.37 |
0.38 |
0.01 |
2.7% |
1.29 |
ATR |
0.64 |
0.62 |
-0.02 |
-2.9% |
0.00 |
Volume |
953,498 |
889,487 |
-64,011 |
-6.7% |
2,766,724 |
|
Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.42 |
163.25 |
162.53 |
|
R3 |
163.04 |
162.87 |
162.42 |
|
R2 |
162.66 |
162.66 |
162.39 |
|
R1 |
162.49 |
162.49 |
162.35 |
162.39 |
PP |
162.28 |
162.28 |
162.28 |
162.23 |
S1 |
162.11 |
162.11 |
162.29 |
162.01 |
S2 |
161.90 |
161.90 |
162.25 |
|
S3 |
161.52 |
161.73 |
162.22 |
|
S4 |
161.14 |
161.35 |
162.11 |
|
|
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 |
162.45 |
161.02 |
1.43 |
0.9% |
0.47 |
0.3% |
91% |
True |
False |
704,117 |
10 |
162.45 |
160.59 |
1.86 |
1.1% |
0.55 |
0.3% |
93% |
True |
False |
642,706 |
20 |
162.45 |
160.00 |
2.45 |
1.5% |
0.60 |
0.4% |
95% |
True |
False |
683,518 |
40 |
163.99 |
160.00 |
3.99 |
2.5% |
0.62 |
0.4% |
58% |
False |
False |
672,940 |
60 |
163.99 |
158.73 |
5.26 |
3.2% |
0.66 |
0.4% |
68% |
False |
False |
693,103 |
80 |
163.99 |
158.73 |
5.26 |
3.2% |
0.67 |
0.4% |
68% |
False |
False |
567,575 |
100 |
163.99 |
158.24 |
5.75 |
3.5% |
0.66 |
0.4% |
71% |
False |
False |
455,553 |
120 |
163.99 |
157.82 |
6.17 |
3.8% |
0.63 |
0.4% |
73% |
False |
False |
379,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.07 |
2.618 |
163.44 |
1.618 |
163.06 |
1.000 |
162.83 |
0.618 |
162.68 |
HIGH |
162.45 |
0.618 |
162.30 |
0.500 |
162.26 |
0.382 |
162.22 |
LOW |
162.07 |
0.618 |
161.84 |
1.000 |
161.69 |
1.618 |
161.46 |
2.618 |
161.08 |
4.250 |
160.46 |
|
|
Fisher Pivots for day following 31-May-2017 |
Pivot |
1 day |
3 day |
R1 |
162.30 |
162.24 |
PP |
162.28 |
162.15 |
S1 |
162.26 |
162.07 |
|