Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 01-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
162.42 |
162.20 |
-0.22 |
-0.1% |
161.22 |
High |
162.45 |
162.32 |
-0.13 |
-0.1% |
161.88 |
Low |
162.07 |
161.95 |
-0.12 |
-0.1% |
160.59 |
Close |
162.32 |
162.28 |
-0.04 |
0.0% |
161.79 |
Range |
0.38 |
0.37 |
-0.01 |
-2.6% |
1.29 |
ATR |
0.62 |
0.60 |
-0.02 |
-2.9% |
0.00 |
Volume |
889,487 |
1,186,083 |
296,596 |
33.3% |
2,766,724 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.29 |
163.16 |
162.48 |
|
R3 |
162.92 |
162.79 |
162.38 |
|
R2 |
162.55 |
162.55 |
162.35 |
|
R1 |
162.42 |
162.42 |
162.31 |
162.49 |
PP |
162.18 |
162.18 |
162.18 |
162.22 |
S1 |
162.05 |
162.05 |
162.25 |
162.12 |
S2 |
161.81 |
161.81 |
162.21 |
|
S3 |
161.44 |
161.68 |
162.18 |
|
S4 |
161.07 |
161.31 |
162.08 |
|
|
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 |
161.33 |
1.12 |
0.7% |
0.46 |
0.3% |
85% |
False |
False |
813,639 |
10 |
162.45 |
160.59 |
1.86 |
1.1% |
0.50 |
0.3% |
91% |
False |
False |
712,831 |
20 |
162.45 |
160.00 |
2.45 |
1.5% |
0.58 |
0.4% |
93% |
False |
False |
707,086 |
40 |
163.99 |
160.00 |
3.99 |
2.5% |
0.60 |
0.4% |
57% |
False |
False |
681,761 |
60 |
163.99 |
158.73 |
5.26 |
3.2% |
0.66 |
0.4% |
67% |
False |
False |
696,948 |
80 |
163.99 |
158.73 |
5.26 |
3.2% |
0.66 |
0.4% |
67% |
False |
False |
582,207 |
100 |
163.99 |
158.24 |
5.75 |
3.5% |
0.66 |
0.4% |
70% |
False |
False |
467,408 |
120 |
163.99 |
157.82 |
6.17 |
3.8% |
0.62 |
0.4% |
72% |
False |
False |
389,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.89 |
2.618 |
163.29 |
1.618 |
162.92 |
1.000 |
162.69 |
0.618 |
162.55 |
HIGH |
162.32 |
0.618 |
162.18 |
0.500 |
162.14 |
0.382 |
162.09 |
LOW |
161.95 |
0.618 |
161.72 |
1.000 |
161.58 |
1.618 |
161.35 |
2.618 |
160.98 |
4.250 |
160.38 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
162.23 |
162.25 |
PP |
162.18 |
162.23 |
S1 |
162.14 |
162.20 |
|