Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 05-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
162.14 |
162.62 |
0.48 |
0.3% |
161.80 |
High |
162.77 |
162.68 |
-0.09 |
-0.1% |
162.77 |
Low |
162.13 |
162.33 |
0.20 |
0.1% |
161.68 |
Close |
162.69 |
162.49 |
-0.20 |
-0.1% |
162.69 |
Range |
0.64 |
0.35 |
-0.29 |
-45.3% |
1.09 |
ATR |
0.61 |
0.59 |
-0.02 |
-2.9% |
0.00 |
Volume |
980,829 |
1,481,271 |
500,442 |
51.0% |
4,791,350 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.55 |
163.37 |
162.68 |
|
R3 |
163.20 |
163.02 |
162.59 |
|
R2 |
162.85 |
162.85 |
162.55 |
|
R1 |
162.67 |
162.67 |
162.52 |
162.59 |
PP |
162.50 |
162.50 |
162.50 |
162.46 |
S1 |
162.32 |
162.32 |
162.46 |
162.24 |
S2 |
162.15 |
162.15 |
162.43 |
|
S3 |
161.80 |
161.97 |
162.39 |
|
S4 |
161.45 |
161.62 |
162.30 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.65 |
165.26 |
163.29 |
|
R3 |
164.56 |
164.17 |
162.99 |
|
R2 |
163.47 |
163.47 |
162.89 |
|
R1 |
163.08 |
163.08 |
162.79 |
163.28 |
PP |
162.38 |
162.38 |
162.38 |
162.48 |
S1 |
161.99 |
161.99 |
162.59 |
162.19 |
S2 |
161.29 |
161.29 |
162.49 |
|
S3 |
160.20 |
160.90 |
162.39 |
|
S4 |
159.11 |
159.81 |
162.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.77 |
161.95 |
0.82 |
0.5% |
0.42 |
0.3% |
66% |
False |
False |
1,098,233 |
10 |
162.77 |
160.59 |
2.18 |
1.3% |
0.49 |
0.3% |
87% |
False |
False |
837,307 |
20 |
162.77 |
160.00 |
2.77 |
1.7% |
0.55 |
0.3% |
90% |
False |
False |
759,964 |
40 |
163.99 |
160.00 |
3.99 |
2.5% |
0.60 |
0.4% |
62% |
False |
False |
712,215 |
60 |
163.99 |
158.73 |
5.26 |
3.2% |
0.65 |
0.4% |
71% |
False |
False |
710,441 |
80 |
163.99 |
158.73 |
5.26 |
3.2% |
0.65 |
0.4% |
71% |
False |
False |
612,718 |
100 |
163.99 |
158.24 |
5.75 |
3.5% |
0.66 |
0.4% |
74% |
False |
False |
492,004 |
120 |
163.99 |
158.24 |
5.75 |
3.5% |
0.63 |
0.4% |
74% |
False |
False |
410,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.17 |
2.618 |
163.60 |
1.618 |
163.25 |
1.000 |
163.03 |
0.618 |
162.90 |
HIGH |
162.68 |
0.618 |
162.55 |
0.500 |
162.51 |
0.382 |
162.46 |
LOW |
162.33 |
0.618 |
162.11 |
1.000 |
161.98 |
1.618 |
161.76 |
2.618 |
161.41 |
4.250 |
160.84 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
162.51 |
162.45 |
PP |
162.50 |
162.40 |
S1 |
162.50 |
162.36 |
|