Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
162.62 |
162.60 |
-0.02 |
0.0% |
161.80 |
| High |
162.68 |
162.99 |
0.31 |
0.2% |
162.77 |
| Low |
162.33 |
162.55 |
0.22 |
0.1% |
161.68 |
| Close |
162.49 |
162.92 |
0.43 |
0.3% |
162.69 |
| Range |
0.35 |
0.44 |
0.09 |
25.7% |
1.09 |
| ATR |
0.59 |
0.58 |
-0.01 |
-1.1% |
0.00 |
| Volume |
1,481,271 |
353,363 |
-1,127,908 |
-76.1% |
4,791,350 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.14 |
163.97 |
163.16 |
|
| R3 |
163.70 |
163.53 |
163.04 |
|
| R2 |
163.26 |
163.26 |
163.00 |
|
| R1 |
163.09 |
163.09 |
162.96 |
163.18 |
| PP |
162.82 |
162.82 |
162.82 |
162.86 |
| S1 |
162.65 |
162.65 |
162.88 |
162.74 |
| S2 |
162.38 |
162.38 |
162.84 |
|
| S3 |
161.94 |
162.21 |
162.80 |
|
| S4 |
161.50 |
161.77 |
162.68 |
|
|
| 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 |
162.99 |
161.95 |
1.04 |
0.6% |
0.44 |
0.3% |
93% |
True |
False |
978,206 |
| 10 |
162.99 |
160.68 |
2.31 |
1.4% |
0.46 |
0.3% |
97% |
True |
False |
805,995 |
| 20 |
162.99 |
160.00 |
2.99 |
1.8% |
0.55 |
0.3% |
98% |
True |
False |
745,289 |
| 40 |
163.99 |
160.00 |
3.99 |
2.4% |
0.60 |
0.4% |
73% |
False |
False |
706,154 |
| 60 |
163.99 |
158.73 |
5.26 |
3.2% |
0.64 |
0.4% |
80% |
False |
False |
700,641 |
| 80 |
163.99 |
158.73 |
5.26 |
3.2% |
0.65 |
0.4% |
80% |
False |
False |
617,029 |
| 100 |
163.99 |
158.24 |
5.75 |
3.5% |
0.66 |
0.4% |
81% |
False |
False |
495,493 |
| 120 |
163.99 |
158.24 |
5.75 |
3.5% |
0.63 |
0.4% |
81% |
False |
False |
413,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.86 |
|
2.618 |
164.14 |
|
1.618 |
163.70 |
|
1.000 |
163.43 |
|
0.618 |
163.26 |
|
HIGH |
162.99 |
|
0.618 |
162.82 |
|
0.500 |
162.77 |
|
0.382 |
162.72 |
|
LOW |
162.55 |
|
0.618 |
162.28 |
|
1.000 |
162.11 |
|
1.618 |
161.84 |
|
2.618 |
161.40 |
|
4.250 |
160.68 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
162.87 |
162.80 |
| PP |
162.82 |
162.68 |
| S1 |
162.77 |
162.56 |
|