Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 08-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
162.78 |
162.71 |
-0.07 |
0.0% |
161.80 |
High |
163.03 |
162.81 |
-0.22 |
-0.1% |
162.77 |
Low |
162.63 |
162.46 |
-0.17 |
-0.1% |
161.68 |
Close |
162.87 |
162.56 |
-0.31 |
-0.2% |
162.69 |
Range |
0.40 |
0.35 |
-0.05 |
-12.5% |
1.09 |
ATR |
0.57 |
0.56 |
-0.01 |
-2.0% |
0.00 |
Volume |
21,374 |
21,374 |
0 |
0.0% |
4,791,350 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.66 |
163.46 |
162.75 |
|
R3 |
163.31 |
163.11 |
162.66 |
|
R2 |
162.96 |
162.96 |
162.62 |
|
R1 |
162.76 |
162.76 |
162.59 |
162.69 |
PP |
162.61 |
162.61 |
162.61 |
162.57 |
S1 |
162.41 |
162.41 |
162.53 |
162.34 |
S2 |
162.26 |
162.26 |
162.50 |
|
S3 |
161.91 |
162.06 |
162.46 |
|
S4 |
161.56 |
161.71 |
162.37 |
|
|
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 |
163.03 |
162.13 |
0.90 |
0.6% |
0.44 |
0.3% |
48% |
False |
False |
571,642 |
10 |
163.03 |
161.33 |
1.70 |
1.0% |
0.45 |
0.3% |
72% |
False |
False |
692,640 |
20 |
163.03 |
160.17 |
2.86 |
1.8% |
0.53 |
0.3% |
84% |
False |
False |
681,131 |
40 |
163.99 |
160.00 |
3.99 |
2.5% |
0.59 |
0.4% |
64% |
False |
False |
678,046 |
60 |
163.99 |
158.73 |
5.26 |
3.2% |
0.63 |
0.4% |
73% |
False |
False |
679,163 |
80 |
163.99 |
158.73 |
5.26 |
3.2% |
0.66 |
0.4% |
73% |
False |
False |
617,185 |
100 |
163.99 |
158.24 |
5.75 |
3.5% |
0.65 |
0.4% |
75% |
False |
False |
495,903 |
120 |
163.99 |
158.24 |
5.75 |
3.5% |
0.63 |
0.4% |
75% |
False |
False |
413,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.30 |
2.618 |
163.73 |
1.618 |
163.38 |
1.000 |
163.16 |
0.618 |
163.03 |
HIGH |
162.81 |
0.618 |
162.68 |
0.500 |
162.64 |
0.382 |
162.59 |
LOW |
162.46 |
0.618 |
162.24 |
1.000 |
162.11 |
1.618 |
161.89 |
2.618 |
161.54 |
4.250 |
160.97 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
162.64 |
162.75 |
PP |
162.61 |
162.68 |
S1 |
162.59 |
162.62 |
|