Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
162.63 |
162.96 |
0.33 |
0.2% |
162.63 |
| High |
162.98 |
163.35 |
0.37 |
0.2% |
163.89 |
| Low |
162.52 |
162.93 |
0.41 |
0.3% |
161.88 |
| Close |
162.67 |
163.22 |
0.55 |
0.3% |
163.13 |
| Range |
0.46 |
0.42 |
-0.04 |
-8.7% |
2.01 |
| ATR |
0.69 |
0.69 |
0.00 |
-0.1% |
0.00 |
| Volume |
61,598 |
99,975 |
38,377 |
62.3% |
134,139 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.43 |
164.24 |
163.45 |
|
| R3 |
164.01 |
163.82 |
163.34 |
|
| R2 |
163.59 |
163.59 |
163.30 |
|
| R1 |
163.40 |
163.40 |
163.26 |
163.50 |
| PP |
163.17 |
163.17 |
163.17 |
163.21 |
| S1 |
162.98 |
162.98 |
163.18 |
163.08 |
| S2 |
162.75 |
162.75 |
163.14 |
|
| S3 |
162.33 |
162.56 |
163.10 |
|
| S4 |
161.91 |
162.14 |
162.99 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.00 |
168.07 |
164.24 |
|
| R3 |
166.99 |
166.06 |
163.68 |
|
| R2 |
164.98 |
164.98 |
163.50 |
|
| R1 |
164.05 |
164.05 |
163.31 |
164.52 |
| PP |
162.97 |
162.97 |
162.97 |
163.20 |
| S1 |
162.04 |
162.04 |
162.95 |
162.51 |
| S2 |
160.96 |
160.96 |
162.76 |
|
| S3 |
158.95 |
160.03 |
162.58 |
|
| S4 |
156.94 |
158.02 |
162.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.38 |
162.39 |
0.99 |
0.6% |
0.54 |
0.3% |
84% |
False |
False |
56,467 |
| 10 |
163.89 |
161.88 |
2.01 |
1.2% |
0.63 |
0.4% |
67% |
False |
False |
42,038 |
| 20 |
163.89 |
161.68 |
2.21 |
1.4% |
0.66 |
0.4% |
70% |
False |
False |
29,461 |
| 40 |
165.93 |
161.68 |
4.25 |
2.6% |
0.62 |
0.4% |
36% |
False |
False |
18,290 |
| 60 |
165.93 |
160.17 |
5.76 |
3.5% |
0.66 |
0.4% |
53% |
False |
False |
12,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.14 |
|
2.618 |
164.45 |
|
1.618 |
164.03 |
|
1.000 |
163.77 |
|
0.618 |
163.61 |
|
HIGH |
163.35 |
|
0.618 |
163.19 |
|
0.500 |
163.14 |
|
0.382 |
163.09 |
|
LOW |
162.93 |
|
0.618 |
162.67 |
|
1.000 |
162.51 |
|
1.618 |
162.25 |
|
2.618 |
161.83 |
|
4.250 |
161.15 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.19 |
163.10 |
| PP |
163.17 |
162.99 |
| S1 |
163.14 |
162.87 |
|