Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
162.96 |
163.41 |
0.45 |
0.3% |
163.04 |
| High |
163.35 |
163.84 |
0.49 |
0.3% |
163.84 |
| Low |
162.93 |
163.26 |
0.33 |
0.2% |
162.39 |
| Close |
163.22 |
163.74 |
0.52 |
0.3% |
163.74 |
| Range |
0.42 |
0.58 |
0.16 |
38.1% |
1.45 |
| ATR |
0.69 |
0.69 |
-0.01 |
-0.7% |
0.00 |
| Volume |
99,975 |
33,695 |
-66,280 |
-66.3% |
288,852 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.35 |
165.13 |
164.06 |
|
| R3 |
164.77 |
164.55 |
163.90 |
|
| R2 |
164.19 |
164.19 |
163.85 |
|
| R1 |
163.97 |
163.97 |
163.79 |
164.08 |
| PP |
163.61 |
163.61 |
163.61 |
163.67 |
| S1 |
163.39 |
163.39 |
163.69 |
163.50 |
| S2 |
163.03 |
163.03 |
163.63 |
|
| S3 |
162.45 |
162.81 |
163.58 |
|
| S4 |
161.87 |
162.23 |
163.42 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.67 |
167.16 |
164.54 |
|
| R3 |
166.22 |
165.71 |
164.14 |
|
| R2 |
164.77 |
164.77 |
164.01 |
|
| R1 |
164.26 |
164.26 |
163.87 |
164.52 |
| PP |
163.32 |
163.32 |
163.32 |
163.45 |
| S1 |
162.81 |
162.81 |
163.61 |
163.07 |
| S2 |
161.87 |
161.87 |
163.47 |
|
| S3 |
160.42 |
161.36 |
163.34 |
|
| S4 |
158.97 |
159.91 |
162.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.84 |
162.39 |
1.45 |
0.9% |
0.58 |
0.4% |
93% |
True |
False |
57,770 |
| 10 |
163.89 |
161.88 |
2.01 |
1.2% |
0.63 |
0.4% |
93% |
False |
False |
42,299 |
| 20 |
163.89 |
161.68 |
2.21 |
1.3% |
0.63 |
0.4% |
93% |
False |
False |
30,382 |
| 40 |
165.93 |
161.68 |
4.25 |
2.6% |
0.63 |
0.4% |
48% |
False |
False |
19,100 |
| 60 |
165.93 |
160.17 |
5.76 |
3.5% |
0.66 |
0.4% |
62% |
False |
False |
13,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.31 |
|
2.618 |
165.36 |
|
1.618 |
164.78 |
|
1.000 |
164.42 |
|
0.618 |
164.20 |
|
HIGH |
163.84 |
|
0.618 |
163.62 |
|
0.500 |
163.55 |
|
0.382 |
163.48 |
|
LOW |
163.26 |
|
0.618 |
162.90 |
|
1.000 |
162.68 |
|
1.618 |
162.32 |
|
2.618 |
161.74 |
|
4.250 |
160.80 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.68 |
163.55 |
| PP |
163.61 |
163.37 |
| S1 |
163.55 |
163.18 |
|