Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 29-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
29-May-2017 |
Change |
Change % |
Previous Week |
Open |
163.41 |
163.71 |
0.30 |
0.2% |
163.04 |
High |
163.84 |
164.27 |
0.43 |
0.3% |
163.84 |
Low |
163.26 |
163.60 |
0.34 |
0.2% |
162.39 |
Close |
163.74 |
164.25 |
0.51 |
0.3% |
163.74 |
Range |
0.58 |
0.67 |
0.09 |
15.5% |
1.45 |
ATR |
0.69 |
0.68 |
0.00 |
-0.2% |
0.00 |
Volume |
33,695 |
118,510 |
84,815 |
251.7% |
288,852 |
|
Daily Pivots for day following 29-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.05 |
165.82 |
164.62 |
|
R3 |
165.38 |
165.15 |
164.43 |
|
R2 |
164.71 |
164.71 |
164.37 |
|
R1 |
164.48 |
164.48 |
164.31 |
164.60 |
PP |
164.04 |
164.04 |
164.04 |
164.10 |
S1 |
163.81 |
163.81 |
164.19 |
163.93 |
S2 |
163.37 |
163.37 |
164.13 |
|
S3 |
162.70 |
163.14 |
164.07 |
|
S4 |
162.03 |
162.47 |
163.88 |
|
|
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 |
164.27 |
162.39 |
1.88 |
1.1% |
0.58 |
0.4% |
99% |
True |
False |
71,871 |
10 |
164.27 |
161.88 |
2.39 |
1.5% |
0.65 |
0.4% |
99% |
True |
False |
52,251 |
20 |
164.27 |
161.68 |
2.59 |
1.6% |
0.63 |
0.4% |
99% |
True |
False |
35,789 |
40 |
165.93 |
161.68 |
4.25 |
2.6% |
0.62 |
0.4% |
60% |
False |
False |
21,976 |
60 |
165.93 |
160.17 |
5.76 |
3.5% |
0.66 |
0.4% |
71% |
False |
False |
14,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.12 |
2.618 |
166.02 |
1.618 |
165.35 |
1.000 |
164.94 |
0.618 |
164.68 |
HIGH |
164.27 |
0.618 |
164.01 |
0.500 |
163.94 |
0.382 |
163.86 |
LOW |
163.60 |
0.618 |
163.19 |
1.000 |
162.93 |
1.618 |
162.52 |
2.618 |
161.85 |
4.250 |
160.75 |
|
|
Fisher Pivots for day following 29-May-2017 |
Pivot |
1 day |
3 day |
R1 |
164.15 |
164.03 |
PP |
164.04 |
163.82 |
S1 |
163.94 |
163.60 |
|