Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 01-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
164.40 |
164.16 |
-0.24 |
-0.1% |
163.04 |
High |
164.43 |
164.28 |
-0.15 |
-0.1% |
163.84 |
Low |
164.05 |
163.89 |
-0.16 |
-0.1% |
162.39 |
Close |
164.30 |
164.24 |
-0.06 |
0.0% |
163.74 |
Range |
0.38 |
0.39 |
0.01 |
2.6% |
1.45 |
ATR |
0.64 |
0.63 |
-0.02 |
-2.6% |
0.00 |
Volume |
270,896 |
624,577 |
353,681 |
130.6% |
288,852 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.31 |
165.16 |
164.45 |
|
R3 |
164.92 |
164.77 |
164.35 |
|
R2 |
164.53 |
164.53 |
164.31 |
|
R1 |
164.38 |
164.38 |
164.28 |
164.46 |
PP |
164.14 |
164.14 |
164.14 |
164.17 |
S1 |
163.99 |
163.99 |
164.20 |
164.07 |
S2 |
163.75 |
163.75 |
164.17 |
|
S3 |
163.36 |
163.60 |
164.13 |
|
S4 |
162.97 |
163.21 |
164.03 |
|
|
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 |
164.43 |
163.26 |
1.17 |
0.7% |
0.48 |
0.3% |
84% |
False |
False |
254,698 |
10 |
164.43 |
162.39 |
2.04 |
1.2% |
0.51 |
0.3% |
91% |
False |
False |
155,583 |
20 |
164.43 |
161.68 |
2.75 |
1.7% |
0.59 |
0.4% |
93% |
False |
False |
89,790 |
40 |
165.93 |
161.68 |
4.25 |
2.6% |
0.61 |
0.4% |
60% |
False |
False |
49,728 |
60 |
165.93 |
160.17 |
5.76 |
3.5% |
0.65 |
0.4% |
71% |
False |
False |
33,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.94 |
2.618 |
165.30 |
1.618 |
164.91 |
1.000 |
164.67 |
0.618 |
164.52 |
HIGH |
164.28 |
0.618 |
164.13 |
0.500 |
164.09 |
0.382 |
164.04 |
LOW |
163.89 |
0.618 |
163.65 |
1.000 |
163.50 |
1.618 |
163.26 |
2.618 |
162.87 |
4.250 |
162.23 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
164.19 |
164.21 |
PP |
164.14 |
164.19 |
S1 |
164.09 |
164.16 |
|