Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 06-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
164.59 |
164.60 |
0.01 |
0.0% |
163.71 |
High |
164.65 |
165.00 |
0.35 |
0.2% |
164.73 |
Low |
164.32 |
164.54 |
0.22 |
0.1% |
163.60 |
Close |
164.49 |
164.93 |
0.44 |
0.3% |
164.66 |
Range |
0.33 |
0.46 |
0.13 |
39.4% |
1.13 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.1% |
0.00 |
Volume |
1,206,822 |
872,008 |
-334,814 |
-27.7% |
1,964,072 |
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.20 |
166.03 |
165.18 |
|
R3 |
165.74 |
165.57 |
165.06 |
|
R2 |
165.28 |
165.28 |
165.01 |
|
R1 |
165.11 |
165.11 |
164.97 |
165.20 |
PP |
164.82 |
164.82 |
164.82 |
164.87 |
S1 |
164.65 |
164.65 |
164.89 |
164.74 |
S2 |
164.36 |
164.36 |
164.85 |
|
S3 |
163.90 |
164.19 |
164.80 |
|
S4 |
163.44 |
163.73 |
164.68 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.72 |
167.32 |
165.28 |
|
R3 |
166.59 |
166.19 |
164.97 |
|
R2 |
165.46 |
165.46 |
164.87 |
|
R1 |
165.06 |
165.06 |
164.76 |
165.26 |
PP |
164.33 |
164.33 |
164.33 |
164.43 |
S1 |
163.93 |
163.93 |
164.56 |
164.13 |
S2 |
163.20 |
163.20 |
164.45 |
|
S3 |
162.07 |
162.80 |
164.35 |
|
S4 |
160.94 |
161.67 |
164.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.00 |
163.89 |
1.11 |
0.7% |
0.44 |
0.3% |
94% |
True |
False |
739,715 |
10 |
165.00 |
162.52 |
2.48 |
1.5% |
0.47 |
0.3% |
97% |
True |
False |
423,817 |
20 |
165.00 |
161.68 |
3.32 |
2.0% |
0.57 |
0.3% |
98% |
True |
False |
226,511 |
40 |
165.93 |
161.68 |
4.25 |
2.6% |
0.60 |
0.4% |
76% |
False |
False |
119,516 |
60 |
165.93 |
160.17 |
5.76 |
3.5% |
0.63 |
0.4% |
83% |
False |
False |
80,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.96 |
2.618 |
166.20 |
1.618 |
165.74 |
1.000 |
165.46 |
0.618 |
165.28 |
HIGH |
165.00 |
0.618 |
164.82 |
0.500 |
164.77 |
0.382 |
164.72 |
LOW |
164.54 |
0.618 |
164.26 |
1.000 |
164.08 |
1.618 |
163.80 |
2.618 |
163.34 |
4.250 |
162.59 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
164.88 |
164.80 |
PP |
164.82 |
164.67 |
S1 |
164.77 |
164.54 |
|