Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 07-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
164.60 |
164.81 |
0.21 |
0.1% |
163.71 |
High |
165.00 |
165.11 |
0.11 |
0.1% |
164.73 |
Low |
164.54 |
164.75 |
0.21 |
0.1% |
163.60 |
Close |
164.93 |
165.00 |
0.07 |
0.0% |
164.66 |
Range |
0.46 |
0.36 |
-0.10 |
-21.7% |
1.13 |
ATR |
0.60 |
0.58 |
-0.02 |
-2.9% |
0.00 |
Volume |
872,008 |
802,137 |
-69,871 |
-8.0% |
1,964,072 |
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.03 |
165.88 |
165.20 |
|
R3 |
165.67 |
165.52 |
165.10 |
|
R2 |
165.31 |
165.31 |
165.07 |
|
R1 |
165.16 |
165.16 |
165.03 |
165.24 |
PP |
164.95 |
164.95 |
164.95 |
164.99 |
S1 |
164.80 |
164.80 |
164.97 |
164.88 |
S2 |
164.59 |
164.59 |
164.93 |
|
S3 |
164.23 |
164.44 |
164.90 |
|
S4 |
163.87 |
164.08 |
164.80 |
|
|
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 |
165.11 |
163.89 |
1.22 |
0.7% |
0.44 |
0.3% |
91% |
True |
False |
845,963 |
10 |
165.11 |
162.93 |
2.18 |
1.3% |
0.46 |
0.3% |
95% |
True |
False |
497,870 |
20 |
165.11 |
161.68 |
3.43 |
2.1% |
0.55 |
0.3% |
97% |
True |
False |
265,808 |
40 |
165.93 |
161.68 |
4.25 |
2.6% |
0.60 |
0.4% |
78% |
False |
False |
139,406 |
60 |
165.93 |
160.17 |
5.76 |
3.5% |
0.62 |
0.4% |
84% |
False |
False |
93,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.64 |
2.618 |
166.05 |
1.618 |
165.69 |
1.000 |
165.47 |
0.618 |
165.33 |
HIGH |
165.11 |
0.618 |
164.97 |
0.500 |
164.93 |
0.382 |
164.89 |
LOW |
164.75 |
0.618 |
164.53 |
1.000 |
164.39 |
1.618 |
164.17 |
2.618 |
163.81 |
4.250 |
163.22 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
164.98 |
164.91 |
PP |
164.95 |
164.81 |
S1 |
164.93 |
164.72 |
|