Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 09-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
164.81 |
165.14 |
0.33 |
0.2% |
164.59 |
High |
165.18 |
165.18 |
0.00 |
0.0% |
165.18 |
Low |
164.50 |
164.74 |
0.24 |
0.1% |
164.32 |
Close |
164.97 |
164.87 |
-0.10 |
-0.1% |
164.87 |
Range |
0.68 |
0.44 |
-0.24 |
-35.3% |
0.86 |
ATR |
0.59 |
0.58 |
-0.01 |
-1.8% |
0.00 |
Volume |
499,063 |
474,841 |
-24,222 |
-4.9% |
3,854,871 |
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.25 |
166.00 |
165.11 |
|
R3 |
165.81 |
165.56 |
164.99 |
|
R2 |
165.37 |
165.37 |
164.95 |
|
R1 |
165.12 |
165.12 |
164.91 |
165.03 |
PP |
164.93 |
164.93 |
164.93 |
164.88 |
S1 |
164.68 |
164.68 |
164.83 |
164.59 |
S2 |
164.49 |
164.49 |
164.79 |
|
S3 |
164.05 |
164.24 |
164.75 |
|
S4 |
163.61 |
163.80 |
164.63 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.37 |
166.98 |
165.34 |
|
R3 |
166.51 |
166.12 |
165.11 |
|
R2 |
165.65 |
165.65 |
165.03 |
|
R1 |
165.26 |
165.26 |
164.95 |
165.46 |
PP |
164.79 |
164.79 |
164.79 |
164.89 |
S1 |
164.40 |
164.40 |
164.79 |
164.60 |
S2 |
163.93 |
163.93 |
164.71 |
|
S3 |
163.07 |
163.54 |
164.63 |
|
S4 |
162.21 |
162.68 |
164.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.18 |
164.32 |
0.86 |
0.5% |
0.45 |
0.3% |
64% |
True |
False |
770,974 |
10 |
165.18 |
163.60 |
1.58 |
1.0% |
0.47 |
0.3% |
80% |
True |
False |
581,894 |
20 |
165.18 |
161.88 |
3.30 |
2.0% |
0.55 |
0.3% |
91% |
True |
False |
312,096 |
40 |
165.93 |
161.68 |
4.25 |
2.6% |
0.60 |
0.4% |
75% |
False |
False |
163,079 |
60 |
165.93 |
160.50 |
5.43 |
3.3% |
0.62 |
0.4% |
80% |
False |
False |
109,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.05 |
2.618 |
166.33 |
1.618 |
165.89 |
1.000 |
165.62 |
0.618 |
165.45 |
HIGH |
165.18 |
0.618 |
165.01 |
0.500 |
164.96 |
0.382 |
164.91 |
LOW |
164.74 |
0.618 |
164.47 |
1.000 |
164.30 |
1.618 |
164.03 |
2.618 |
163.59 |
4.250 |
162.87 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
164.96 |
164.86 |
PP |
164.93 |
164.85 |
S1 |
164.90 |
164.84 |
|