Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
165.09 |
165.05 |
-0.04 |
0.0% |
164.59 |
High |
165.13 |
165.55 |
0.42 |
0.3% |
165.18 |
Low |
164.72 |
164.83 |
0.11 |
0.1% |
164.32 |
Close |
164.93 |
165.46 |
0.53 |
0.3% |
164.87 |
Range |
0.41 |
0.72 |
0.31 |
75.6% |
0.86 |
ATR |
0.55 |
0.57 |
0.01 |
2.1% |
0.00 |
Volume |
682,882 |
768,892 |
86,010 |
12.6% |
3,854,871 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.44 |
167.17 |
165.86 |
|
R3 |
166.72 |
166.45 |
165.66 |
|
R2 |
166.00 |
166.00 |
165.59 |
|
R1 |
165.73 |
165.73 |
165.53 |
165.87 |
PP |
165.28 |
165.28 |
165.28 |
165.35 |
S1 |
165.01 |
165.01 |
165.39 |
165.15 |
S2 |
164.56 |
164.56 |
165.33 |
|
S3 |
163.84 |
164.29 |
165.26 |
|
S4 |
163.12 |
163.57 |
165.06 |
|
|
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 |
165.55 |
164.50 |
1.05 |
0.6% |
0.53 |
0.3% |
91% |
True |
False |
584,421 |
10 |
165.55 |
163.89 |
1.66 |
1.0% |
0.48 |
0.3% |
95% |
True |
False |
715,192 |
20 |
165.55 |
162.39 |
3.16 |
1.9% |
0.53 |
0.3% |
97% |
True |
False |
404,706 |
40 |
165.73 |
161.68 |
4.05 |
2.4% |
0.60 |
0.4% |
93% |
False |
False |
210,780 |
60 |
165.93 |
160.60 |
5.33 |
3.2% |
0.59 |
0.4% |
91% |
False |
False |
142,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.61 |
2.618 |
167.43 |
1.618 |
166.71 |
1.000 |
166.27 |
0.618 |
165.99 |
HIGH |
165.55 |
0.618 |
165.27 |
0.500 |
165.19 |
0.382 |
165.11 |
LOW |
164.83 |
0.618 |
164.39 |
1.000 |
164.11 |
1.618 |
163.67 |
2.618 |
162.95 |
4.250 |
161.77 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
165.37 |
165.35 |
PP |
165.28 |
165.24 |
S1 |
165.19 |
165.14 |
|