Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 23-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
164.99 |
165.05 |
0.06 |
0.0% |
164.68 |
High |
165.25 |
165.16 |
-0.09 |
-0.1% |
165.29 |
Low |
164.88 |
164.94 |
0.06 |
0.0% |
164.43 |
Close |
165.09 |
165.07 |
-0.02 |
0.0% |
165.07 |
Range |
0.37 |
0.22 |
-0.15 |
-40.5% |
0.86 |
ATR |
0.56 |
0.53 |
-0.02 |
-4.3% |
0.00 |
Volume |
446,216 |
582,560 |
136,344 |
30.6% |
2,830,628 |
|
Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.72 |
165.61 |
165.19 |
|
R3 |
165.50 |
165.39 |
165.13 |
|
R2 |
165.28 |
165.28 |
165.11 |
|
R1 |
165.17 |
165.17 |
165.09 |
165.23 |
PP |
165.06 |
165.06 |
165.06 |
165.08 |
S1 |
164.95 |
164.95 |
165.05 |
165.01 |
S2 |
164.84 |
164.84 |
165.03 |
|
S3 |
164.62 |
164.73 |
165.01 |
|
S4 |
164.40 |
164.51 |
164.95 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.51 |
167.15 |
165.54 |
|
R3 |
166.65 |
166.29 |
165.31 |
|
R2 |
165.79 |
165.79 |
165.23 |
|
R1 |
165.43 |
165.43 |
165.15 |
165.61 |
PP |
164.93 |
164.93 |
164.93 |
165.02 |
S1 |
164.57 |
164.57 |
164.99 |
164.75 |
S2 |
164.07 |
164.07 |
164.91 |
|
S3 |
163.21 |
163.71 |
164.83 |
|
S4 |
162.35 |
162.85 |
164.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.29 |
164.43 |
0.86 |
0.5% |
0.38 |
0.2% |
74% |
False |
False |
566,125 |
10 |
165.55 |
164.13 |
1.42 |
0.9% |
0.51 |
0.3% |
66% |
False |
False |
579,122 |
20 |
165.55 |
163.60 |
1.95 |
1.2% |
0.49 |
0.3% |
75% |
False |
False |
580,508 |
40 |
165.55 |
161.68 |
3.87 |
2.3% |
0.56 |
0.3% |
88% |
False |
False |
305,445 |
60 |
165.93 |
161.68 |
4.25 |
2.6% |
0.58 |
0.4% |
80% |
False |
False |
206,236 |
80 |
165.93 |
160.17 |
5.76 |
3.5% |
0.62 |
0.4% |
85% |
False |
False |
154,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.10 |
2.618 |
165.74 |
1.618 |
165.52 |
1.000 |
165.38 |
0.618 |
165.30 |
HIGH |
165.16 |
0.618 |
165.08 |
0.500 |
165.05 |
0.382 |
165.02 |
LOW |
164.94 |
0.618 |
164.80 |
1.000 |
164.72 |
1.618 |
164.58 |
2.618 |
164.36 |
4.250 |
164.01 |
|
|
Fisher Pivots for day following 23-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
165.06 |
165.06 |
PP |
165.06 |
165.05 |
S1 |
165.05 |
165.04 |
|