Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 26-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
165.05 |
165.00 |
-0.05 |
0.0% |
164.68 |
High |
165.16 |
165.44 |
0.28 |
0.2% |
165.29 |
Low |
164.94 |
164.99 |
0.05 |
0.0% |
164.43 |
Close |
165.07 |
165.14 |
0.07 |
0.0% |
165.07 |
Range |
0.22 |
0.45 |
0.23 |
104.5% |
0.86 |
ATR |
0.53 |
0.53 |
-0.01 |
-1.1% |
0.00 |
Volume |
582,560 |
1,120,069 |
537,509 |
92.3% |
2,830,628 |
|
Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.54 |
166.29 |
165.39 |
|
R3 |
166.09 |
165.84 |
165.26 |
|
R2 |
165.64 |
165.64 |
165.22 |
|
R1 |
165.39 |
165.39 |
165.18 |
165.52 |
PP |
165.19 |
165.19 |
165.19 |
165.25 |
S1 |
164.94 |
164.94 |
165.10 |
165.07 |
S2 |
164.74 |
164.74 |
165.06 |
|
S3 |
164.29 |
164.49 |
165.02 |
|
S4 |
163.84 |
164.04 |
164.89 |
|
|
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 |
165.44 |
164.60 |
0.84 |
0.5% |
0.39 |
0.2% |
64% |
True |
False |
691,611 |
10 |
165.55 |
164.13 |
1.42 |
0.9% |
0.52 |
0.3% |
71% |
False |
False |
641,486 |
20 |
165.55 |
163.89 |
1.66 |
1.0% |
0.48 |
0.3% |
75% |
False |
False |
630,586 |
40 |
165.55 |
161.68 |
3.87 |
2.3% |
0.56 |
0.3% |
89% |
False |
False |
333,187 |
60 |
165.93 |
161.68 |
4.25 |
2.6% |
0.57 |
0.3% |
81% |
False |
False |
224,846 |
80 |
165.93 |
160.17 |
5.76 |
3.5% |
0.61 |
0.4% |
86% |
False |
False |
168,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.35 |
2.618 |
166.62 |
1.618 |
166.17 |
1.000 |
165.89 |
0.618 |
165.72 |
HIGH |
165.44 |
0.618 |
165.27 |
0.500 |
165.22 |
0.382 |
165.16 |
LOW |
164.99 |
0.618 |
164.71 |
1.000 |
164.54 |
1.618 |
164.26 |
2.618 |
163.81 |
4.250 |
163.08 |
|
|
Fisher Pivots for day following 26-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
165.22 |
165.16 |
PP |
165.19 |
165.15 |
S1 |
165.17 |
165.15 |
|