Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 28-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
165.13 |
163.05 |
-2.08 |
-1.3% |
164.68 |
High |
165.33 |
164.04 |
-1.29 |
-0.8% |
165.29 |
Low |
163.13 |
162.78 |
-0.35 |
-0.2% |
164.43 |
Close |
163.75 |
163.45 |
-0.30 |
-0.2% |
165.07 |
Range |
2.20 |
1.26 |
-0.94 |
-42.7% |
0.86 |
ATR |
0.65 |
0.69 |
0.04 |
6.8% |
0.00 |
Volume |
1,223,067 |
1,052,629 |
-170,438 |
-13.9% |
2,830,628 |
|
Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.20 |
166.59 |
164.14 |
|
R3 |
165.94 |
165.33 |
163.80 |
|
R2 |
164.68 |
164.68 |
163.68 |
|
R1 |
164.07 |
164.07 |
163.57 |
164.38 |
PP |
163.42 |
163.42 |
163.42 |
163.58 |
S1 |
162.81 |
162.81 |
163.33 |
163.12 |
S2 |
162.16 |
162.16 |
163.22 |
|
S3 |
160.90 |
161.55 |
163.10 |
|
S4 |
159.64 |
160.29 |
162.76 |
|
|
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 |
162.78 |
2.66 |
1.6% |
0.90 |
0.6% |
25% |
False |
True |
884,908 |
10 |
165.44 |
162.78 |
2.66 |
1.6% |
0.75 |
0.5% |
25% |
False |
True |
723,878 |
20 |
165.55 |
162.78 |
2.77 |
1.7% |
0.62 |
0.4% |
24% |
False |
True |
719,535 |
40 |
165.55 |
161.68 |
3.87 |
2.4% |
0.61 |
0.4% |
46% |
False |
False |
389,613 |
60 |
165.93 |
161.68 |
4.25 |
2.6% |
0.62 |
0.4% |
42% |
False |
False |
262,676 |
80 |
165.93 |
160.17 |
5.76 |
3.5% |
0.64 |
0.4% |
57% |
False |
False |
197,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.40 |
2.618 |
167.34 |
1.618 |
166.08 |
1.000 |
165.30 |
0.618 |
164.82 |
HIGH |
164.04 |
0.618 |
163.56 |
0.500 |
163.41 |
0.382 |
163.26 |
LOW |
162.78 |
0.618 |
162.00 |
1.000 |
161.52 |
1.618 |
160.74 |
2.618 |
159.48 |
4.250 |
157.43 |
|
|
Fisher Pivots for day following 28-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
163.44 |
164.11 |
PP |
163.42 |
163.89 |
S1 |
163.41 |
163.67 |
|