Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 29-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
163.05 |
163.30 |
0.25 |
0.2% |
164.68 |
High |
164.04 |
163.31 |
-0.73 |
-0.4% |
165.29 |
Low |
162.78 |
162.06 |
-0.72 |
-0.4% |
164.43 |
Close |
163.45 |
162.17 |
-1.28 |
-0.8% |
165.07 |
Range |
1.26 |
1.25 |
-0.01 |
-0.8% |
0.86 |
ATR |
0.69 |
0.74 |
0.05 |
7.2% |
0.00 |
Volume |
1,052,629 |
955,622 |
-97,007 |
-9.2% |
2,830,628 |
|
Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.26 |
165.47 |
162.86 |
|
R3 |
165.01 |
164.22 |
162.51 |
|
R2 |
163.76 |
163.76 |
162.40 |
|
R1 |
162.97 |
162.97 |
162.28 |
162.74 |
PP |
162.51 |
162.51 |
162.51 |
162.40 |
S1 |
161.72 |
161.72 |
162.06 |
161.49 |
S2 |
161.26 |
161.26 |
161.94 |
|
S3 |
160.01 |
160.47 |
161.83 |
|
S4 |
158.76 |
159.22 |
161.48 |
|
|
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 |
162.06 |
3.38 |
2.1% |
1.08 |
0.7% |
3% |
False |
True |
986,789 |
10 |
165.44 |
162.06 |
3.38 |
2.1% |
0.77 |
0.5% |
3% |
False |
True |
765,706 |
20 |
165.55 |
162.06 |
3.49 |
2.2% |
0.66 |
0.4% |
3% |
False |
True |
736,087 |
40 |
165.55 |
161.68 |
3.87 |
2.4% |
0.63 |
0.4% |
13% |
False |
False |
412,939 |
60 |
165.93 |
161.68 |
4.25 |
2.6% |
0.62 |
0.4% |
12% |
False |
False |
278,514 |
80 |
165.93 |
160.17 |
5.76 |
3.6% |
0.65 |
0.4% |
35% |
False |
False |
209,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.62 |
2.618 |
166.58 |
1.618 |
165.33 |
1.000 |
164.56 |
0.618 |
164.08 |
HIGH |
163.31 |
0.618 |
162.83 |
0.500 |
162.69 |
0.382 |
162.54 |
LOW |
162.06 |
0.618 |
161.29 |
1.000 |
160.81 |
1.618 |
160.04 |
2.618 |
158.79 |
4.250 |
156.75 |
|
|
Fisher Pivots for day following 29-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
162.69 |
163.70 |
PP |
162.51 |
163.19 |
S1 |
162.34 |
162.68 |
|