Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 06-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
161.85 |
161.83 |
-0.02 |
0.0% |
165.00 |
High |
162.12 |
161.90 |
-0.22 |
-0.1% |
165.44 |
Low |
161.54 |
160.43 |
-1.11 |
-0.7% |
161.65 |
Close |
161.93 |
160.50 |
-1.43 |
-0.9% |
161.87 |
Range |
0.58 |
1.47 |
0.89 |
153.4% |
3.79 |
ATR |
0.75 |
0.80 |
0.05 |
7.2% |
0.00 |
Volume |
1,225,545 |
782,710 |
-442,835 |
-36.1% |
4,950,031 |
|
Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.35 |
164.40 |
161.31 |
|
R3 |
163.88 |
162.93 |
160.90 |
|
R2 |
162.41 |
162.41 |
160.77 |
|
R1 |
161.46 |
161.46 |
160.63 |
161.20 |
PP |
160.94 |
160.94 |
160.94 |
160.82 |
S1 |
159.99 |
159.99 |
160.37 |
159.73 |
S2 |
159.47 |
159.47 |
160.23 |
|
S3 |
158.00 |
158.52 |
160.10 |
|
S4 |
156.53 |
157.05 |
159.69 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.36 |
171.90 |
163.95 |
|
R3 |
170.57 |
168.11 |
162.91 |
|
R2 |
166.78 |
166.78 |
162.56 |
|
R1 |
164.32 |
164.32 |
162.22 |
163.66 |
PP |
162.99 |
162.99 |
162.99 |
162.65 |
S1 |
160.53 |
160.53 |
161.52 |
159.87 |
S2 |
159.20 |
159.20 |
161.18 |
|
S3 |
155.41 |
156.74 |
160.83 |
|
S4 |
151.62 |
152.95 |
159.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.31 |
160.43 |
2.88 |
1.8% |
1.01 |
0.6% |
2% |
False |
True |
796,115 |
10 |
165.44 |
160.43 |
5.01 |
3.1% |
0.96 |
0.6% |
1% |
False |
True |
840,511 |
20 |
165.55 |
160.43 |
5.12 |
3.2% |
0.76 |
0.5% |
1% |
False |
True |
707,073 |
40 |
165.55 |
160.43 |
5.12 |
3.2% |
0.66 |
0.4% |
1% |
False |
True |
486,441 |
60 |
165.93 |
160.43 |
5.50 |
3.4% |
0.65 |
0.4% |
1% |
False |
True |
328,629 |
80 |
165.93 |
160.17 |
5.76 |
3.6% |
0.66 |
0.4% |
6% |
False |
False |
247,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.15 |
2.618 |
165.75 |
1.618 |
164.28 |
1.000 |
163.37 |
0.618 |
162.81 |
HIGH |
161.90 |
0.618 |
161.34 |
0.500 |
161.17 |
0.382 |
160.99 |
LOW |
160.43 |
0.618 |
159.52 |
1.000 |
158.96 |
1.618 |
158.05 |
2.618 |
156.58 |
4.250 |
154.18 |
|
|
Fisher Pivots for day following 06-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
161.17 |
161.38 |
PP |
160.94 |
161.08 |
S1 |
160.72 |
160.79 |
|