Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 08-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
164.81 |
164.81 |
0.00 |
0.0% |
163.71 |
High |
165.11 |
165.18 |
0.07 |
0.0% |
164.73 |
Low |
164.75 |
164.50 |
-0.25 |
-0.2% |
163.60 |
Close |
165.00 |
164.97 |
-0.03 |
0.0% |
164.66 |
Range |
0.36 |
0.68 |
0.32 |
88.9% |
1.13 |
ATR |
0.58 |
0.59 |
0.01 |
1.2% |
0.00 |
Volume |
802,137 |
499,063 |
-303,074 |
-37.8% |
1,964,072 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.92 |
166.63 |
165.34 |
|
R3 |
166.24 |
165.95 |
165.16 |
|
R2 |
165.56 |
165.56 |
165.09 |
|
R1 |
165.27 |
165.27 |
165.03 |
165.42 |
PP |
164.88 |
164.88 |
164.88 |
164.96 |
S1 |
164.59 |
164.59 |
164.91 |
164.74 |
S2 |
164.20 |
164.20 |
164.85 |
|
S3 |
163.52 |
163.91 |
164.78 |
|
S4 |
162.84 |
163.23 |
164.60 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.72 |
167.32 |
165.28 |
|
R3 |
166.59 |
166.19 |
164.97 |
|
R2 |
165.46 |
165.46 |
164.87 |
|
R1 |
165.06 |
165.06 |
164.76 |
165.26 |
PP |
164.33 |
164.33 |
164.33 |
164.43 |
S1 |
163.93 |
163.93 |
164.56 |
164.13 |
S2 |
163.20 |
163.20 |
164.45 |
|
S3 |
162.07 |
162.80 |
164.35 |
|
S4 |
160.94 |
161.67 |
164.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.18 |
164.08 |
1.10 |
0.7% |
0.50 |
0.3% |
81% |
True |
False |
820,860 |
10 |
165.18 |
163.26 |
1.92 |
1.2% |
0.49 |
0.3% |
89% |
True |
False |
537,779 |
20 |
165.18 |
161.88 |
3.30 |
2.0% |
0.56 |
0.3% |
94% |
True |
False |
289,909 |
40 |
165.93 |
161.68 |
4.25 |
2.6% |
0.60 |
0.4% |
77% |
False |
False |
151,339 |
60 |
165.93 |
160.17 |
5.76 |
3.5% |
0.62 |
0.4% |
83% |
False |
False |
102,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.07 |
2.618 |
166.96 |
1.618 |
166.28 |
1.000 |
165.86 |
0.618 |
165.60 |
HIGH |
165.18 |
0.618 |
164.92 |
0.500 |
164.84 |
0.382 |
164.76 |
LOW |
164.50 |
0.618 |
164.08 |
1.000 |
163.82 |
1.618 |
163.40 |
2.618 |
162.72 |
4.250 |
161.61 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
164.93 |
164.93 |
PP |
164.88 |
164.88 |
S1 |
164.84 |
164.84 |
|