Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
163.30 |
162.05 |
-1.25 |
-0.8% |
165.00 |
High |
163.31 |
162.60 |
-0.71 |
-0.4% |
165.44 |
Low |
162.06 |
161.65 |
-0.41 |
-0.3% |
161.65 |
Close |
162.17 |
161.87 |
-0.30 |
-0.2% |
161.87 |
Range |
1.25 |
0.95 |
-0.30 |
-24.0% |
3.79 |
ATR |
0.74 |
0.76 |
0.01 |
2.0% |
0.00 |
Volume |
955,622 |
598,644 |
-356,978 |
-37.4% |
4,950,031 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.89 |
164.33 |
162.39 |
|
R3 |
163.94 |
163.38 |
162.13 |
|
R2 |
162.99 |
162.99 |
162.04 |
|
R1 |
162.43 |
162.43 |
161.96 |
162.24 |
PP |
162.04 |
162.04 |
162.04 |
161.94 |
S1 |
161.48 |
161.48 |
161.78 |
161.29 |
S2 |
161.09 |
161.09 |
161.70 |
|
S3 |
160.14 |
160.53 |
161.61 |
|
S4 |
159.19 |
159.58 |
161.35 |
|
|
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 |
165.44 |
161.65 |
3.79 |
2.3% |
1.22 |
0.8% |
6% |
False |
True |
990,006 |
10 |
165.44 |
161.65 |
3.79 |
2.3% |
0.80 |
0.5% |
6% |
False |
True |
778,065 |
20 |
165.55 |
161.65 |
3.90 |
2.4% |
0.67 |
0.4% |
6% |
False |
True |
729,806 |
40 |
165.55 |
161.65 |
3.90 |
2.4% |
0.63 |
0.4% |
6% |
False |
True |
426,964 |
60 |
165.93 |
161.65 |
4.28 |
2.6% |
0.63 |
0.4% |
5% |
False |
True |
288,435 |
80 |
165.93 |
160.17 |
5.76 |
3.6% |
0.66 |
0.4% |
30% |
False |
False |
216,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.64 |
2.618 |
165.09 |
1.618 |
164.14 |
1.000 |
163.55 |
0.618 |
163.19 |
HIGH |
162.60 |
0.618 |
162.24 |
0.500 |
162.13 |
0.382 |
162.01 |
LOW |
161.65 |
0.618 |
161.06 |
1.000 |
160.70 |
1.618 |
160.11 |
2.618 |
159.16 |
4.250 |
157.61 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
162.13 |
162.85 |
PP |
162.04 |
162.52 |
S1 |
161.96 |
162.20 |
|