Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
161.46 |
161.40 |
-0.06 |
0.0% |
160.51 |
| High |
161.53 |
162.18 |
0.65 |
0.4% |
161.57 |
| Low |
161.21 |
161.34 |
0.13 |
0.1% |
160.14 |
| Close |
161.42 |
162.09 |
0.67 |
0.4% |
161.42 |
| Range |
0.32 |
0.84 |
0.52 |
162.5% |
1.43 |
| ATR |
0.73 |
0.74 |
0.01 |
1.1% |
0.00 |
| Volume |
622,567 |
833,246 |
210,679 |
33.8% |
3,409,675 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.39 |
164.08 |
162.55 |
|
| R3 |
163.55 |
163.24 |
162.32 |
|
| R2 |
162.71 |
162.71 |
162.24 |
|
| R1 |
162.40 |
162.40 |
162.17 |
162.56 |
| PP |
161.87 |
161.87 |
161.87 |
161.95 |
| S1 |
161.56 |
161.56 |
162.01 |
161.72 |
| S2 |
161.03 |
161.03 |
161.94 |
|
| S3 |
160.19 |
160.72 |
161.86 |
|
| S4 |
159.35 |
159.88 |
161.63 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.33 |
164.81 |
162.21 |
|
| R3 |
163.90 |
163.38 |
161.81 |
|
| R2 |
162.47 |
162.47 |
161.68 |
|
| R1 |
161.95 |
161.95 |
161.55 |
162.21 |
| PP |
161.04 |
161.04 |
161.04 |
161.18 |
| S1 |
160.52 |
160.52 |
161.29 |
160.78 |
| S2 |
159.61 |
159.61 |
161.16 |
|
| S3 |
158.18 |
159.09 |
161.03 |
|
| S4 |
156.75 |
157.66 |
160.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.18 |
160.14 |
2.04 |
1.3% |
0.66 |
0.4% |
96% |
True |
False |
714,067 |
| 10 |
162.18 |
159.12 |
3.06 |
1.9% |
0.67 |
0.4% |
97% |
True |
False |
706,515 |
| 20 |
162.18 |
158.73 |
3.45 |
2.1% |
0.78 |
0.5% |
97% |
True |
False |
727,324 |
| 40 |
163.12 |
158.73 |
4.39 |
2.7% |
0.72 |
0.4% |
77% |
False |
False |
482,654 |
| 60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.69 |
0.4% |
79% |
False |
False |
324,505 |
| 80 |
163.12 |
157.82 |
5.30 |
3.3% |
0.63 |
0.4% |
81% |
False |
False |
243,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.75 |
|
2.618 |
164.38 |
|
1.618 |
163.54 |
|
1.000 |
163.02 |
|
0.618 |
162.70 |
|
HIGH |
162.18 |
|
0.618 |
161.86 |
|
0.500 |
161.76 |
|
0.382 |
161.66 |
|
LOW |
161.34 |
|
0.618 |
160.82 |
|
1.000 |
160.50 |
|
1.618 |
159.98 |
|
2.618 |
159.14 |
|
4.250 |
157.77 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
161.98 |
161.93 |
| PP |
161.87 |
161.78 |
| S1 |
161.76 |
161.62 |
|