Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 11-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
162.59 |
163.28 |
0.69 |
0.4% |
161.40 |
| High |
163.30 |
163.39 |
0.09 |
0.1% |
163.05 |
| Low |
162.59 |
162.87 |
0.28 |
0.2% |
161.34 |
| Close |
162.99 |
163.21 |
0.22 |
0.1% |
162.85 |
| Range |
0.71 |
0.52 |
-0.19 |
-26.8% |
1.71 |
| ATR |
0.70 |
0.69 |
-0.01 |
-1.9% |
0.00 |
| Volume |
659,844 |
535,916 |
-123,928 |
-18.8% |
3,180,193 |
|
| Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.72 |
164.48 |
163.50 |
|
| R3 |
164.20 |
163.96 |
163.35 |
|
| R2 |
163.68 |
163.68 |
163.31 |
|
| R1 |
163.44 |
163.44 |
163.26 |
163.30 |
| PP |
163.16 |
163.16 |
163.16 |
163.09 |
| S1 |
162.92 |
162.92 |
163.16 |
162.78 |
| S2 |
162.64 |
162.64 |
163.11 |
|
| S3 |
162.12 |
162.40 |
163.07 |
|
| S4 |
161.60 |
161.88 |
162.92 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.54 |
166.91 |
163.79 |
|
| R3 |
165.83 |
165.20 |
163.32 |
|
| R2 |
164.12 |
164.12 |
163.16 |
|
| R1 |
163.49 |
163.49 |
163.01 |
163.81 |
| PP |
162.41 |
162.41 |
162.41 |
162.57 |
| S1 |
161.78 |
161.78 |
162.69 |
162.10 |
| S2 |
160.70 |
160.70 |
162.54 |
|
| S3 |
158.99 |
160.07 |
162.38 |
|
| S4 |
157.28 |
158.36 |
161.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.39 |
162.02 |
1.37 |
0.8% |
0.57 |
0.4% |
87% |
True |
False |
577,591 |
| 10 |
163.39 |
160.18 |
3.21 |
2.0% |
0.62 |
0.4% |
94% |
True |
False |
632,142 |
| 20 |
163.39 |
159.09 |
4.30 |
2.6% |
0.69 |
0.4% |
96% |
True |
False |
674,273 |
| 40 |
163.39 |
158.73 |
4.66 |
2.9% |
0.72 |
0.4% |
96% |
True |
False |
568,775 |
| 60 |
163.39 |
158.24 |
5.15 |
3.2% |
0.70 |
0.4% |
97% |
True |
False |
383,268 |
| 80 |
163.39 |
158.24 |
5.15 |
3.2% |
0.64 |
0.4% |
97% |
True |
False |
287,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.60 |
|
2.618 |
164.75 |
|
1.618 |
164.23 |
|
1.000 |
163.91 |
|
0.618 |
163.71 |
|
HIGH |
163.39 |
|
0.618 |
163.19 |
|
0.500 |
163.13 |
|
0.382 |
163.07 |
|
LOW |
162.87 |
|
0.618 |
162.55 |
|
1.000 |
162.35 |
|
1.618 |
162.03 |
|
2.618 |
161.51 |
|
4.250 |
160.66 |
|
|
| Fisher Pivots for day following 11-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.18 |
163.12 |
| PP |
163.16 |
163.03 |
| S1 |
163.13 |
162.95 |
|