Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 25-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
161.52 |
161.32 |
-0.20 |
-0.1% |
163.60 |
| High |
161.63 |
161.47 |
-0.16 |
-0.1% |
163.99 |
| Low |
160.93 |
160.65 |
-0.28 |
-0.2% |
162.49 |
| Close |
161.35 |
160.98 |
-0.37 |
-0.2% |
162.74 |
| Range |
0.70 |
0.82 |
0.12 |
17.1% |
1.50 |
| ATR |
0.75 |
0.75 |
0.01 |
0.7% |
0.00 |
| Volume |
841,149 |
746,217 |
-94,932 |
-11.3% |
2,856,799 |
|
| Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.49 |
163.06 |
161.43 |
|
| R3 |
162.67 |
162.24 |
161.21 |
|
| R2 |
161.85 |
161.85 |
161.13 |
|
| R1 |
161.42 |
161.42 |
161.06 |
161.23 |
| PP |
161.03 |
161.03 |
161.03 |
160.94 |
| S1 |
160.60 |
160.60 |
160.90 |
160.41 |
| S2 |
160.21 |
160.21 |
160.83 |
|
| S3 |
159.39 |
159.78 |
160.75 |
|
| S4 |
158.57 |
158.96 |
160.53 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.57 |
166.66 |
163.57 |
|
| R3 |
166.07 |
165.16 |
163.15 |
|
| R2 |
164.57 |
164.57 |
163.02 |
|
| R1 |
163.66 |
163.66 |
162.88 |
163.37 |
| PP |
163.07 |
163.07 |
163.07 |
162.93 |
| S1 |
162.16 |
162.16 |
162.60 |
161.87 |
| S2 |
161.57 |
161.57 |
162.47 |
|
| S3 |
160.07 |
160.66 |
162.33 |
|
| S4 |
158.57 |
159.16 |
161.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.80 |
160.65 |
3.15 |
2.0% |
0.71 |
0.4% |
10% |
False |
True |
762,671 |
| 10 |
163.99 |
160.65 |
3.34 |
2.1% |
0.63 |
0.4% |
10% |
False |
True |
670,219 |
| 20 |
163.99 |
160.14 |
3.85 |
2.4% |
0.63 |
0.4% |
22% |
False |
False |
664,603 |
| 40 |
163.99 |
158.73 |
5.26 |
3.3% |
0.70 |
0.4% |
43% |
False |
False |
695,066 |
| 60 |
163.99 |
158.28 |
5.71 |
3.5% |
0.69 |
0.4% |
47% |
False |
False |
473,891 |
| 80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
48% |
False |
False |
356,544 |
| 100 |
163.99 |
157.28 |
6.71 |
4.2% |
0.64 |
0.4% |
55% |
False |
False |
285,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.96 |
|
2.618 |
163.62 |
|
1.618 |
162.80 |
|
1.000 |
162.29 |
|
0.618 |
161.98 |
|
HIGH |
161.47 |
|
0.618 |
161.16 |
|
0.500 |
161.06 |
|
0.382 |
160.96 |
|
LOW |
160.65 |
|
0.618 |
160.14 |
|
1.000 |
159.83 |
|
1.618 |
159.32 |
|
2.618 |
158.50 |
|
4.250 |
157.17 |
|
|
| Fisher Pivots for day following 25-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
161.06 |
161.80 |
| PP |
161.03 |
161.52 |
| S1 |
161.01 |
161.25 |
|