Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
161.32 |
160.70 |
-0.62 |
-0.4% |
163.60 |
| High |
161.47 |
161.36 |
-0.11 |
-0.1% |
163.99 |
| Low |
160.65 |
160.64 |
-0.01 |
0.0% |
162.49 |
| Close |
160.98 |
161.27 |
0.29 |
0.2% |
162.74 |
| Range |
0.82 |
0.72 |
-0.10 |
-12.2% |
1.50 |
| ATR |
0.75 |
0.75 |
0.00 |
-0.3% |
0.00 |
| Volume |
746,217 |
774,193 |
27,976 |
3.7% |
2,856,799 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.25 |
162.98 |
161.67 |
|
| R3 |
162.53 |
162.26 |
161.47 |
|
| R2 |
161.81 |
161.81 |
161.40 |
|
| R1 |
161.54 |
161.54 |
161.34 |
161.68 |
| PP |
161.09 |
161.09 |
161.09 |
161.16 |
| S1 |
160.82 |
160.82 |
161.20 |
160.96 |
| S2 |
160.37 |
160.37 |
161.14 |
|
| S3 |
159.65 |
160.10 |
161.07 |
|
| S4 |
158.93 |
159.38 |
160.87 |
|
|
| 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 |
163.44 |
160.64 |
2.80 |
1.7% |
0.72 |
0.4% |
23% |
False |
True |
775,120 |
| 10 |
163.99 |
160.64 |
3.35 |
2.1% |
0.64 |
0.4% |
19% |
False |
True |
681,654 |
| 20 |
163.99 |
160.14 |
3.85 |
2.4% |
0.63 |
0.4% |
29% |
False |
False |
669,683 |
| 40 |
163.99 |
158.73 |
5.26 |
3.3% |
0.71 |
0.4% |
48% |
False |
False |
709,913 |
| 60 |
163.99 |
158.40 |
5.59 |
3.5% |
0.69 |
0.4% |
51% |
False |
False |
486,632 |
| 80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
53% |
False |
False |
366,210 |
| 100 |
163.99 |
157.28 |
6.71 |
4.2% |
0.64 |
0.4% |
59% |
False |
False |
292,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.42 |
|
2.618 |
163.24 |
|
1.618 |
162.52 |
|
1.000 |
162.08 |
|
0.618 |
161.80 |
|
HIGH |
161.36 |
|
0.618 |
161.08 |
|
0.500 |
161.00 |
|
0.382 |
160.92 |
|
LOW |
160.64 |
|
0.618 |
160.20 |
|
1.000 |
159.92 |
|
1.618 |
159.48 |
|
2.618 |
158.76 |
|
4.250 |
157.58 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
161.18 |
161.23 |
| PP |
161.09 |
161.18 |
| S1 |
161.00 |
161.14 |
|