Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
160.50 |
160.84 |
0.34 |
0.2% |
160.29 |
| High |
160.99 |
160.89 |
-0.10 |
-0.1% |
160.99 |
| Low |
160.41 |
160.46 |
0.05 |
0.0% |
160.00 |
| Close |
160.88 |
160.51 |
-0.37 |
-0.2% |
160.88 |
| Range |
0.58 |
0.43 |
-0.15 |
-25.9% |
0.99 |
| ATR |
0.69 |
0.67 |
-0.02 |
-2.7% |
0.00 |
| Volume |
553,414 |
700,766 |
147,352 |
26.6% |
3,207,437 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.91 |
161.64 |
160.75 |
|
| R3 |
161.48 |
161.21 |
160.63 |
|
| R2 |
161.05 |
161.05 |
160.59 |
|
| R1 |
160.78 |
160.78 |
160.55 |
160.70 |
| PP |
160.62 |
160.62 |
160.62 |
160.58 |
| S1 |
160.35 |
160.35 |
160.47 |
160.27 |
| S2 |
160.19 |
160.19 |
160.43 |
|
| S3 |
159.76 |
159.92 |
160.39 |
|
| S4 |
159.33 |
159.49 |
160.27 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.59 |
163.23 |
161.42 |
|
| R3 |
162.60 |
162.24 |
161.15 |
|
| R2 |
161.61 |
161.61 |
161.06 |
|
| R1 |
161.25 |
161.25 |
160.97 |
161.43 |
| PP |
160.62 |
160.62 |
160.62 |
160.72 |
| S1 |
160.26 |
160.26 |
160.79 |
160.44 |
| S2 |
159.63 |
159.63 |
160.70 |
|
| S3 |
158.64 |
159.27 |
160.61 |
|
| S4 |
157.65 |
158.28 |
160.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160.99 |
160.00 |
0.99 |
0.6% |
0.51 |
0.3% |
52% |
False |
False |
645,392 |
| 10 |
161.94 |
160.00 |
1.94 |
1.2% |
0.56 |
0.4% |
26% |
False |
False |
667,140 |
| 20 |
163.99 |
160.00 |
3.99 |
2.5% |
0.64 |
0.4% |
13% |
False |
False |
686,340 |
| 40 |
163.99 |
159.09 |
4.90 |
3.1% |
0.65 |
0.4% |
29% |
False |
False |
675,621 |
| 60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
34% |
False |
False |
615,116 |
| 80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
39% |
False |
False |
465,044 |
| 100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.64 |
0.4% |
39% |
False |
False |
372,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.72 |
|
2.618 |
162.02 |
|
1.618 |
161.59 |
|
1.000 |
161.32 |
|
0.618 |
161.16 |
|
HIGH |
160.89 |
|
0.618 |
160.73 |
|
0.500 |
160.68 |
|
0.382 |
160.62 |
|
LOW |
160.46 |
|
0.618 |
160.19 |
|
1.000 |
160.03 |
|
1.618 |
159.76 |
|
2.618 |
159.33 |
|
4.250 |
158.63 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
160.68 |
160.51 |
| PP |
160.62 |
160.50 |
| S1 |
160.57 |
160.50 |
|