Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
160.61 |
160.58 |
-0.03 |
0.0% |
160.29 |
| High |
160.63 |
161.57 |
0.94 |
0.6% |
160.99 |
| Low |
160.17 |
160.47 |
0.30 |
0.2% |
160.00 |
| Close |
160.48 |
161.06 |
0.58 |
0.4% |
160.88 |
| Range |
0.46 |
1.10 |
0.64 |
139.1% |
0.99 |
| ATR |
0.66 |
0.69 |
0.03 |
4.8% |
0.00 |
| Volume |
884,706 |
1,012,378 |
127,672 |
14.4% |
3,207,437 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.33 |
163.80 |
161.67 |
|
| R3 |
163.23 |
162.70 |
161.36 |
|
| R2 |
162.13 |
162.13 |
161.26 |
|
| R1 |
161.60 |
161.60 |
161.16 |
161.87 |
| PP |
161.03 |
161.03 |
161.03 |
161.17 |
| S1 |
160.50 |
160.50 |
160.96 |
160.77 |
| S2 |
159.93 |
159.93 |
160.86 |
|
| S3 |
158.83 |
159.40 |
160.76 |
|
| S4 |
157.73 |
158.30 |
160.46 |
|
|
| 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 |
161.57 |
160.00 |
1.57 |
1.0% |
0.63 |
0.4% |
68% |
True |
False |
749,963 |
| 10 |
161.57 |
160.00 |
1.57 |
1.0% |
0.64 |
0.4% |
68% |
True |
False |
724,330 |
| 20 |
163.80 |
160.00 |
3.80 |
2.4% |
0.67 |
0.4% |
28% |
False |
False |
721,076 |
| 40 |
163.99 |
159.12 |
4.87 |
3.0% |
0.64 |
0.4% |
40% |
False |
False |
690,090 |
| 60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
44% |
False |
False |
645,852 |
| 80 |
163.99 |
158.24 |
5.75 |
3.6% |
0.68 |
0.4% |
49% |
False |
False |
488,515 |
| 100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.66 |
0.4% |
49% |
False |
False |
391,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.25 |
|
2.618 |
164.45 |
|
1.618 |
163.35 |
|
1.000 |
162.67 |
|
0.618 |
162.25 |
|
HIGH |
161.57 |
|
0.618 |
161.15 |
|
0.500 |
161.02 |
|
0.382 |
160.89 |
|
LOW |
160.47 |
|
0.618 |
159.79 |
|
1.000 |
159.37 |
|
1.618 |
158.69 |
|
2.618 |
157.59 |
|
4.250 |
155.80 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
161.05 |
161.00 |
| PP |
161.03 |
160.93 |
| S1 |
161.02 |
160.87 |
|