Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
161.22 |
161.09 |
-0.13 |
-0.1% |
160.84 |
| High |
161.47 |
161.32 |
-0.15 |
-0.1% |
162.02 |
| Low |
160.79 |
160.59 |
-0.20 |
-0.1% |
160.17 |
| Close |
160.99 |
160.87 |
-0.12 |
-0.1% |
161.30 |
| Range |
0.68 |
0.73 |
0.05 |
7.4% |
1.85 |
| ATR |
0.69 |
0.69 |
0.00 |
0.5% |
0.00 |
| Volume |
666,271 |
666,479 |
208 |
0.0% |
3,633,753 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.12 |
162.72 |
161.27 |
|
| R3 |
162.39 |
161.99 |
161.07 |
|
| R2 |
161.66 |
161.66 |
161.00 |
|
| R1 |
161.26 |
161.26 |
160.94 |
161.10 |
| PP |
160.93 |
160.93 |
160.93 |
160.84 |
| S1 |
160.53 |
160.53 |
160.80 |
160.37 |
| S2 |
160.20 |
160.20 |
160.74 |
|
| S3 |
159.47 |
159.80 |
160.67 |
|
| S4 |
158.74 |
159.07 |
160.47 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.71 |
165.86 |
162.32 |
|
| R3 |
164.86 |
164.01 |
161.81 |
|
| R2 |
163.01 |
163.01 |
161.64 |
|
| R1 |
162.16 |
162.16 |
161.47 |
162.59 |
| PP |
161.16 |
161.16 |
161.16 |
161.38 |
| S1 |
160.31 |
160.31 |
161.13 |
160.74 |
| S2 |
159.31 |
159.31 |
160.96 |
|
| S3 |
157.46 |
158.46 |
160.79 |
|
| S4 |
155.61 |
156.61 |
160.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.02 |
160.47 |
1.55 |
1.0% |
0.76 |
0.5% |
26% |
False |
False |
676,206 |
| 10 |
162.02 |
160.00 |
2.02 |
1.3% |
0.65 |
0.4% |
43% |
False |
False |
684,583 |
| 20 |
162.15 |
160.00 |
2.15 |
1.3% |
0.67 |
0.4% |
40% |
False |
False |
686,151 |
| 40 |
163.99 |
159.73 |
4.26 |
2.6% |
0.64 |
0.4% |
27% |
False |
False |
674,489 |
| 60 |
163.99 |
158.73 |
5.26 |
3.3% |
0.69 |
0.4% |
41% |
False |
False |
681,471 |
| 80 |
163.99 |
158.28 |
5.71 |
3.5% |
0.68 |
0.4% |
45% |
False |
False |
517,683 |
| 100 |
163.99 |
158.24 |
5.75 |
3.6% |
0.67 |
0.4% |
46% |
False |
False |
415,004 |
| 120 |
163.99 |
157.28 |
6.71 |
4.2% |
0.64 |
0.4% |
54% |
False |
False |
345,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.42 |
|
2.618 |
163.23 |
|
1.618 |
162.50 |
|
1.000 |
162.05 |
|
0.618 |
161.77 |
|
HIGH |
161.32 |
|
0.618 |
161.04 |
|
0.500 |
160.96 |
|
0.382 |
160.87 |
|
LOW |
160.59 |
|
0.618 |
160.14 |
|
1.000 |
159.86 |
|
1.618 |
159.41 |
|
2.618 |
158.68 |
|
4.250 |
157.49 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
160.96 |
161.07 |
| PP |
160.93 |
161.00 |
| S1 |
160.90 |
160.94 |
|