Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 02-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
162.20 |
162.14 |
-0.06 |
0.0% |
161.80 |
High |
162.32 |
162.77 |
0.45 |
0.3% |
162.77 |
Low |
161.95 |
162.13 |
0.18 |
0.1% |
161.68 |
Close |
162.28 |
162.69 |
0.41 |
0.3% |
162.69 |
Range |
0.37 |
0.64 |
0.27 |
73.0% |
1.09 |
ATR |
0.60 |
0.61 |
0.00 |
0.4% |
0.00 |
Volume |
1,186,083 |
980,829 |
-205,254 |
-17.3% |
4,791,350 |
|
Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.45 |
164.21 |
163.04 |
|
R3 |
163.81 |
163.57 |
162.87 |
|
R2 |
163.17 |
163.17 |
162.81 |
|
R1 |
162.93 |
162.93 |
162.75 |
163.05 |
PP |
162.53 |
162.53 |
162.53 |
162.59 |
S1 |
162.29 |
162.29 |
162.63 |
162.41 |
S2 |
161.89 |
161.89 |
162.57 |
|
S3 |
161.25 |
161.65 |
162.51 |
|
S4 |
160.61 |
161.01 |
162.34 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.65 |
165.26 |
163.29 |
|
R3 |
164.56 |
164.17 |
162.99 |
|
R2 |
163.47 |
163.47 |
162.89 |
|
R1 |
163.08 |
163.08 |
162.79 |
163.28 |
PP |
162.38 |
162.38 |
162.38 |
162.48 |
S1 |
161.99 |
161.99 |
162.59 |
162.19 |
S2 |
161.29 |
161.29 |
162.49 |
|
S3 |
160.20 |
160.90 |
162.39 |
|
S4 |
159.11 |
159.81 |
162.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.77 |
161.68 |
1.09 |
0.7% |
0.48 |
0.3% |
93% |
True |
False |
958,270 |
10 |
162.77 |
160.59 |
2.18 |
1.3% |
0.52 |
0.3% |
96% |
True |
False |
755,807 |
20 |
162.77 |
160.00 |
2.77 |
1.7% |
0.57 |
0.3% |
97% |
True |
False |
719,963 |
40 |
163.99 |
160.00 |
3.99 |
2.5% |
0.61 |
0.4% |
67% |
False |
False |
689,913 |
60 |
163.99 |
158.73 |
5.26 |
3.2% |
0.66 |
0.4% |
75% |
False |
False |
701,108 |
80 |
163.99 |
158.73 |
5.26 |
3.2% |
0.66 |
0.4% |
75% |
False |
False |
594,272 |
100 |
163.99 |
158.24 |
5.75 |
3.5% |
0.66 |
0.4% |
77% |
False |
False |
477,202 |
120 |
163.99 |
158.24 |
5.75 |
3.5% |
0.63 |
0.4% |
77% |
False |
False |
397,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.49 |
2.618 |
164.45 |
1.618 |
163.81 |
1.000 |
163.41 |
0.618 |
163.17 |
HIGH |
162.77 |
0.618 |
162.53 |
0.500 |
162.45 |
0.382 |
162.37 |
LOW |
162.13 |
0.618 |
161.73 |
1.000 |
161.49 |
1.618 |
161.09 |
2.618 |
160.45 |
4.250 |
159.41 |
|
|
Fisher Pivots for day following 02-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
162.61 |
162.58 |
PP |
162.53 |
162.47 |
S1 |
162.45 |
162.36 |
|