Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
163.71 |
164.25 |
0.54 |
0.3% |
163.04 |
| High |
164.27 |
164.40 |
0.13 |
0.1% |
163.84 |
| Low |
163.60 |
164.03 |
0.43 |
0.3% |
162.39 |
| Close |
164.25 |
164.31 |
0.06 |
0.0% |
163.74 |
| Range |
0.67 |
0.37 |
-0.30 |
-44.8% |
1.45 |
| ATR |
0.68 |
0.66 |
-0.02 |
-3.3% |
0.00 |
| Volume |
118,510 |
225,816 |
107,306 |
90.5% |
288,852 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.36 |
165.20 |
164.51 |
|
| R3 |
164.99 |
164.83 |
164.41 |
|
| R2 |
164.62 |
164.62 |
164.38 |
|
| R1 |
164.46 |
164.46 |
164.34 |
164.54 |
| PP |
164.25 |
164.25 |
164.25 |
164.29 |
| S1 |
164.09 |
164.09 |
164.28 |
164.17 |
| S2 |
163.88 |
163.88 |
164.24 |
|
| S3 |
163.51 |
163.72 |
164.21 |
|
| S4 |
163.14 |
163.35 |
164.11 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.67 |
167.16 |
164.54 |
|
| R3 |
166.22 |
165.71 |
164.14 |
|
| R2 |
164.77 |
164.77 |
164.01 |
|
| R1 |
164.26 |
164.26 |
163.87 |
164.52 |
| PP |
163.32 |
163.32 |
163.32 |
163.45 |
| S1 |
162.81 |
162.81 |
163.61 |
163.07 |
| S2 |
161.87 |
161.87 |
163.47 |
|
| S3 |
160.42 |
161.36 |
163.34 |
|
| S4 |
158.97 |
159.91 |
162.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.40 |
162.52 |
1.88 |
1.1% |
0.50 |
0.3% |
95% |
True |
False |
107,918 |
| 10 |
164.40 |
162.23 |
2.17 |
1.3% |
0.65 |
0.4% |
96% |
True |
False |
70,380 |
| 20 |
164.40 |
161.68 |
2.72 |
1.7% |
0.61 |
0.4% |
97% |
True |
False |
46,628 |
| 40 |
165.93 |
161.68 |
4.25 |
2.6% |
0.62 |
0.4% |
62% |
False |
False |
27,515 |
| 60 |
165.93 |
160.17 |
5.76 |
3.5% |
0.66 |
0.4% |
72% |
False |
False |
18,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.97 |
|
2.618 |
165.37 |
|
1.618 |
165.00 |
|
1.000 |
164.77 |
|
0.618 |
164.63 |
|
HIGH |
164.40 |
|
0.618 |
164.26 |
|
0.500 |
164.22 |
|
0.382 |
164.17 |
|
LOW |
164.03 |
|
0.618 |
163.80 |
|
1.000 |
163.66 |
|
1.618 |
163.43 |
|
2.618 |
163.06 |
|
4.250 |
162.46 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
164.28 |
164.15 |
| PP |
164.25 |
163.99 |
| S1 |
164.22 |
163.83 |
|