Euro Bund Future September 2017
Trading Metrics calculated at close of trading on 05-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
164.10 |
164.59 |
0.49 |
0.3% |
163.71 |
High |
164.73 |
164.65 |
-0.08 |
0.0% |
164.73 |
Low |
164.08 |
164.32 |
0.24 |
0.1% |
163.60 |
Close |
164.66 |
164.49 |
-0.17 |
-0.1% |
164.66 |
Range |
0.65 |
0.33 |
-0.32 |
-49.2% |
1.13 |
ATR |
0.63 |
0.61 |
-0.02 |
-3.3% |
0.00 |
Volume |
724,273 |
1,206,822 |
482,549 |
66.6% |
1,964,072 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.48 |
165.31 |
164.67 |
|
R3 |
165.15 |
164.98 |
164.58 |
|
R2 |
164.82 |
164.82 |
164.55 |
|
R1 |
164.65 |
164.65 |
164.52 |
164.57 |
PP |
164.49 |
164.49 |
164.49 |
164.45 |
S1 |
164.32 |
164.32 |
164.46 |
164.24 |
S2 |
164.16 |
164.16 |
164.43 |
|
S3 |
163.83 |
163.99 |
164.40 |
|
S4 |
163.50 |
163.66 |
164.31 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.72 |
167.32 |
165.28 |
|
R3 |
166.59 |
166.19 |
164.97 |
|
R2 |
165.46 |
165.46 |
164.87 |
|
R1 |
165.06 |
165.06 |
164.76 |
165.26 |
PP |
164.33 |
164.33 |
164.33 |
164.43 |
S1 |
163.93 |
163.93 |
164.56 |
164.13 |
S2 |
163.20 |
163.20 |
164.45 |
|
S3 |
162.07 |
162.80 |
164.35 |
|
S4 |
160.94 |
161.67 |
164.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.73 |
163.89 |
0.84 |
0.5% |
0.42 |
0.3% |
71% |
False |
False |
610,476 |
10 |
164.73 |
162.39 |
2.34 |
1.4% |
0.50 |
0.3% |
90% |
False |
False |
341,174 |
20 |
164.73 |
161.68 |
3.05 |
1.9% |
0.56 |
0.3% |
92% |
False |
False |
183,541 |
40 |
165.93 |
161.68 |
4.25 |
2.6% |
0.60 |
0.4% |
66% |
False |
False |
97,825 |
60 |
165.93 |
160.17 |
5.76 |
3.5% |
0.64 |
0.4% |
75% |
False |
False |
65,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.05 |
2.618 |
165.51 |
1.618 |
165.18 |
1.000 |
164.98 |
0.618 |
164.85 |
HIGH |
164.65 |
0.618 |
164.52 |
0.500 |
164.49 |
0.382 |
164.45 |
LOW |
164.32 |
0.618 |
164.12 |
1.000 |
163.99 |
1.618 |
163.79 |
2.618 |
163.46 |
4.250 |
162.92 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
164.49 |
164.43 |
PP |
164.49 |
164.37 |
S1 |
164.49 |
164.31 |
|