Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
165.14 |
164.95 |
-0.19 |
-0.1% |
164.59 |
| High |
165.18 |
165.26 |
0.08 |
0.0% |
165.18 |
| Low |
164.74 |
164.86 |
0.12 |
0.1% |
164.32 |
| Close |
164.87 |
165.10 |
0.23 |
0.1% |
164.87 |
| Range |
0.44 |
0.40 |
-0.04 |
-9.1% |
0.86 |
| ATR |
0.58 |
0.57 |
-0.01 |
-2.2% |
0.00 |
| Volume |
474,841 |
496,430 |
21,589 |
4.5% |
3,854,871 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.27 |
166.09 |
165.32 |
|
| R3 |
165.87 |
165.69 |
165.21 |
|
| R2 |
165.47 |
165.47 |
165.17 |
|
| R1 |
165.29 |
165.29 |
165.14 |
165.38 |
| PP |
165.07 |
165.07 |
165.07 |
165.12 |
| S1 |
164.89 |
164.89 |
165.06 |
164.98 |
| S2 |
164.67 |
164.67 |
165.03 |
|
| S3 |
164.27 |
164.49 |
164.99 |
|
| S4 |
163.87 |
164.09 |
164.88 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.37 |
166.98 |
165.34 |
|
| R3 |
166.51 |
166.12 |
165.11 |
|
| R2 |
165.65 |
165.65 |
165.03 |
|
| R1 |
165.26 |
165.26 |
164.95 |
165.46 |
| PP |
164.79 |
164.79 |
164.79 |
164.89 |
| S1 |
164.40 |
164.40 |
164.79 |
164.60 |
| S2 |
163.93 |
163.93 |
164.71 |
|
| S3 |
163.07 |
163.54 |
164.63 |
|
| S4 |
162.21 |
162.68 |
164.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.26 |
164.50 |
0.76 |
0.5% |
0.47 |
0.3% |
79% |
True |
False |
628,895 |
| 10 |
165.26 |
163.89 |
1.37 |
0.8% |
0.45 |
0.3% |
88% |
True |
False |
619,686 |
| 20 |
165.26 |
161.88 |
3.38 |
2.0% |
0.55 |
0.3% |
95% |
True |
False |
335,968 |
| 40 |
165.93 |
161.68 |
4.25 |
2.6% |
0.60 |
0.4% |
80% |
False |
False |
175,410 |
| 60 |
165.93 |
160.50 |
5.43 |
3.3% |
0.61 |
0.4% |
85% |
False |
False |
118,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.96 |
|
2.618 |
166.31 |
|
1.618 |
165.91 |
|
1.000 |
165.66 |
|
0.618 |
165.51 |
|
HIGH |
165.26 |
|
0.618 |
165.11 |
|
0.500 |
165.06 |
|
0.382 |
165.01 |
|
LOW |
164.86 |
|
0.618 |
164.61 |
|
1.000 |
164.46 |
|
1.618 |
164.21 |
|
2.618 |
163.81 |
|
4.250 |
163.16 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
165.09 |
165.03 |
| PP |
165.07 |
164.95 |
| S1 |
165.06 |
164.88 |
|