Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
164.95 |
165.09 |
0.14 |
0.1% |
164.59 |
| High |
165.26 |
165.13 |
-0.13 |
-0.1% |
165.18 |
| Low |
164.86 |
164.72 |
-0.14 |
-0.1% |
164.32 |
| Close |
165.10 |
164.93 |
-0.17 |
-0.1% |
164.87 |
| Range |
0.40 |
0.41 |
0.01 |
2.5% |
0.86 |
| ATR |
0.57 |
0.55 |
-0.01 |
-2.0% |
0.00 |
| Volume |
496,430 |
682,882 |
186,452 |
37.6% |
3,854,871 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.16 |
165.95 |
165.16 |
|
| R3 |
165.75 |
165.54 |
165.04 |
|
| R2 |
165.34 |
165.34 |
165.01 |
|
| R1 |
165.13 |
165.13 |
164.97 |
165.03 |
| PP |
164.93 |
164.93 |
164.93 |
164.88 |
| S1 |
164.72 |
164.72 |
164.89 |
164.62 |
| S2 |
164.52 |
164.52 |
164.85 |
|
| S3 |
164.11 |
164.31 |
164.82 |
|
| S4 |
163.70 |
163.90 |
164.70 |
|
|
| 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% |
0.46 |
0.3% |
57% |
False |
False |
591,070 |
| 10 |
165.26 |
163.89 |
1.37 |
0.8% |
0.45 |
0.3% |
76% |
False |
False |
665,392 |
| 20 |
165.26 |
162.23 |
3.03 |
1.8% |
0.55 |
0.3% |
89% |
False |
False |
367,886 |
| 40 |
165.93 |
161.68 |
4.25 |
2.6% |
0.60 |
0.4% |
76% |
False |
False |
192,364 |
| 60 |
165.93 |
160.50 |
5.43 |
3.3% |
0.59 |
0.4% |
82% |
False |
False |
129,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.87 |
|
2.618 |
166.20 |
|
1.618 |
165.79 |
|
1.000 |
165.54 |
|
0.618 |
165.38 |
|
HIGH |
165.13 |
|
0.618 |
164.97 |
|
0.500 |
164.93 |
|
0.382 |
164.88 |
|
LOW |
164.72 |
|
0.618 |
164.47 |
|
1.000 |
164.31 |
|
1.618 |
164.06 |
|
2.618 |
163.65 |
|
4.250 |
162.98 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
164.93 |
164.99 |
| PP |
164.93 |
164.97 |
| S1 |
164.93 |
164.95 |
|