Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
165.05 |
165.33 |
0.28 |
0.2% |
164.59 |
| High |
165.55 |
165.44 |
-0.11 |
-0.1% |
165.18 |
| Low |
164.83 |
164.40 |
-0.43 |
-0.3% |
164.32 |
| Close |
165.46 |
164.59 |
-0.87 |
-0.5% |
164.87 |
| Range |
0.72 |
1.04 |
0.32 |
44.4% |
0.86 |
| ATR |
0.57 |
0.60 |
0.04 |
6.2% |
0.00 |
| Volume |
768,892 |
537,343 |
-231,549 |
-30.1% |
3,854,871 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.93 |
167.30 |
165.16 |
|
| R3 |
166.89 |
166.26 |
164.88 |
|
| R2 |
165.85 |
165.85 |
164.78 |
|
| R1 |
165.22 |
165.22 |
164.69 |
165.02 |
| PP |
164.81 |
164.81 |
164.81 |
164.71 |
| S1 |
164.18 |
164.18 |
164.49 |
163.98 |
| S2 |
163.77 |
163.77 |
164.40 |
|
| S3 |
162.73 |
163.14 |
164.30 |
|
| S4 |
161.69 |
162.10 |
164.02 |
|
|
| 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 |
165.55 |
164.40 |
1.15 |
0.7% |
0.60 |
0.4% |
17% |
False |
True |
592,077 |
| 10 |
165.55 |
164.08 |
1.47 |
0.9% |
0.55 |
0.3% |
35% |
False |
False |
706,469 |
| 20 |
165.55 |
162.39 |
3.16 |
1.9% |
0.53 |
0.3% |
70% |
False |
False |
431,026 |
| 40 |
165.55 |
161.68 |
3.87 |
2.4% |
0.61 |
0.4% |
75% |
False |
False |
224,100 |
| 60 |
165.93 |
160.60 |
5.33 |
3.2% |
0.60 |
0.4% |
75% |
False |
False |
151,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169.86 |
|
2.618 |
168.16 |
|
1.618 |
167.12 |
|
1.000 |
166.48 |
|
0.618 |
166.08 |
|
HIGH |
165.44 |
|
0.618 |
165.04 |
|
0.500 |
164.92 |
|
0.382 |
164.80 |
|
LOW |
164.40 |
|
0.618 |
163.76 |
|
1.000 |
163.36 |
|
1.618 |
162.72 |
|
2.618 |
161.68 |
|
4.250 |
159.98 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
164.92 |
164.98 |
| PP |
164.81 |
164.85 |
| S1 |
164.70 |
164.72 |
|