Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
165.33 |
164.54 |
-0.79 |
-0.5% |
164.95 |
| High |
165.44 |
164.76 |
-0.68 |
-0.4% |
165.55 |
| Low |
164.40 |
164.13 |
-0.27 |
-0.2% |
164.13 |
| Close |
164.59 |
164.73 |
0.14 |
0.1% |
164.73 |
| Range |
1.04 |
0.63 |
-0.41 |
-39.4% |
1.42 |
| ATR |
0.60 |
0.60 |
0.00 |
0.3% |
0.00 |
| Volume |
537,343 |
475,052 |
-62,291 |
-11.6% |
2,960,599 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.43 |
166.21 |
165.08 |
|
| R3 |
165.80 |
165.58 |
164.90 |
|
| R2 |
165.17 |
165.17 |
164.85 |
|
| R1 |
164.95 |
164.95 |
164.79 |
165.06 |
| PP |
164.54 |
164.54 |
164.54 |
164.60 |
| S1 |
164.32 |
164.32 |
164.67 |
164.43 |
| S2 |
163.91 |
163.91 |
164.61 |
|
| S3 |
163.28 |
163.69 |
164.56 |
|
| S4 |
162.65 |
163.06 |
164.38 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.06 |
168.32 |
165.51 |
|
| R3 |
167.64 |
166.90 |
165.12 |
|
| R2 |
166.22 |
166.22 |
164.99 |
|
| R1 |
165.48 |
165.48 |
164.86 |
165.14 |
| PP |
164.80 |
164.80 |
164.80 |
164.64 |
| S1 |
164.06 |
164.06 |
164.60 |
163.72 |
| S2 |
163.38 |
163.38 |
164.47 |
|
| S3 |
161.96 |
162.64 |
164.34 |
|
| S4 |
160.54 |
161.22 |
163.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.55 |
164.13 |
1.42 |
0.9% |
0.64 |
0.4% |
42% |
False |
True |
592,119 |
| 10 |
165.55 |
164.13 |
1.42 |
0.9% |
0.55 |
0.3% |
42% |
False |
True |
681,547 |
| 20 |
165.55 |
162.39 |
3.16 |
1.9% |
0.54 |
0.3% |
74% |
False |
False |
453,419 |
| 40 |
165.55 |
161.68 |
3.87 |
2.3% |
0.61 |
0.4% |
79% |
False |
False |
235,873 |
| 60 |
165.93 |
161.10 |
4.83 |
2.9% |
0.60 |
0.4% |
75% |
False |
False |
159,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.44 |
|
2.618 |
166.41 |
|
1.618 |
165.78 |
|
1.000 |
165.39 |
|
0.618 |
165.15 |
|
HIGH |
164.76 |
|
0.618 |
164.52 |
|
0.500 |
164.45 |
|
0.382 |
164.37 |
|
LOW |
164.13 |
|
0.618 |
163.74 |
|
1.000 |
163.50 |
|
1.618 |
163.11 |
|
2.618 |
162.48 |
|
4.250 |
161.45 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
164.64 |
164.84 |
| PP |
164.54 |
164.80 |
| S1 |
164.45 |
164.77 |
|