Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
164.68 |
164.65 |
-0.03 |
0.0% |
164.95 |
| High |
164.82 |
165.02 |
0.20 |
0.1% |
165.55 |
| Low |
164.43 |
164.60 |
0.17 |
0.1% |
164.13 |
| Close |
164.65 |
164.92 |
0.27 |
0.2% |
164.73 |
| Range |
0.39 |
0.42 |
0.03 |
7.7% |
1.42 |
| ATR |
0.59 |
0.58 |
-0.01 |
-2.0% |
0.00 |
| Volume |
492,638 |
671,527 |
178,889 |
36.3% |
2,960,599 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.11 |
165.93 |
165.15 |
|
| R3 |
165.69 |
165.51 |
165.04 |
|
| R2 |
165.27 |
165.27 |
165.00 |
|
| R1 |
165.09 |
165.09 |
164.96 |
165.18 |
| PP |
164.85 |
164.85 |
164.85 |
164.89 |
| S1 |
164.67 |
164.67 |
164.88 |
164.76 |
| S2 |
164.43 |
164.43 |
164.84 |
|
| S3 |
164.01 |
164.25 |
164.80 |
|
| S4 |
163.59 |
163.83 |
164.69 |
|
|
| 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% |
56% |
False |
False |
589,090 |
| 10 |
165.55 |
164.13 |
1.42 |
0.9% |
0.55 |
0.3% |
56% |
False |
False |
590,080 |
| 20 |
165.55 |
162.52 |
3.03 |
1.8% |
0.51 |
0.3% |
79% |
False |
False |
506,948 |
| 40 |
165.55 |
161.68 |
3.87 |
2.3% |
0.60 |
0.4% |
84% |
False |
False |
264,679 |
| 60 |
165.93 |
161.31 |
4.62 |
2.8% |
0.59 |
0.4% |
78% |
False |
False |
178,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.81 |
|
2.618 |
166.12 |
|
1.618 |
165.70 |
|
1.000 |
165.44 |
|
0.618 |
165.28 |
|
HIGH |
165.02 |
|
0.618 |
164.86 |
|
0.500 |
164.81 |
|
0.382 |
164.76 |
|
LOW |
164.60 |
|
0.618 |
164.34 |
|
1.000 |
164.18 |
|
1.618 |
163.92 |
|
2.618 |
163.50 |
|
4.250 |
162.82 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
164.88 |
164.81 |
| PP |
164.85 |
164.69 |
| S1 |
164.81 |
164.58 |
|