Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
164.65 |
165.00 |
0.35 |
0.2% |
164.95 |
| High |
165.02 |
165.29 |
0.27 |
0.2% |
165.55 |
| Low |
164.60 |
164.79 |
0.19 |
0.1% |
164.13 |
| Close |
164.92 |
164.97 |
0.05 |
0.0% |
164.73 |
| Range |
0.42 |
0.50 |
0.08 |
19.0% |
1.42 |
| ATR |
0.58 |
0.57 |
-0.01 |
-0.9% |
0.00 |
| Volume |
671,527 |
637,687 |
-33,840 |
-5.0% |
2,960,599 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.52 |
166.24 |
165.25 |
|
| R3 |
166.02 |
165.74 |
165.11 |
|
| R2 |
165.52 |
165.52 |
165.06 |
|
| R1 |
165.24 |
165.24 |
165.02 |
165.13 |
| PP |
165.02 |
165.02 |
165.02 |
164.96 |
| S1 |
164.74 |
164.74 |
164.92 |
164.63 |
| S2 |
164.52 |
164.52 |
164.88 |
|
| S3 |
164.02 |
164.24 |
164.83 |
|
| S4 |
163.52 |
163.74 |
164.70 |
|
|
| 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 |
165.44 |
164.13 |
1.31 |
0.8% |
0.60 |
0.4% |
64% |
False |
False |
562,849 |
| 10 |
165.55 |
164.13 |
1.42 |
0.9% |
0.56 |
0.3% |
59% |
False |
False |
573,635 |
| 20 |
165.55 |
162.93 |
2.62 |
1.6% |
0.51 |
0.3% |
78% |
False |
False |
535,753 |
| 40 |
165.55 |
161.68 |
3.87 |
2.3% |
0.59 |
0.4% |
85% |
False |
False |
280,285 |
| 60 |
165.93 |
161.68 |
4.25 |
2.6% |
0.59 |
0.4% |
77% |
False |
False |
189,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.42 |
|
2.618 |
166.60 |
|
1.618 |
166.10 |
|
1.000 |
165.79 |
|
0.618 |
165.60 |
|
HIGH |
165.29 |
|
0.618 |
165.10 |
|
0.500 |
165.04 |
|
0.382 |
164.98 |
|
LOW |
164.79 |
|
0.618 |
164.48 |
|
1.000 |
164.29 |
|
1.618 |
163.98 |
|
2.618 |
163.48 |
|
4.250 |
162.67 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
165.04 |
164.93 |
| PP |
165.02 |
164.90 |
| S1 |
164.99 |
164.86 |
|