Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
165.00 |
164.99 |
-0.01 |
0.0% |
164.95 |
| High |
165.29 |
165.25 |
-0.04 |
0.0% |
165.55 |
| Low |
164.79 |
164.88 |
0.09 |
0.1% |
164.13 |
| Close |
164.97 |
165.09 |
0.12 |
0.1% |
164.73 |
| Range |
0.50 |
0.37 |
-0.13 |
-26.0% |
1.42 |
| ATR |
0.57 |
0.56 |
-0.01 |
-2.5% |
0.00 |
| Volume |
637,687 |
446,216 |
-191,471 |
-30.0% |
2,960,599 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.18 |
166.01 |
165.29 |
|
| R3 |
165.81 |
165.64 |
165.19 |
|
| R2 |
165.44 |
165.44 |
165.16 |
|
| R1 |
165.27 |
165.27 |
165.12 |
165.36 |
| PP |
165.07 |
165.07 |
165.07 |
165.12 |
| S1 |
164.90 |
164.90 |
165.06 |
164.99 |
| S2 |
164.70 |
164.70 |
165.02 |
|
| S3 |
164.33 |
164.53 |
164.99 |
|
| S4 |
163.96 |
164.16 |
164.89 |
|
|
| 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 |
165.29 |
164.13 |
1.16 |
0.7% |
0.46 |
0.3% |
83% |
False |
False |
544,624 |
| 10 |
165.55 |
164.13 |
1.42 |
0.9% |
0.53 |
0.3% |
68% |
False |
False |
568,350 |
| 20 |
165.55 |
163.26 |
2.29 |
1.4% |
0.51 |
0.3% |
80% |
False |
False |
553,065 |
| 40 |
165.55 |
161.68 |
3.87 |
2.3% |
0.58 |
0.4% |
88% |
False |
False |
291,263 |
| 60 |
165.93 |
161.68 |
4.25 |
2.6% |
0.59 |
0.4% |
80% |
False |
False |
196,548 |
| 80 |
165.93 |
160.17 |
5.76 |
3.5% |
0.62 |
0.4% |
85% |
False |
False |
147,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.82 |
|
2.618 |
166.22 |
|
1.618 |
165.85 |
|
1.000 |
165.62 |
|
0.618 |
165.48 |
|
HIGH |
165.25 |
|
0.618 |
165.11 |
|
0.500 |
165.07 |
|
0.382 |
165.02 |
|
LOW |
164.88 |
|
0.618 |
164.65 |
|
1.000 |
164.51 |
|
1.618 |
164.28 |
|
2.618 |
163.91 |
|
4.250 |
163.31 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
165.08 |
165.04 |
| PP |
165.07 |
164.99 |
| S1 |
165.07 |
164.95 |
|