Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
165.00 |
165.13 |
0.13 |
0.1% |
164.68 |
| High |
165.44 |
165.33 |
-0.11 |
-0.1% |
165.29 |
| Low |
164.99 |
163.13 |
-1.86 |
-1.1% |
164.43 |
| Close |
165.14 |
163.75 |
-1.39 |
-0.8% |
165.07 |
| Range |
0.45 |
2.20 |
1.75 |
388.9% |
0.86 |
| ATR |
0.53 |
0.65 |
0.12 |
22.7% |
0.00 |
| Volume |
1,120,069 |
1,223,067 |
102,998 |
9.2% |
2,830,628 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170.67 |
169.41 |
164.96 |
|
| R3 |
168.47 |
167.21 |
164.36 |
|
| R2 |
166.27 |
166.27 |
164.15 |
|
| R1 |
165.01 |
165.01 |
163.95 |
164.54 |
| PP |
164.07 |
164.07 |
164.07 |
163.84 |
| S1 |
162.81 |
162.81 |
163.55 |
162.34 |
| S2 |
161.87 |
161.87 |
163.35 |
|
| S3 |
159.67 |
160.61 |
163.15 |
|
| S4 |
157.47 |
158.41 |
162.54 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.51 |
167.15 |
165.54 |
|
| R3 |
166.65 |
166.29 |
165.31 |
|
| R2 |
165.79 |
165.79 |
165.23 |
|
| R1 |
165.43 |
165.43 |
165.15 |
165.61 |
| PP |
164.93 |
164.93 |
164.93 |
165.02 |
| S1 |
164.57 |
164.57 |
164.99 |
164.75 |
| S2 |
164.07 |
164.07 |
164.91 |
|
| S3 |
163.21 |
163.71 |
164.83 |
|
| S4 |
162.35 |
162.85 |
164.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.44 |
163.13 |
2.31 |
1.4% |
0.75 |
0.5% |
27% |
False |
True |
801,919 |
| 10 |
165.55 |
163.13 |
2.42 |
1.5% |
0.69 |
0.4% |
26% |
False |
True |
695,505 |
| 20 |
165.55 |
163.13 |
2.42 |
1.5% |
0.57 |
0.3% |
26% |
False |
True |
680,449 |
| 40 |
165.55 |
161.68 |
3.87 |
2.4% |
0.59 |
0.4% |
53% |
False |
False |
363,538 |
| 60 |
165.93 |
161.68 |
4.25 |
2.6% |
0.60 |
0.4% |
49% |
False |
False |
245,159 |
| 80 |
165.93 |
160.17 |
5.76 |
3.5% |
0.64 |
0.4% |
62% |
False |
False |
184,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
174.68 |
|
2.618 |
171.09 |
|
1.618 |
168.89 |
|
1.000 |
167.53 |
|
0.618 |
166.69 |
|
HIGH |
165.33 |
|
0.618 |
164.49 |
|
0.500 |
164.23 |
|
0.382 |
163.97 |
|
LOW |
163.13 |
|
0.618 |
161.77 |
|
1.000 |
160.93 |
|
1.618 |
159.57 |
|
2.618 |
157.37 |
|
4.250 |
153.78 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
164.23 |
164.29 |
| PP |
164.07 |
164.11 |
| S1 |
163.91 |
163.93 |
|