Euro Bund Future September 2017
| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
161.83 |
160.54 |
-1.29 |
-0.8% |
161.55 |
| High |
161.90 |
160.73 |
-1.17 |
-0.7% |
162.32 |
| Low |
160.43 |
160.31 |
-0.12 |
-0.1% |
160.31 |
| Close |
160.50 |
160.49 |
-0.01 |
0.0% |
160.49 |
| Range |
1.47 |
0.42 |
-1.05 |
-71.4% |
2.01 |
| ATR |
0.80 |
0.77 |
-0.03 |
-3.4% |
0.00 |
| Volume |
782,710 |
600,631 |
-182,079 |
-23.3% |
3,026,941 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.77 |
161.55 |
160.72 |
|
| R3 |
161.35 |
161.13 |
160.61 |
|
| R2 |
160.93 |
160.93 |
160.57 |
|
| R1 |
160.71 |
160.71 |
160.53 |
160.61 |
| PP |
160.51 |
160.51 |
160.51 |
160.46 |
| S1 |
160.29 |
160.29 |
160.45 |
160.19 |
| S2 |
160.09 |
160.09 |
160.41 |
|
| S3 |
159.67 |
159.87 |
160.37 |
|
| S4 |
159.25 |
159.45 |
160.26 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.07 |
165.79 |
161.60 |
|
| R3 |
165.06 |
163.78 |
161.04 |
|
| R2 |
163.05 |
163.05 |
160.86 |
|
| R1 |
161.77 |
161.77 |
160.67 |
161.41 |
| PP |
161.04 |
161.04 |
161.04 |
160.86 |
| S1 |
159.76 |
159.76 |
160.31 |
159.40 |
| S2 |
159.03 |
159.03 |
160.12 |
|
| S3 |
157.02 |
157.75 |
159.94 |
|
| S4 |
155.01 |
155.74 |
159.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.60 |
160.31 |
2.29 |
1.4% |
0.84 |
0.5% |
8% |
False |
True |
725,117 |
| 10 |
165.44 |
160.31 |
5.13 |
3.2% |
0.96 |
0.6% |
4% |
False |
True |
855,953 |
| 20 |
165.55 |
160.31 |
5.24 |
3.3% |
0.75 |
0.5% |
3% |
False |
True |
712,152 |
| 40 |
165.55 |
160.31 |
5.24 |
3.3% |
0.65 |
0.4% |
3% |
False |
True |
501,030 |
| 60 |
165.93 |
160.31 |
5.62 |
3.5% |
0.65 |
0.4% |
3% |
False |
True |
338,277 |
| 80 |
165.93 |
160.17 |
5.76 |
3.6% |
0.65 |
0.4% |
6% |
False |
False |
254,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.52 |
|
2.618 |
161.83 |
|
1.618 |
161.41 |
|
1.000 |
161.15 |
|
0.618 |
160.99 |
|
HIGH |
160.73 |
|
0.618 |
160.57 |
|
0.500 |
160.52 |
|
0.382 |
160.47 |
|
LOW |
160.31 |
|
0.618 |
160.05 |
|
1.000 |
159.89 |
|
1.618 |
159.63 |
|
2.618 |
159.21 |
|
4.250 |
158.53 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
160.52 |
161.22 |
| PP |
160.51 |
160.97 |
| S1 |
160.50 |
160.73 |
|