Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
162.52 |
162.48 |
-0.04 |
0.0% |
162.51 |
High |
162.52 |
162.75 |
0.23 |
0.1% |
162.84 |
Low |
162.17 |
162.45 |
0.28 |
0.2% |
162.16 |
Close |
162.32 |
162.54 |
0.22 |
0.1% |
162.54 |
Range |
0.35 |
0.30 |
-0.05 |
-14.3% |
0.68 |
ATR |
0.54 |
0.53 |
-0.01 |
-1.5% |
0.00 |
Volume |
1,947 |
2,344 |
397 |
20.4% |
6,928 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.48 |
163.31 |
162.71 |
|
R3 |
163.18 |
163.01 |
162.62 |
|
R2 |
162.88 |
162.88 |
162.60 |
|
R1 |
162.71 |
162.71 |
162.57 |
162.80 |
PP |
162.58 |
162.58 |
162.58 |
162.62 |
S1 |
162.41 |
162.41 |
162.51 |
162.50 |
S2 |
162.28 |
162.28 |
162.49 |
|
S3 |
161.98 |
162.11 |
162.46 |
|
S4 |
161.68 |
161.81 |
162.38 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.55 |
164.23 |
162.91 |
|
R3 |
163.87 |
163.55 |
162.73 |
|
R2 |
163.19 |
163.19 |
162.66 |
|
R1 |
162.87 |
162.87 |
162.60 |
163.03 |
PP |
162.51 |
162.51 |
162.51 |
162.60 |
S1 |
162.19 |
162.19 |
162.48 |
162.35 |
S2 |
161.83 |
161.83 |
162.42 |
|
S3 |
161.15 |
161.51 |
162.35 |
|
S4 |
160.47 |
160.83 |
162.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.84 |
161.95 |
0.89 |
0.5% |
0.35 |
0.2% |
66% |
False |
False |
1,519 |
10 |
162.84 |
161.17 |
1.67 |
1.0% |
0.33 |
0.2% |
82% |
False |
False |
1,431 |
20 |
162.84 |
160.12 |
2.72 |
1.7% |
0.36 |
0.2% |
89% |
False |
False |
745 |
40 |
162.87 |
159.95 |
2.92 |
1.8% |
0.19 |
0.1% |
89% |
False |
False |
373 |
60 |
162.87 |
155.53 |
7.34 |
4.5% |
0.13 |
0.1% |
96% |
False |
False |
248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.03 |
2.618 |
163.54 |
1.618 |
163.24 |
1.000 |
163.05 |
0.618 |
162.94 |
HIGH |
162.75 |
0.618 |
162.64 |
0.500 |
162.60 |
0.382 |
162.56 |
LOW |
162.45 |
0.618 |
162.26 |
1.000 |
162.15 |
1.618 |
161.96 |
2.618 |
161.66 |
4.250 |
161.18 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
162.60 |
162.51 |
PP |
162.58 |
162.48 |
S1 |
162.56 |
162.46 |
|