Euro Bund Future September 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
162.89 |
163.22 |
0.33 |
0.2% |
162.51 |
| High |
162.89 |
163.45 |
0.56 |
0.3% |
162.84 |
| Low |
162.77 |
163.22 |
0.45 |
0.3% |
162.16 |
| Close |
162.77 |
163.25 |
0.48 |
0.3% |
162.54 |
| Range |
0.12 |
0.23 |
0.11 |
91.7% |
0.68 |
| ATR |
0.52 |
0.53 |
0.01 |
2.2% |
0.00 |
| Volume |
2,135 |
4,582 |
2,447 |
114.6% |
6,928 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.00 |
163.85 |
163.38 |
|
| R3 |
163.77 |
163.62 |
163.31 |
|
| R2 |
163.54 |
163.54 |
163.29 |
|
| R1 |
163.39 |
163.39 |
163.27 |
163.47 |
| PP |
163.31 |
163.31 |
163.31 |
163.34 |
| S1 |
163.16 |
163.16 |
163.23 |
163.24 |
| S2 |
163.08 |
163.08 |
163.21 |
|
| S3 |
162.85 |
162.93 |
163.19 |
|
| S4 |
162.62 |
162.70 |
163.12 |
|
|
| 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 |
163.45 |
162.16 |
1.29 |
0.8% |
0.29 |
0.2% |
84% |
True |
False |
2,511 |
| 10 |
163.45 |
161.38 |
2.07 |
1.3% |
0.32 |
0.2% |
90% |
True |
False |
2,101 |
| 20 |
163.45 |
160.12 |
3.33 |
2.0% |
0.36 |
0.2% |
94% |
True |
False |
1,081 |
| 40 |
163.45 |
160.12 |
3.33 |
2.0% |
0.20 |
0.1% |
94% |
True |
False |
540 |
| 60 |
163.45 |
155.69 |
7.76 |
4.8% |
0.13 |
0.1% |
97% |
True |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.43 |
|
2.618 |
164.05 |
|
1.618 |
163.82 |
|
1.000 |
163.68 |
|
0.618 |
163.59 |
|
HIGH |
163.45 |
|
0.618 |
163.36 |
|
0.500 |
163.34 |
|
0.382 |
163.31 |
|
LOW |
163.22 |
|
0.618 |
163.08 |
|
1.000 |
162.99 |
|
1.618 |
162.85 |
|
2.618 |
162.62 |
|
4.250 |
162.24 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.34 |
163.15 |
| PP |
163.31 |
163.05 |
| S1 |
163.28 |
162.95 |
|