Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163.22 |
163.30 |
0.08 |
0.0% |
162.51 |
High |
163.45 |
163.30 |
-0.15 |
-0.1% |
162.84 |
Low |
163.22 |
162.82 |
-0.40 |
-0.2% |
162.16 |
Close |
163.25 |
162.96 |
-0.29 |
-0.2% |
162.54 |
Range |
0.23 |
0.48 |
0.25 |
108.7% |
0.68 |
ATR |
0.53 |
0.53 |
0.00 |
-0.7% |
0.00 |
Volume |
4,582 |
3,681 |
-901 |
-19.7% |
6,928 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.47 |
164.19 |
163.22 |
|
R3 |
163.99 |
163.71 |
163.09 |
|
R2 |
163.51 |
163.51 |
163.05 |
|
R1 |
163.23 |
163.23 |
163.00 |
163.13 |
PP |
163.03 |
163.03 |
163.03 |
162.98 |
S1 |
162.75 |
162.75 |
162.92 |
162.65 |
S2 |
162.55 |
162.55 |
162.87 |
|
S3 |
162.07 |
162.27 |
162.83 |
|
S4 |
161.59 |
161.79 |
162.70 |
|
|
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 |
162.17 |
1.28 |
0.8% |
0.30 |
0.2% |
62% |
False |
False |
2,937 |
10 |
163.45 |
161.38 |
2.07 |
1.3% |
0.32 |
0.2% |
76% |
False |
False |
2,460 |
20 |
163.45 |
160.12 |
3.33 |
2.0% |
0.39 |
0.2% |
85% |
False |
False |
1,264 |
40 |
163.45 |
160.12 |
3.33 |
2.0% |
0.21 |
0.1% |
85% |
False |
False |
632 |
60 |
163.45 |
155.76 |
7.69 |
4.7% |
0.14 |
0.1% |
94% |
False |
False |
422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.34 |
2.618 |
164.56 |
1.618 |
164.08 |
1.000 |
163.78 |
0.618 |
163.60 |
HIGH |
163.30 |
0.618 |
163.12 |
0.500 |
163.06 |
0.382 |
163.00 |
LOW |
162.82 |
0.618 |
162.52 |
1.000 |
162.34 |
1.618 |
162.04 |
2.618 |
161.56 |
4.250 |
160.78 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
163.06 |
163.11 |
PP |
163.03 |
163.06 |
S1 |
162.99 |
163.01 |
|