Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 07-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163.30 |
163.11 |
-0.19 |
-0.1% |
162.51 |
High |
163.30 |
163.49 |
0.19 |
0.1% |
162.84 |
Low |
162.82 |
163.11 |
0.29 |
0.2% |
162.16 |
Close |
162.96 |
163.45 |
0.49 |
0.3% |
162.54 |
Range |
0.48 |
0.38 |
-0.10 |
-20.8% |
0.68 |
ATR |
0.53 |
0.53 |
0.00 |
0.0% |
0.00 |
Volume |
3,681 |
4,066 |
385 |
10.5% |
6,928 |
|
Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.49 |
164.35 |
163.66 |
|
R3 |
164.11 |
163.97 |
163.55 |
|
R2 |
163.73 |
163.73 |
163.52 |
|
R1 |
163.59 |
163.59 |
163.48 |
163.66 |
PP |
163.35 |
163.35 |
163.35 |
163.39 |
S1 |
163.21 |
163.21 |
163.42 |
163.28 |
S2 |
162.97 |
162.97 |
163.38 |
|
S3 |
162.59 |
162.83 |
163.35 |
|
S4 |
162.21 |
162.45 |
163.24 |
|
|
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 |
163.49 |
162.45 |
1.04 |
0.6% |
0.30 |
0.2% |
96% |
True |
False |
3,361 |
10 |
163.49 |
161.73 |
1.76 |
1.1% |
0.30 |
0.2% |
98% |
True |
False |
2,285 |
20 |
163.49 |
160.12 |
3.37 |
2.1% |
0.39 |
0.2% |
99% |
True |
False |
1,452 |
40 |
163.49 |
160.12 |
3.37 |
2.1% |
0.22 |
0.1% |
99% |
True |
False |
734 |
60 |
163.49 |
156.06 |
7.43 |
4.5% |
0.15 |
0.1% |
99% |
True |
False |
489 |
80 |
163.49 |
154.85 |
8.64 |
5.3% |
0.11 |
0.1% |
100% |
True |
False |
367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.11 |
2.618 |
164.48 |
1.618 |
164.10 |
1.000 |
163.87 |
0.618 |
163.72 |
HIGH |
163.49 |
0.618 |
163.34 |
0.500 |
163.30 |
0.382 |
163.26 |
LOW |
163.11 |
0.618 |
162.88 |
1.000 |
162.73 |
1.618 |
162.50 |
2.618 |
162.12 |
4.250 |
161.50 |
|
|
Fisher Pivots for day following 07-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
163.40 |
163.35 |
PP |
163.35 |
163.25 |
S1 |
163.30 |
163.16 |
|