Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 08-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163.11 |
163.48 |
0.37 |
0.2% |
162.89 |
High |
163.49 |
163.48 |
-0.01 |
0.0% |
163.49 |
Low |
163.11 |
163.28 |
0.17 |
0.1% |
162.77 |
Close |
163.45 |
163.28 |
-0.17 |
-0.1% |
163.28 |
Range |
0.38 |
0.20 |
-0.18 |
-47.4% |
0.72 |
ATR |
0.53 |
0.50 |
-0.02 |
-4.4% |
0.00 |
Volume |
4,066 |
3,659 |
-407 |
-10.0% |
18,123 |
|
Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.95 |
163.81 |
163.39 |
|
R3 |
163.75 |
163.61 |
163.34 |
|
R2 |
163.55 |
163.55 |
163.32 |
|
R1 |
163.41 |
163.41 |
163.30 |
163.38 |
PP |
163.35 |
163.35 |
163.35 |
163.33 |
S1 |
163.21 |
163.21 |
163.26 |
163.18 |
S2 |
163.15 |
163.15 |
163.24 |
|
S3 |
162.95 |
163.01 |
163.23 |
|
S4 |
162.75 |
162.81 |
163.17 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.34 |
165.03 |
163.68 |
|
R3 |
164.62 |
164.31 |
163.48 |
|
R2 |
163.90 |
163.90 |
163.41 |
|
R1 |
163.59 |
163.59 |
163.35 |
163.75 |
PP |
163.18 |
163.18 |
163.18 |
163.26 |
S1 |
162.87 |
162.87 |
163.21 |
163.03 |
S2 |
162.46 |
162.46 |
163.15 |
|
S3 |
161.74 |
162.15 |
163.08 |
|
S4 |
161.02 |
161.43 |
162.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.49 |
162.77 |
0.72 |
0.4% |
0.28 |
0.2% |
71% |
False |
False |
3,624 |
10 |
163.49 |
161.95 |
1.54 |
0.9% |
0.32 |
0.2% |
86% |
False |
False |
2,571 |
20 |
163.49 |
160.12 |
3.37 |
2.1% |
0.37 |
0.2% |
94% |
False |
False |
1,632 |
40 |
163.49 |
160.12 |
3.37 |
2.1% |
0.23 |
0.1% |
94% |
False |
False |
826 |
60 |
163.49 |
156.06 |
7.43 |
4.6% |
0.15 |
0.1% |
97% |
False |
False |
550 |
80 |
163.49 |
154.85 |
8.64 |
5.3% |
0.11 |
0.1% |
98% |
False |
False |
413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.33 |
2.618 |
164.00 |
1.618 |
163.80 |
1.000 |
163.68 |
0.618 |
163.60 |
HIGH |
163.48 |
0.618 |
163.40 |
0.500 |
163.38 |
0.382 |
163.36 |
LOW |
163.28 |
0.618 |
163.16 |
1.000 |
163.08 |
1.618 |
162.96 |
2.618 |
162.76 |
4.250 |
162.43 |
|
|
Fisher Pivots for day following 08-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
163.38 |
163.24 |
PP |
163.35 |
163.20 |
S1 |
163.31 |
163.16 |
|