Euro Bund Future September 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
163.48 |
163.44 |
-0.04 |
0.0% |
162.89 |
| High |
163.48 |
163.61 |
0.13 |
0.1% |
163.49 |
| Low |
163.28 |
162.90 |
-0.38 |
-0.2% |
162.77 |
| Close |
163.28 |
163.10 |
-0.18 |
-0.1% |
163.28 |
| Range |
0.20 |
0.71 |
0.51 |
255.0% |
0.72 |
| ATR |
0.50 |
0.52 |
0.01 |
2.9% |
0.00 |
| Volume |
3,659 |
4,323 |
664 |
18.1% |
18,123 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.33 |
164.93 |
163.49 |
|
| R3 |
164.62 |
164.22 |
163.30 |
|
| R2 |
163.91 |
163.91 |
163.23 |
|
| R1 |
163.51 |
163.51 |
163.17 |
163.36 |
| PP |
163.20 |
163.20 |
163.20 |
163.13 |
| S1 |
162.80 |
162.80 |
163.03 |
162.65 |
| S2 |
162.49 |
162.49 |
162.97 |
|
| S3 |
161.78 |
162.09 |
162.90 |
|
| S4 |
161.07 |
161.38 |
162.71 |
|
|
| 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 |
163.61 |
162.82 |
0.79 |
0.5% |
0.40 |
0.2% |
35% |
True |
False |
4,062 |
| 10 |
163.61 |
162.16 |
1.45 |
0.9% |
0.36 |
0.2% |
65% |
True |
False |
2,937 |
| 20 |
163.61 |
160.12 |
3.49 |
2.1% |
0.34 |
0.2% |
85% |
True |
False |
1,839 |
| 40 |
163.61 |
160.12 |
3.49 |
2.1% |
0.24 |
0.1% |
85% |
True |
False |
934 |
| 60 |
163.61 |
156.54 |
7.07 |
4.3% |
0.16 |
0.1% |
93% |
True |
False |
622 |
| 80 |
163.61 |
154.85 |
8.76 |
5.4% |
0.12 |
0.1% |
94% |
True |
False |
467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.63 |
|
2.618 |
165.47 |
|
1.618 |
164.76 |
|
1.000 |
164.32 |
|
0.618 |
164.05 |
|
HIGH |
163.61 |
|
0.618 |
163.34 |
|
0.500 |
163.26 |
|
0.382 |
163.17 |
|
LOW |
162.90 |
|
0.618 |
162.46 |
|
1.000 |
162.19 |
|
1.618 |
161.75 |
|
2.618 |
161.04 |
|
4.250 |
159.88 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.26 |
163.26 |
| PP |
163.20 |
163.20 |
| S1 |
163.15 |
163.15 |
|