Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163.44 |
162.80 |
-0.64 |
-0.4% |
162.89 |
High |
163.61 |
162.80 |
-0.81 |
-0.5% |
163.49 |
Low |
162.90 |
162.49 |
-0.41 |
-0.3% |
162.77 |
Close |
163.10 |
162.49 |
-0.61 |
-0.4% |
163.28 |
Range |
0.71 |
0.31 |
-0.40 |
-56.3% |
0.72 |
ATR |
0.52 |
0.52 |
0.01 |
1.3% |
0.00 |
Volume |
4,323 |
13,414 |
9,091 |
210.3% |
18,123 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.52 |
163.32 |
162.66 |
|
R3 |
163.21 |
163.01 |
162.58 |
|
R2 |
162.90 |
162.90 |
162.55 |
|
R1 |
162.70 |
162.70 |
162.52 |
162.65 |
PP |
162.59 |
162.59 |
162.59 |
162.57 |
S1 |
162.39 |
162.39 |
162.46 |
162.34 |
S2 |
162.28 |
162.28 |
162.43 |
|
S3 |
161.97 |
162.08 |
162.40 |
|
S4 |
161.66 |
161.77 |
162.32 |
|
|
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 |
162.49 |
1.12 |
0.7% |
0.42 |
0.3% |
0% |
False |
True |
5,828 |
10 |
163.61 |
162.16 |
1.45 |
0.9% |
0.35 |
0.2% |
23% |
False |
False |
4,169 |
20 |
163.61 |
160.12 |
3.49 |
2.1% |
0.34 |
0.2% |
68% |
False |
False |
2,510 |
40 |
163.61 |
160.12 |
3.49 |
2.1% |
0.25 |
0.2% |
68% |
False |
False |
1,269 |
60 |
163.61 |
156.54 |
7.07 |
4.4% |
0.17 |
0.1% |
84% |
False |
False |
846 |
80 |
163.61 |
154.85 |
8.76 |
5.4% |
0.13 |
0.1% |
87% |
False |
False |
635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.12 |
2.618 |
163.61 |
1.618 |
163.30 |
1.000 |
163.11 |
0.618 |
162.99 |
HIGH |
162.80 |
0.618 |
162.68 |
0.500 |
162.65 |
0.382 |
162.61 |
LOW |
162.49 |
0.618 |
162.30 |
1.000 |
162.18 |
1.618 |
161.99 |
2.618 |
161.68 |
4.250 |
161.17 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
162.65 |
163.05 |
PP |
162.59 |
162.86 |
S1 |
162.54 |
162.68 |
|