Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
162.80 |
162.32 |
-0.48 |
-0.3% |
162.89 |
High |
162.80 |
162.78 |
-0.02 |
0.0% |
163.49 |
Low |
162.49 |
162.32 |
-0.17 |
-0.1% |
162.77 |
Close |
162.49 |
162.78 |
0.29 |
0.2% |
163.28 |
Range |
0.31 |
0.46 |
0.15 |
48.4% |
0.72 |
ATR |
0.52 |
0.52 |
0.00 |
-0.9% |
0.00 |
Volume |
13,414 |
7,329 |
-6,085 |
-45.4% |
18,123 |
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.01 |
163.85 |
163.03 |
|
R3 |
163.55 |
163.39 |
162.91 |
|
R2 |
163.09 |
163.09 |
162.86 |
|
R1 |
162.93 |
162.93 |
162.82 |
163.01 |
PP |
162.63 |
162.63 |
162.63 |
162.67 |
S1 |
162.47 |
162.47 |
162.74 |
162.55 |
S2 |
162.17 |
162.17 |
162.70 |
|
S3 |
161.71 |
162.01 |
162.65 |
|
S4 |
161.25 |
161.55 |
162.53 |
|
|
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 |
162.32 |
1.29 |
0.8% |
0.41 |
0.3% |
36% |
False |
True |
6,558 |
10 |
163.61 |
162.17 |
1.44 |
0.9% |
0.35 |
0.2% |
42% |
False |
False |
4,748 |
20 |
163.61 |
160.12 |
3.49 |
2.1% |
0.34 |
0.2% |
76% |
False |
False |
2,875 |
40 |
163.61 |
160.12 |
3.49 |
2.1% |
0.26 |
0.2% |
76% |
False |
False |
1,452 |
60 |
163.61 |
156.54 |
7.07 |
4.3% |
0.18 |
0.1% |
88% |
False |
False |
968 |
80 |
163.61 |
154.85 |
8.76 |
5.4% |
0.13 |
0.1% |
91% |
False |
False |
726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.74 |
2.618 |
163.98 |
1.618 |
163.52 |
1.000 |
163.24 |
0.618 |
163.06 |
HIGH |
162.78 |
0.618 |
162.60 |
0.500 |
162.55 |
0.382 |
162.50 |
LOW |
162.32 |
0.618 |
162.04 |
1.000 |
161.86 |
1.618 |
161.58 |
2.618 |
161.12 |
4.250 |
160.37 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
162.70 |
162.97 |
PP |
162.63 |
162.90 |
S1 |
162.55 |
162.84 |
|