Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
162.32 |
162.65 |
0.33 |
0.2% |
162.89 |
High |
162.78 |
162.65 |
-0.13 |
-0.1% |
163.49 |
Low |
162.32 |
162.53 |
0.21 |
0.1% |
162.77 |
Close |
162.78 |
162.53 |
-0.25 |
-0.2% |
163.28 |
Range |
0.46 |
0.12 |
-0.34 |
-73.9% |
0.72 |
ATR |
0.52 |
0.50 |
-0.02 |
-3.7% |
0.00 |
Volume |
7,329 |
543 |
-6,786 |
-92.6% |
18,123 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.93 |
162.85 |
162.60 |
|
R3 |
162.81 |
162.73 |
162.56 |
|
R2 |
162.69 |
162.69 |
162.55 |
|
R1 |
162.61 |
162.61 |
162.54 |
162.59 |
PP |
162.57 |
162.57 |
162.57 |
162.56 |
S1 |
162.49 |
162.49 |
162.52 |
162.47 |
S2 |
162.45 |
162.45 |
162.51 |
|
S3 |
162.33 |
162.37 |
162.50 |
|
S4 |
162.21 |
162.25 |
162.46 |
|
|
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% |
0.36 |
0.2% |
16% |
False |
False |
5,853 |
10 |
163.61 |
162.32 |
1.29 |
0.8% |
0.33 |
0.2% |
16% |
False |
False |
4,607 |
20 |
163.61 |
160.47 |
3.14 |
1.9% |
0.32 |
0.2% |
66% |
False |
False |
2,902 |
40 |
163.61 |
160.12 |
3.49 |
2.1% |
0.27 |
0.2% |
69% |
False |
False |
1,466 |
60 |
163.61 |
157.48 |
6.13 |
3.8% |
0.18 |
0.1% |
82% |
False |
False |
977 |
80 |
163.61 |
155.15 |
8.46 |
5.2% |
0.13 |
0.1% |
87% |
False |
False |
733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.16 |
2.618 |
162.96 |
1.618 |
162.84 |
1.000 |
162.77 |
0.618 |
162.72 |
HIGH |
162.65 |
0.618 |
162.60 |
0.500 |
162.59 |
0.382 |
162.58 |
LOW |
162.53 |
0.618 |
162.46 |
1.000 |
162.41 |
1.618 |
162.34 |
2.618 |
162.22 |
4.250 |
162.02 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
162.59 |
162.56 |
PP |
162.57 |
162.55 |
S1 |
162.55 |
162.54 |
|