Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
162.65 |
162.74 |
0.09 |
0.1% |
163.44 |
High |
162.65 |
162.92 |
0.27 |
0.2% |
163.61 |
Low |
162.53 |
162.74 |
0.21 |
0.1% |
162.32 |
Close |
162.53 |
162.92 |
0.39 |
0.2% |
162.92 |
Range |
0.12 |
0.18 |
0.06 |
50.0% |
1.29 |
ATR |
0.50 |
0.49 |
-0.01 |
-1.6% |
0.00 |
Volume |
543 |
1,756 |
1,213 |
223.4% |
27,365 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.40 |
163.34 |
163.02 |
|
R3 |
163.22 |
163.16 |
162.97 |
|
R2 |
163.04 |
163.04 |
162.95 |
|
R1 |
162.98 |
162.98 |
162.94 |
163.01 |
PP |
162.86 |
162.86 |
162.86 |
162.88 |
S1 |
162.80 |
162.80 |
162.90 |
162.83 |
S2 |
162.68 |
162.68 |
162.89 |
|
S3 |
162.50 |
162.62 |
162.87 |
|
S4 |
162.32 |
162.44 |
162.82 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.82 |
166.16 |
163.63 |
|
R3 |
165.53 |
164.87 |
163.27 |
|
R2 |
164.24 |
164.24 |
163.16 |
|
R1 |
163.58 |
163.58 |
163.04 |
163.27 |
PP |
162.95 |
162.95 |
162.95 |
162.79 |
S1 |
162.29 |
162.29 |
162.80 |
161.98 |
S2 |
161.66 |
161.66 |
162.68 |
|
S3 |
160.37 |
161.00 |
162.57 |
|
S4 |
159.08 |
159.71 |
162.21 |
|
|
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% |
47% |
False |
False |
5,473 |
10 |
163.61 |
162.32 |
1.29 |
0.8% |
0.32 |
0.2% |
47% |
False |
False |
4,548 |
20 |
163.61 |
161.17 |
2.44 |
1.5% |
0.33 |
0.2% |
72% |
False |
False |
2,989 |
40 |
163.61 |
160.12 |
3.49 |
2.1% |
0.27 |
0.2% |
80% |
False |
False |
1,510 |
60 |
163.61 |
157.56 |
6.05 |
3.7% |
0.18 |
0.1% |
89% |
False |
False |
1,006 |
80 |
163.61 |
155.15 |
8.46 |
5.2% |
0.14 |
0.1% |
92% |
False |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.69 |
2.618 |
163.39 |
1.618 |
163.21 |
1.000 |
163.10 |
0.618 |
163.03 |
HIGH |
162.92 |
0.618 |
162.85 |
0.500 |
162.83 |
0.382 |
162.81 |
LOW |
162.74 |
0.618 |
162.63 |
1.000 |
162.56 |
1.618 |
162.45 |
2.618 |
162.27 |
4.250 |
161.98 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
162.89 |
162.82 |
PP |
162.86 |
162.72 |
S1 |
162.83 |
162.62 |
|