Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 19-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163.13 |
162.44 |
-0.69 |
-0.4% |
163.44 |
High |
163.13 |
162.44 |
-0.69 |
-0.4% |
163.61 |
Low |
162.52 |
162.18 |
-0.34 |
-0.2% |
162.32 |
Close |
162.52 |
162.26 |
-0.26 |
-0.2% |
162.92 |
Range |
0.61 |
0.26 |
-0.35 |
-57.4% |
1.29 |
ATR |
0.50 |
0.49 |
-0.01 |
-2.3% |
0.00 |
Volume |
6,837 |
742 |
-6,095 |
-89.1% |
27,365 |
|
Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.07 |
162.93 |
162.40 |
|
R3 |
162.81 |
162.67 |
162.33 |
|
R2 |
162.55 |
162.55 |
162.31 |
|
R1 |
162.41 |
162.41 |
162.28 |
162.35 |
PP |
162.29 |
162.29 |
162.29 |
162.27 |
S1 |
162.15 |
162.15 |
162.24 |
162.09 |
S2 |
162.03 |
162.03 |
162.21 |
|
S3 |
161.77 |
161.89 |
162.19 |
|
S4 |
161.51 |
161.63 |
162.12 |
|
|
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 |
163.13 |
162.18 |
0.95 |
0.6% |
0.33 |
0.2% |
8% |
False |
True |
3,441 |
10 |
163.61 |
162.18 |
1.43 |
0.9% |
0.37 |
0.2% |
6% |
False |
True |
4,635 |
20 |
163.61 |
161.38 |
2.23 |
1.4% |
0.35 |
0.2% |
39% |
False |
False |
3,368 |
40 |
163.61 |
160.12 |
3.49 |
2.2% |
0.29 |
0.2% |
61% |
False |
False |
1,699 |
60 |
163.61 |
157.76 |
5.85 |
3.6% |
0.19 |
0.1% |
77% |
False |
False |
1,133 |
80 |
163.61 |
155.15 |
8.46 |
5.2% |
0.15 |
0.1% |
84% |
False |
False |
850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.55 |
2.618 |
163.12 |
1.618 |
162.86 |
1.000 |
162.70 |
0.618 |
162.60 |
HIGH |
162.44 |
0.618 |
162.34 |
0.500 |
162.31 |
0.382 |
162.28 |
LOW |
162.18 |
0.618 |
162.02 |
1.000 |
161.92 |
1.618 |
161.76 |
2.618 |
161.50 |
4.250 |
161.08 |
|
|
Fisher Pivots for day following 19-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
162.31 |
162.66 |
PP |
162.29 |
162.52 |
S1 |
162.28 |
162.39 |
|