Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
162.44 |
162.71 |
0.27 |
0.2% |
163.44 |
High |
162.44 |
162.74 |
0.30 |
0.2% |
163.61 |
Low |
162.18 |
162.26 |
0.08 |
0.0% |
162.32 |
Close |
162.26 |
162.71 |
0.45 |
0.3% |
162.92 |
Range |
0.26 |
0.48 |
0.22 |
84.6% |
1.29 |
ATR |
0.49 |
0.49 |
0.00 |
-0.1% |
0.00 |
Volume |
742 |
9,309 |
8,567 |
1,154.6% |
27,365 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.01 |
163.84 |
162.97 |
|
R3 |
163.53 |
163.36 |
162.84 |
|
R2 |
163.05 |
163.05 |
162.80 |
|
R1 |
162.88 |
162.88 |
162.75 |
162.95 |
PP |
162.57 |
162.57 |
162.57 |
162.61 |
S1 |
162.40 |
162.40 |
162.67 |
162.47 |
S2 |
162.09 |
162.09 |
162.62 |
|
S3 |
161.61 |
161.92 |
162.58 |
|
S4 |
161.13 |
161.44 |
162.45 |
|
|
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% |
56% |
False |
False |
3,837 |
10 |
163.61 |
162.18 |
1.43 |
0.9% |
0.37 |
0.2% |
37% |
False |
False |
5,197 |
20 |
163.61 |
161.38 |
2.23 |
1.4% |
0.35 |
0.2% |
60% |
False |
False |
3,828 |
40 |
163.61 |
160.12 |
3.49 |
2.1% |
0.30 |
0.2% |
74% |
False |
False |
1,932 |
60 |
163.61 |
158.17 |
5.44 |
3.3% |
0.20 |
0.1% |
83% |
False |
False |
1,288 |
80 |
163.61 |
155.15 |
8.46 |
5.2% |
0.15 |
0.1% |
89% |
False |
False |
966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.78 |
2.618 |
164.00 |
1.618 |
163.52 |
1.000 |
163.22 |
0.618 |
163.04 |
HIGH |
162.74 |
0.618 |
162.56 |
0.500 |
162.50 |
0.382 |
162.44 |
LOW |
162.26 |
0.618 |
161.96 |
1.000 |
161.78 |
1.618 |
161.48 |
2.618 |
161.00 |
4.250 |
160.22 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
162.64 |
162.69 |
PP |
162.57 |
162.67 |
S1 |
162.50 |
162.66 |
|