Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 21-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
162.71 |
162.00 |
-0.71 |
-0.4% |
163.44 |
High |
162.74 |
162.00 |
-0.74 |
-0.5% |
163.61 |
Low |
162.26 |
161.45 |
-0.81 |
-0.5% |
162.32 |
Close |
162.71 |
161.49 |
-1.22 |
-0.7% |
162.92 |
Range |
0.48 |
0.55 |
0.07 |
14.6% |
1.29 |
ATR |
0.49 |
0.54 |
0.06 |
11.3% |
0.00 |
Volume |
9,309 |
5,872 |
-3,437 |
-36.9% |
27,365 |
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.30 |
162.94 |
161.79 |
|
R3 |
162.75 |
162.39 |
161.64 |
|
R2 |
162.20 |
162.20 |
161.59 |
|
R1 |
161.84 |
161.84 |
161.54 |
161.75 |
PP |
161.65 |
161.65 |
161.65 |
161.60 |
S1 |
161.29 |
161.29 |
161.44 |
161.20 |
S2 |
161.10 |
161.10 |
161.39 |
|
S3 |
160.55 |
160.74 |
161.34 |
|
S4 |
160.00 |
160.19 |
161.19 |
|
|
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 |
161.45 |
1.68 |
1.0% |
0.42 |
0.3% |
2% |
False |
True |
4,903 |
10 |
163.61 |
161.45 |
2.16 |
1.3% |
0.39 |
0.2% |
2% |
False |
True |
5,378 |
20 |
163.61 |
161.45 |
2.16 |
1.3% |
0.34 |
0.2% |
2% |
False |
True |
3,832 |
40 |
163.61 |
160.12 |
3.49 |
2.2% |
0.32 |
0.2% |
39% |
False |
False |
2,079 |
60 |
163.61 |
158.21 |
5.40 |
3.3% |
0.21 |
0.1% |
61% |
False |
False |
1,386 |
80 |
163.61 |
155.15 |
8.46 |
5.2% |
0.16 |
0.1% |
75% |
False |
False |
1,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.34 |
2.618 |
163.44 |
1.618 |
162.89 |
1.000 |
162.55 |
0.618 |
162.34 |
HIGH |
162.00 |
0.618 |
161.79 |
0.500 |
161.73 |
0.382 |
161.66 |
LOW |
161.45 |
0.618 |
161.11 |
1.000 |
160.90 |
1.618 |
160.56 |
2.618 |
160.01 |
4.250 |
159.11 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
161.73 |
162.10 |
PP |
161.65 |
161.89 |
S1 |
161.57 |
161.69 |
|