Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 22-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
162.00 |
161.51 |
-0.49 |
-0.3% |
163.13 |
High |
162.00 |
161.60 |
-0.40 |
-0.2% |
163.13 |
Low |
161.45 |
161.45 |
0.00 |
0.0% |
161.45 |
Close |
161.49 |
161.48 |
-0.01 |
0.0% |
161.48 |
Range |
0.55 |
0.15 |
-0.40 |
-72.7% |
1.68 |
ATR |
0.54 |
0.52 |
-0.03 |
-5.2% |
0.00 |
Volume |
5,872 |
18,458 |
12,586 |
214.3% |
41,218 |
|
Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.96 |
161.87 |
161.56 |
|
R3 |
161.81 |
161.72 |
161.52 |
|
R2 |
161.66 |
161.66 |
161.51 |
|
R1 |
161.57 |
161.57 |
161.49 |
161.54 |
PP |
161.51 |
161.51 |
161.51 |
161.50 |
S1 |
161.42 |
161.42 |
161.47 |
161.39 |
S2 |
161.36 |
161.36 |
161.45 |
|
S3 |
161.21 |
161.27 |
161.44 |
|
S4 |
161.06 |
161.12 |
161.40 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.06 |
165.95 |
162.40 |
|
R3 |
165.38 |
164.27 |
161.94 |
|
R2 |
163.70 |
163.70 |
161.79 |
|
R1 |
162.59 |
162.59 |
161.63 |
162.31 |
PP |
162.02 |
162.02 |
162.02 |
161.88 |
S1 |
160.91 |
160.91 |
161.33 |
160.63 |
S2 |
160.34 |
160.34 |
161.17 |
|
S3 |
158.66 |
159.23 |
161.02 |
|
S4 |
156.98 |
157.55 |
160.56 |
|
|
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% |
0.41 |
0.3% |
2% |
False |
True |
8,243 |
10 |
163.61 |
161.45 |
2.16 |
1.3% |
0.38 |
0.2% |
1% |
False |
True |
6,858 |
20 |
163.61 |
161.45 |
2.16 |
1.3% |
0.35 |
0.2% |
1% |
False |
True |
4,715 |
40 |
163.61 |
160.12 |
3.49 |
2.2% |
0.32 |
0.2% |
39% |
False |
False |
2,540 |
60 |
163.61 |
158.71 |
4.90 |
3.0% |
0.21 |
0.1% |
57% |
False |
False |
1,693 |
80 |
163.61 |
155.15 |
8.46 |
5.2% |
0.16 |
0.1% |
75% |
False |
False |
1,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.24 |
2.618 |
161.99 |
1.618 |
161.84 |
1.000 |
161.75 |
0.618 |
161.69 |
HIGH |
161.60 |
0.618 |
161.54 |
0.500 |
161.53 |
0.382 |
161.51 |
LOW |
161.45 |
0.618 |
161.36 |
1.000 |
161.30 |
1.618 |
161.21 |
2.618 |
161.06 |
4.250 |
160.81 |
|
|
Fisher Pivots for day following 22-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
161.53 |
162.10 |
PP |
161.51 |
161.89 |
S1 |
161.50 |
161.69 |
|