Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 25-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
161.51 |
161.51 |
0.00 |
0.0% |
163.13 |
High |
161.60 |
161.77 |
0.17 |
0.1% |
163.13 |
Low |
161.45 |
160.94 |
-0.51 |
-0.3% |
161.45 |
Close |
161.48 |
161.13 |
-0.35 |
-0.2% |
161.48 |
Range |
0.15 |
0.83 |
0.68 |
453.3% |
1.68 |
ATR |
0.52 |
0.54 |
0.02 |
4.3% |
0.00 |
Volume |
18,458 |
3,789 |
-14,669 |
-79.5% |
41,218 |
|
Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.77 |
163.28 |
161.59 |
|
R3 |
162.94 |
162.45 |
161.36 |
|
R2 |
162.11 |
162.11 |
161.28 |
|
R1 |
161.62 |
161.62 |
161.21 |
161.45 |
PP |
161.28 |
161.28 |
161.28 |
161.20 |
S1 |
160.79 |
160.79 |
161.05 |
160.62 |
S2 |
160.45 |
160.45 |
160.98 |
|
S3 |
159.62 |
159.96 |
160.90 |
|
S4 |
158.79 |
159.13 |
160.67 |
|
|
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 |
162.74 |
160.94 |
1.80 |
1.1% |
0.45 |
0.3% |
11% |
False |
True |
7,634 |
10 |
163.13 |
160.94 |
2.19 |
1.4% |
0.40 |
0.2% |
9% |
False |
True |
6,804 |
20 |
163.61 |
160.94 |
2.67 |
1.7% |
0.38 |
0.2% |
7% |
False |
True |
4,871 |
40 |
163.61 |
160.12 |
3.49 |
2.2% |
0.34 |
0.2% |
29% |
False |
False |
2,635 |
60 |
163.61 |
159.31 |
4.30 |
2.7% |
0.23 |
0.1% |
42% |
False |
False |
1,756 |
80 |
163.61 |
155.15 |
8.46 |
5.3% |
0.17 |
0.1% |
71% |
False |
False |
1,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.30 |
2.618 |
163.94 |
1.618 |
163.11 |
1.000 |
162.60 |
0.618 |
162.28 |
HIGH |
161.77 |
0.618 |
161.45 |
0.500 |
161.36 |
0.382 |
161.26 |
LOW |
160.94 |
0.618 |
160.43 |
1.000 |
160.11 |
1.618 |
159.60 |
2.618 |
158.77 |
4.250 |
157.41 |
|
|
Fisher Pivots for day following 25-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
161.36 |
161.47 |
PP |
161.28 |
161.36 |
S1 |
161.21 |
161.24 |
|