Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 26-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
161.51 |
161.11 |
-0.40 |
-0.2% |
163.13 |
High |
161.77 |
161.11 |
-0.66 |
-0.4% |
163.13 |
Low |
160.94 |
160.43 |
-0.51 |
-0.3% |
161.45 |
Close |
161.13 |
160.55 |
-0.58 |
-0.4% |
161.48 |
Range |
0.83 |
0.68 |
-0.15 |
-18.1% |
1.68 |
ATR |
0.54 |
0.55 |
0.01 |
2.1% |
0.00 |
Volume |
3,789 |
6,460 |
2,671 |
70.5% |
41,218 |
|
Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.74 |
162.32 |
160.92 |
|
R3 |
162.06 |
161.64 |
160.74 |
|
R2 |
161.38 |
161.38 |
160.67 |
|
R1 |
160.96 |
160.96 |
160.61 |
160.83 |
PP |
160.70 |
160.70 |
160.70 |
160.63 |
S1 |
160.28 |
160.28 |
160.49 |
160.15 |
S2 |
160.02 |
160.02 |
160.43 |
|
S3 |
159.34 |
159.60 |
160.36 |
|
S4 |
158.66 |
158.92 |
160.18 |
|
|
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 |
160.43 |
2.31 |
1.4% |
0.54 |
0.3% |
5% |
False |
True |
8,777 |
10 |
163.13 |
160.43 |
2.70 |
1.7% |
0.43 |
0.3% |
4% |
False |
True |
6,109 |
20 |
163.61 |
160.43 |
3.18 |
2.0% |
0.39 |
0.2% |
4% |
False |
True |
5,139 |
40 |
163.61 |
160.12 |
3.49 |
2.2% |
0.36 |
0.2% |
12% |
False |
False |
2,796 |
60 |
163.61 |
159.31 |
4.30 |
2.7% |
0.24 |
0.1% |
29% |
False |
False |
1,864 |
80 |
163.61 |
155.15 |
8.46 |
5.3% |
0.18 |
0.1% |
64% |
False |
False |
1,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.00 |
2.618 |
162.89 |
1.618 |
162.21 |
1.000 |
161.79 |
0.618 |
161.53 |
HIGH |
161.11 |
0.618 |
160.85 |
0.500 |
160.77 |
0.382 |
160.69 |
LOW |
160.43 |
0.618 |
160.01 |
1.000 |
159.75 |
1.618 |
159.33 |
2.618 |
158.65 |
4.250 |
157.54 |
|
|
Fisher Pivots for day following 26-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
160.77 |
161.10 |
PP |
160.70 |
160.92 |
S1 |
160.62 |
160.73 |
|