Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 27-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
161.11 |
160.61 |
-0.50 |
-0.3% |
163.13 |
High |
161.11 |
161.00 |
-0.11 |
-0.1% |
163.13 |
Low |
160.43 |
160.52 |
0.09 |
0.1% |
161.45 |
Close |
160.55 |
160.77 |
0.22 |
0.1% |
161.48 |
Range |
0.68 |
0.48 |
-0.20 |
-29.4% |
1.68 |
ATR |
0.55 |
0.55 |
-0.01 |
-0.9% |
0.00 |
Volume |
6,460 |
7,342 |
882 |
13.7% |
41,218 |
|
Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.20 |
161.97 |
161.03 |
|
R3 |
161.72 |
161.49 |
160.90 |
|
R2 |
161.24 |
161.24 |
160.86 |
|
R1 |
161.01 |
161.01 |
160.81 |
161.13 |
PP |
160.76 |
160.76 |
160.76 |
160.82 |
S1 |
160.53 |
160.53 |
160.73 |
160.65 |
S2 |
160.28 |
160.28 |
160.68 |
|
S3 |
159.80 |
160.05 |
160.64 |
|
S4 |
159.32 |
159.57 |
160.51 |
|
|
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 |
162.00 |
160.43 |
1.57 |
1.0% |
0.54 |
0.3% |
22% |
False |
False |
8,384 |
10 |
163.13 |
160.43 |
2.70 |
1.7% |
0.43 |
0.3% |
13% |
False |
False |
6,110 |
20 |
163.61 |
160.43 |
3.18 |
2.0% |
0.39 |
0.2% |
11% |
False |
False |
5,429 |
40 |
163.61 |
160.12 |
3.49 |
2.2% |
0.37 |
0.2% |
19% |
False |
False |
2,980 |
60 |
163.61 |
159.80 |
3.81 |
2.4% |
0.25 |
0.2% |
25% |
False |
False |
1,986 |
80 |
163.61 |
155.42 |
8.19 |
5.1% |
0.19 |
0.1% |
65% |
False |
False |
1,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.04 |
2.618 |
162.26 |
1.618 |
161.78 |
1.000 |
161.48 |
0.618 |
161.30 |
HIGH |
161.00 |
0.618 |
160.82 |
0.500 |
160.76 |
0.382 |
160.70 |
LOW |
160.52 |
0.618 |
160.22 |
1.000 |
160.04 |
1.618 |
159.74 |
2.618 |
159.26 |
4.250 |
158.48 |
|
|
Fisher Pivots for day following 27-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
160.77 |
161.10 |
PP |
160.76 |
160.99 |
S1 |
160.76 |
160.88 |
|