Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
160.61 |
161.52 |
0.91 |
0.6% |
163.13 |
High |
161.00 |
161.71 |
0.71 |
0.4% |
163.13 |
Low |
160.52 |
161.20 |
0.68 |
0.4% |
161.45 |
Close |
160.77 |
161.28 |
0.51 |
0.3% |
161.48 |
Range |
0.48 |
0.51 |
0.03 |
6.3% |
1.68 |
ATR |
0.55 |
0.57 |
0.03 |
5.2% |
0.00 |
Volume |
7,342 |
4,733 |
-2,609 |
-35.5% |
41,218 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.93 |
162.61 |
161.56 |
|
R3 |
162.42 |
162.10 |
161.42 |
|
R2 |
161.91 |
161.91 |
161.37 |
|
R1 |
161.59 |
161.59 |
161.33 |
161.50 |
PP |
161.40 |
161.40 |
161.40 |
161.35 |
S1 |
161.08 |
161.08 |
161.23 |
160.99 |
S2 |
160.89 |
160.89 |
161.19 |
|
S3 |
160.38 |
160.57 |
161.14 |
|
S4 |
159.87 |
160.06 |
161.00 |
|
|
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 |
161.77 |
160.43 |
1.34 |
0.8% |
0.53 |
0.3% |
63% |
False |
False |
8,156 |
10 |
163.13 |
160.43 |
2.70 |
1.7% |
0.47 |
0.3% |
31% |
False |
False |
6,529 |
20 |
163.61 |
160.43 |
3.18 |
2.0% |
0.40 |
0.2% |
27% |
False |
False |
5,568 |
40 |
163.61 |
160.12 |
3.49 |
2.2% |
0.37 |
0.2% |
33% |
False |
False |
3,098 |
60 |
163.61 |
159.95 |
3.66 |
2.3% |
0.26 |
0.2% |
36% |
False |
False |
2,065 |
80 |
163.61 |
155.53 |
8.08 |
5.0% |
0.19 |
0.1% |
71% |
False |
False |
1,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.88 |
2.618 |
163.05 |
1.618 |
162.54 |
1.000 |
162.22 |
0.618 |
162.03 |
HIGH |
161.71 |
0.618 |
161.52 |
0.500 |
161.46 |
0.382 |
161.39 |
LOW |
161.20 |
0.618 |
160.88 |
1.000 |
160.69 |
1.618 |
160.37 |
2.618 |
159.86 |
4.250 |
159.03 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
161.46 |
161.21 |
PP |
161.40 |
161.14 |
S1 |
161.34 |
161.07 |
|