Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
161.52 |
161.33 |
-0.19 |
-0.1% |
161.51 |
High |
161.71 |
161.33 |
-0.38 |
-0.2% |
161.77 |
Low |
161.20 |
160.56 |
-0.64 |
-0.4% |
160.43 |
Close |
161.28 |
160.80 |
-0.48 |
-0.3% |
160.80 |
Range |
0.51 |
0.77 |
0.26 |
51.0% |
1.34 |
ATR |
0.57 |
0.59 |
0.01 |
2.5% |
0.00 |
Volume |
4,733 |
2,210 |
-2,523 |
-53.3% |
24,534 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.21 |
162.77 |
161.22 |
|
R3 |
162.44 |
162.00 |
161.01 |
|
R2 |
161.67 |
161.67 |
160.94 |
|
R1 |
161.23 |
161.23 |
160.87 |
161.07 |
PP |
160.90 |
160.90 |
160.90 |
160.81 |
S1 |
160.46 |
160.46 |
160.73 |
160.30 |
S2 |
160.13 |
160.13 |
160.66 |
|
S3 |
159.36 |
159.69 |
160.59 |
|
S4 |
158.59 |
158.92 |
160.38 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.02 |
164.25 |
161.54 |
|
R3 |
163.68 |
162.91 |
161.17 |
|
R2 |
162.34 |
162.34 |
161.05 |
|
R1 |
161.57 |
161.57 |
160.92 |
161.29 |
PP |
161.00 |
161.00 |
161.00 |
160.86 |
S1 |
160.23 |
160.23 |
160.68 |
159.95 |
S2 |
159.66 |
159.66 |
160.55 |
|
S3 |
158.32 |
158.89 |
160.43 |
|
S4 |
156.98 |
157.55 |
160.06 |
|
|
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% |
0.65 |
0.4% |
28% |
False |
False |
4,906 |
10 |
163.13 |
160.43 |
2.70 |
1.7% |
0.53 |
0.3% |
14% |
False |
False |
6,575 |
20 |
163.61 |
160.43 |
3.18 |
2.0% |
0.43 |
0.3% |
12% |
False |
False |
5,562 |
40 |
163.61 |
160.12 |
3.49 |
2.2% |
0.39 |
0.2% |
19% |
False |
False |
3,153 |
60 |
163.61 |
159.95 |
3.66 |
2.3% |
0.27 |
0.2% |
23% |
False |
False |
2,102 |
80 |
163.61 |
155.53 |
8.08 |
5.0% |
0.20 |
0.1% |
65% |
False |
False |
1,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.60 |
2.618 |
163.35 |
1.618 |
162.58 |
1.000 |
162.10 |
0.618 |
161.81 |
HIGH |
161.33 |
0.618 |
161.04 |
0.500 |
160.95 |
0.382 |
160.85 |
LOW |
160.56 |
0.618 |
160.08 |
1.000 |
159.79 |
1.618 |
159.31 |
2.618 |
158.54 |
4.250 |
157.29 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
160.95 |
161.12 |
PP |
160.90 |
161.01 |
S1 |
160.85 |
160.91 |
|