Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 02-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
Open |
161.33 |
161.04 |
-0.29 |
-0.2% |
161.51 |
High |
161.33 |
161.25 |
-0.08 |
0.0% |
161.77 |
Low |
160.56 |
160.79 |
0.23 |
0.1% |
160.43 |
Close |
160.80 |
160.79 |
-0.01 |
0.0% |
160.80 |
Range |
0.77 |
0.46 |
-0.31 |
-40.3% |
1.34 |
ATR |
0.59 |
0.58 |
-0.01 |
-1.5% |
0.00 |
Volume |
2,210 |
6,574 |
4,364 |
197.5% |
24,534 |
|
Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.32 |
162.02 |
161.04 |
|
R3 |
161.86 |
161.56 |
160.92 |
|
R2 |
161.40 |
161.40 |
160.87 |
|
R1 |
161.10 |
161.10 |
160.83 |
161.02 |
PP |
160.94 |
160.94 |
160.94 |
160.91 |
S1 |
160.64 |
160.64 |
160.75 |
160.56 |
S2 |
160.48 |
160.48 |
160.71 |
|
S3 |
160.02 |
160.18 |
160.66 |
|
S4 |
159.56 |
159.72 |
160.54 |
|
|
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 |
161.71 |
160.43 |
1.28 |
0.8% |
0.58 |
0.4% |
28% |
False |
False |
5,463 |
10 |
162.74 |
160.43 |
2.31 |
1.4% |
0.52 |
0.3% |
16% |
False |
False |
6,548 |
20 |
163.61 |
160.43 |
3.18 |
2.0% |
0.44 |
0.3% |
11% |
False |
False |
5,783 |
40 |
163.61 |
160.12 |
3.49 |
2.2% |
0.41 |
0.3% |
19% |
False |
False |
3,317 |
60 |
163.61 |
160.05 |
3.56 |
2.2% |
0.28 |
0.2% |
21% |
False |
False |
2,212 |
80 |
163.61 |
155.69 |
7.92 |
4.9% |
0.21 |
0.1% |
64% |
False |
False |
1,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.21 |
2.618 |
162.45 |
1.618 |
161.99 |
1.000 |
161.71 |
0.618 |
161.53 |
HIGH |
161.25 |
0.618 |
161.07 |
0.500 |
161.02 |
0.382 |
160.97 |
LOW |
160.79 |
0.618 |
160.51 |
1.000 |
160.33 |
1.618 |
160.05 |
2.618 |
159.59 |
4.250 |
158.84 |
|
|
Fisher Pivots for day following 02-May-2016 |
Pivot |
1 day |
3 day |
R1 |
161.02 |
161.14 |
PP |
160.94 |
161.02 |
S1 |
160.87 |
160.91 |
|