Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 03-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
Open |
161.04 |
161.01 |
-0.03 |
0.0% |
161.51 |
High |
161.25 |
162.05 |
0.80 |
0.5% |
161.77 |
Low |
160.79 |
160.97 |
0.18 |
0.1% |
160.43 |
Close |
160.79 |
162.00 |
1.21 |
0.8% |
160.80 |
Range |
0.46 |
1.08 |
0.62 |
134.8% |
1.34 |
ATR |
0.58 |
0.63 |
0.05 |
8.4% |
0.00 |
Volume |
6,574 |
13,592 |
7,018 |
106.8% |
24,534 |
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.91 |
164.54 |
162.59 |
|
R3 |
163.83 |
163.46 |
162.30 |
|
R2 |
162.75 |
162.75 |
162.20 |
|
R1 |
162.38 |
162.38 |
162.10 |
162.57 |
PP |
161.67 |
161.67 |
161.67 |
161.77 |
S1 |
161.30 |
161.30 |
161.90 |
161.49 |
S2 |
160.59 |
160.59 |
161.80 |
|
S3 |
159.51 |
160.22 |
161.70 |
|
S4 |
158.43 |
159.14 |
161.41 |
|
|
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 |
162.05 |
160.52 |
1.53 |
0.9% |
0.66 |
0.4% |
97% |
True |
False |
6,890 |
10 |
162.74 |
160.43 |
2.31 |
1.4% |
0.60 |
0.4% |
68% |
False |
False |
7,833 |
20 |
163.61 |
160.43 |
3.18 |
2.0% |
0.49 |
0.3% |
49% |
False |
False |
6,234 |
40 |
163.61 |
160.12 |
3.49 |
2.2% |
0.42 |
0.3% |
54% |
False |
False |
3,657 |
60 |
163.61 |
160.12 |
3.49 |
2.2% |
0.29 |
0.2% |
54% |
False |
False |
2,438 |
80 |
163.61 |
155.69 |
7.92 |
4.9% |
0.22 |
0.1% |
80% |
False |
False |
1,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.64 |
2.618 |
164.88 |
1.618 |
163.80 |
1.000 |
163.13 |
0.618 |
162.72 |
HIGH |
162.05 |
0.618 |
161.64 |
0.500 |
161.51 |
0.382 |
161.38 |
LOW |
160.97 |
0.618 |
160.30 |
1.000 |
159.89 |
1.618 |
159.22 |
2.618 |
158.14 |
4.250 |
156.38 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
161.84 |
161.77 |
PP |
161.67 |
161.54 |
S1 |
161.51 |
161.31 |
|