Euro Bund Future September 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
161.01 |
161.94 |
0.93 |
0.6% |
161.51 |
| High |
162.05 |
162.00 |
-0.05 |
0.0% |
161.77 |
| Low |
160.97 |
161.74 |
0.77 |
0.5% |
160.43 |
| Close |
162.00 |
161.95 |
-0.05 |
0.0% |
160.80 |
| Range |
1.08 |
0.26 |
-0.82 |
-75.9% |
1.34 |
| ATR |
0.63 |
0.60 |
-0.03 |
-4.2% |
0.00 |
| Volume |
13,592 |
9,809 |
-3,783 |
-27.8% |
24,534 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.68 |
162.57 |
162.09 |
|
| R3 |
162.42 |
162.31 |
162.02 |
|
| R2 |
162.16 |
162.16 |
162.00 |
|
| R1 |
162.05 |
162.05 |
161.97 |
162.11 |
| PP |
161.90 |
161.90 |
161.90 |
161.92 |
| S1 |
161.79 |
161.79 |
161.93 |
161.85 |
| S2 |
161.64 |
161.64 |
161.90 |
|
| S3 |
161.38 |
161.53 |
161.88 |
|
| S4 |
161.12 |
161.27 |
161.81 |
|
|
| 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 |
160.56 |
1.49 |
0.9% |
0.62 |
0.4% |
93% |
False |
False |
7,383 |
| 10 |
162.05 |
160.43 |
1.62 |
1.0% |
0.58 |
0.4% |
94% |
False |
False |
7,883 |
| 20 |
163.61 |
160.43 |
3.18 |
2.0% |
0.47 |
0.3% |
48% |
False |
False |
6,540 |
| 40 |
163.61 |
160.12 |
3.49 |
2.2% |
0.43 |
0.3% |
52% |
False |
False |
3,902 |
| 60 |
163.61 |
160.12 |
3.49 |
2.2% |
0.30 |
0.2% |
52% |
False |
False |
2,602 |
| 80 |
163.61 |
155.76 |
7.85 |
4.8% |
0.23 |
0.1% |
79% |
False |
False |
1,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.11 |
|
2.618 |
162.68 |
|
1.618 |
162.42 |
|
1.000 |
162.26 |
|
0.618 |
162.16 |
|
HIGH |
162.00 |
|
0.618 |
161.90 |
|
0.500 |
161.87 |
|
0.382 |
161.84 |
|
LOW |
161.74 |
|
0.618 |
161.58 |
|
1.000 |
161.48 |
|
1.618 |
161.32 |
|
2.618 |
161.06 |
|
4.250 |
160.64 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161.92 |
161.77 |
| PP |
161.90 |
161.60 |
| S1 |
161.87 |
161.42 |
|