Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
161.94 |
161.82 |
-0.12 |
-0.1% |
161.51 |
High |
162.00 |
162.80 |
0.80 |
0.5% |
161.77 |
Low |
161.74 |
161.82 |
0.08 |
0.0% |
160.43 |
Close |
161.95 |
162.50 |
0.55 |
0.3% |
160.80 |
Range |
0.26 |
0.98 |
0.72 |
276.9% |
1.34 |
ATR |
0.60 |
0.63 |
0.03 |
4.5% |
0.00 |
Volume |
9,809 |
9,144 |
-665 |
-6.8% |
24,534 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.31 |
164.89 |
163.04 |
|
R3 |
164.33 |
163.91 |
162.77 |
|
R2 |
163.35 |
163.35 |
162.68 |
|
R1 |
162.93 |
162.93 |
162.59 |
163.14 |
PP |
162.37 |
162.37 |
162.37 |
162.48 |
S1 |
161.95 |
161.95 |
162.41 |
162.16 |
S2 |
161.39 |
161.39 |
162.32 |
|
S3 |
160.41 |
160.97 |
162.23 |
|
S4 |
159.43 |
159.99 |
161.96 |
|
|
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 |
162.80 |
160.56 |
2.24 |
1.4% |
0.71 |
0.4% |
87% |
True |
False |
8,265 |
10 |
162.80 |
160.43 |
2.37 |
1.5% |
0.62 |
0.4% |
87% |
True |
False |
8,211 |
20 |
163.61 |
160.43 |
3.18 |
2.0% |
0.50 |
0.3% |
65% |
False |
False |
6,794 |
40 |
163.61 |
160.12 |
3.49 |
2.1% |
0.45 |
0.3% |
68% |
False |
False |
4,123 |
60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.32 |
0.2% |
68% |
False |
False |
2,754 |
80 |
163.61 |
156.06 |
7.55 |
4.6% |
0.24 |
0.1% |
85% |
False |
False |
2,066 |
100 |
163.61 |
154.85 |
8.76 |
5.4% |
0.19 |
0.1% |
87% |
False |
False |
1,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.97 |
2.618 |
165.37 |
1.618 |
164.39 |
1.000 |
163.78 |
0.618 |
163.41 |
HIGH |
162.80 |
0.618 |
162.43 |
0.500 |
162.31 |
0.382 |
162.19 |
LOW |
161.82 |
0.618 |
161.21 |
1.000 |
160.84 |
1.618 |
160.23 |
2.618 |
159.25 |
4.250 |
157.66 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.44 |
162.30 |
PP |
162.37 |
162.09 |
S1 |
162.31 |
161.89 |
|