Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
161.82 |
162.74 |
0.92 |
0.6% |
161.04 |
High |
162.80 |
162.84 |
0.04 |
0.0% |
162.84 |
Low |
161.82 |
162.48 |
0.66 |
0.4% |
160.79 |
Close |
162.50 |
162.84 |
0.34 |
0.2% |
162.84 |
Range |
0.98 |
0.36 |
-0.62 |
-63.3% |
2.05 |
ATR |
0.63 |
0.61 |
-0.02 |
-3.0% |
0.00 |
Volume |
9,144 |
9,801 |
657 |
7.2% |
48,920 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.80 |
163.68 |
163.04 |
|
R3 |
163.44 |
163.32 |
162.94 |
|
R2 |
163.08 |
163.08 |
162.91 |
|
R1 |
162.96 |
162.96 |
162.87 |
163.02 |
PP |
162.72 |
162.72 |
162.72 |
162.75 |
S1 |
162.60 |
162.60 |
162.81 |
162.66 |
S2 |
162.36 |
162.36 |
162.77 |
|
S3 |
162.00 |
162.24 |
162.74 |
|
S4 |
161.64 |
161.88 |
162.64 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.31 |
167.62 |
163.97 |
|
R3 |
166.26 |
165.57 |
163.40 |
|
R2 |
164.21 |
164.21 |
163.22 |
|
R1 |
163.52 |
163.52 |
163.03 |
163.87 |
PP |
162.16 |
162.16 |
162.16 |
162.33 |
S1 |
161.47 |
161.47 |
162.65 |
161.82 |
S2 |
160.11 |
160.11 |
162.46 |
|
S3 |
158.06 |
159.42 |
162.28 |
|
S4 |
156.01 |
157.37 |
161.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.84 |
160.79 |
2.05 |
1.3% |
0.63 |
0.4% |
100% |
True |
False |
9,784 |
10 |
162.84 |
160.43 |
2.41 |
1.5% |
0.64 |
0.4% |
100% |
True |
False |
7,345 |
20 |
163.61 |
160.43 |
3.18 |
2.0% |
0.51 |
0.3% |
76% |
False |
False |
7,101 |
40 |
163.61 |
160.12 |
3.49 |
2.1% |
0.44 |
0.3% |
78% |
False |
False |
4,367 |
60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.32 |
0.2% |
78% |
False |
False |
2,918 |
80 |
163.61 |
156.06 |
7.55 |
4.6% |
0.24 |
0.1% |
90% |
False |
False |
2,188 |
100 |
163.61 |
154.85 |
8.76 |
5.4% |
0.19 |
0.1% |
91% |
False |
False |
1,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.37 |
2.618 |
163.78 |
1.618 |
163.42 |
1.000 |
163.20 |
0.618 |
163.06 |
HIGH |
162.84 |
0.618 |
162.70 |
0.500 |
162.66 |
0.382 |
162.62 |
LOW |
162.48 |
0.618 |
162.26 |
1.000 |
162.12 |
1.618 |
161.90 |
2.618 |
161.54 |
4.250 |
160.95 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.78 |
162.66 |
PP |
162.72 |
162.47 |
S1 |
162.66 |
162.29 |
|