Euro Bund Future September 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
162.74 |
162.67 |
-0.07 |
0.0% |
161.04 |
| High |
162.84 |
163.14 |
0.30 |
0.2% |
162.84 |
| Low |
162.48 |
162.67 |
0.19 |
0.1% |
160.79 |
| Close |
162.84 |
163.07 |
0.23 |
0.1% |
162.84 |
| Range |
0.36 |
0.47 |
0.11 |
30.6% |
2.05 |
| ATR |
0.61 |
0.60 |
-0.01 |
-1.6% |
0.00 |
| Volume |
9,801 |
12,967 |
3,166 |
32.3% |
48,920 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.37 |
164.19 |
163.33 |
|
| R3 |
163.90 |
163.72 |
163.20 |
|
| R2 |
163.43 |
163.43 |
163.16 |
|
| R1 |
163.25 |
163.25 |
163.11 |
163.34 |
| PP |
162.96 |
162.96 |
162.96 |
163.01 |
| S1 |
162.78 |
162.78 |
163.03 |
162.87 |
| S2 |
162.49 |
162.49 |
162.98 |
|
| S3 |
162.02 |
162.31 |
162.94 |
|
| S4 |
161.55 |
161.84 |
162.81 |
|
|
| 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 |
163.14 |
160.97 |
2.17 |
1.3% |
0.63 |
0.4% |
97% |
True |
False |
11,062 |
| 10 |
163.14 |
160.43 |
2.71 |
1.7% |
0.61 |
0.4% |
97% |
True |
False |
8,263 |
| 20 |
163.14 |
160.43 |
2.71 |
1.7% |
0.50 |
0.3% |
97% |
True |
False |
7,534 |
| 40 |
163.61 |
160.12 |
3.49 |
2.1% |
0.42 |
0.3% |
85% |
False |
False |
4,686 |
| 60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.33 |
0.2% |
85% |
False |
False |
3,134 |
| 80 |
163.61 |
156.54 |
7.07 |
4.3% |
0.25 |
0.2% |
92% |
False |
False |
2,350 |
| 100 |
163.61 |
154.85 |
8.76 |
5.4% |
0.20 |
0.1% |
94% |
False |
False |
1,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.14 |
|
2.618 |
164.37 |
|
1.618 |
163.90 |
|
1.000 |
163.61 |
|
0.618 |
163.43 |
|
HIGH |
163.14 |
|
0.618 |
162.96 |
|
0.500 |
162.91 |
|
0.382 |
162.85 |
|
LOW |
162.67 |
|
0.618 |
162.38 |
|
1.000 |
162.20 |
|
1.618 |
161.91 |
|
2.618 |
161.44 |
|
4.250 |
160.67 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.02 |
162.87 |
| PP |
162.96 |
162.68 |
| S1 |
162.91 |
162.48 |
|