Euro Bund Future September 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
162.67 |
162.91 |
0.24 |
0.1% |
161.04 |
| High |
163.14 |
163.36 |
0.22 |
0.1% |
162.84 |
| Low |
162.67 |
162.91 |
0.24 |
0.1% |
160.79 |
| Close |
163.07 |
163.29 |
0.22 |
0.1% |
162.84 |
| Range |
0.47 |
0.45 |
-0.02 |
-4.3% |
2.05 |
| ATR |
0.60 |
0.59 |
-0.01 |
-1.8% |
0.00 |
| Volume |
12,967 |
1,794 |
-11,173 |
-86.2% |
48,920 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.54 |
164.36 |
163.54 |
|
| R3 |
164.09 |
163.91 |
163.41 |
|
| R2 |
163.64 |
163.64 |
163.37 |
|
| R1 |
163.46 |
163.46 |
163.33 |
163.55 |
| PP |
163.19 |
163.19 |
163.19 |
163.23 |
| S1 |
163.01 |
163.01 |
163.25 |
163.10 |
| S2 |
162.74 |
162.74 |
163.21 |
|
| S3 |
162.29 |
162.56 |
163.17 |
|
| S4 |
161.84 |
162.11 |
163.04 |
|
|
| 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 |
163.36 |
161.74 |
1.62 |
1.0% |
0.50 |
0.3% |
96% |
True |
False |
8,703 |
| 10 |
163.36 |
160.52 |
2.84 |
1.7% |
0.58 |
0.4% |
98% |
True |
False |
7,796 |
| 20 |
163.36 |
160.43 |
2.93 |
1.8% |
0.51 |
0.3% |
98% |
True |
False |
6,953 |
| 40 |
163.61 |
160.12 |
3.49 |
2.1% |
0.42 |
0.3% |
91% |
False |
False |
4,731 |
| 60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.34 |
0.2% |
91% |
False |
False |
3,164 |
| 80 |
163.61 |
156.54 |
7.07 |
4.3% |
0.25 |
0.2% |
95% |
False |
False |
2,373 |
| 100 |
163.61 |
154.85 |
8.76 |
5.4% |
0.20 |
0.1% |
96% |
False |
False |
1,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.27 |
|
2.618 |
164.54 |
|
1.618 |
164.09 |
|
1.000 |
163.81 |
|
0.618 |
163.64 |
|
HIGH |
163.36 |
|
0.618 |
163.19 |
|
0.500 |
163.14 |
|
0.382 |
163.08 |
|
LOW |
162.91 |
|
0.618 |
162.63 |
|
1.000 |
162.46 |
|
1.618 |
162.18 |
|
2.618 |
161.73 |
|
4.250 |
161.00 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.24 |
163.17 |
| PP |
163.19 |
163.04 |
| S1 |
163.14 |
162.92 |
|