Euro Bund Future September 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
162.91 |
163.25 |
0.34 |
0.2% |
161.04 |
| High |
163.36 |
163.37 |
0.01 |
0.0% |
162.84 |
| Low |
162.91 |
163.02 |
0.11 |
0.1% |
160.79 |
| Close |
163.29 |
163.21 |
-0.08 |
0.0% |
162.84 |
| Range |
0.45 |
0.35 |
-0.10 |
-22.2% |
2.05 |
| ATR |
0.59 |
0.57 |
-0.02 |
-2.9% |
0.00 |
| Volume |
1,794 |
20,192 |
18,398 |
1,025.5% |
48,920 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.25 |
164.08 |
163.40 |
|
| R3 |
163.90 |
163.73 |
163.31 |
|
| R2 |
163.55 |
163.55 |
163.27 |
|
| R1 |
163.38 |
163.38 |
163.24 |
163.29 |
| PP |
163.20 |
163.20 |
163.20 |
163.16 |
| S1 |
163.03 |
163.03 |
163.18 |
162.94 |
| S2 |
162.85 |
162.85 |
163.15 |
|
| S3 |
162.50 |
162.68 |
163.11 |
|
| S4 |
162.15 |
162.33 |
163.02 |
|
|
| 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 |
163.37 |
161.82 |
1.55 |
0.9% |
0.52 |
0.3% |
90% |
True |
False |
10,779 |
| 10 |
163.37 |
160.56 |
2.81 |
1.7% |
0.57 |
0.3% |
94% |
True |
False |
9,081 |
| 20 |
163.37 |
160.43 |
2.94 |
1.8% |
0.50 |
0.3% |
95% |
True |
False |
7,596 |
| 40 |
163.61 |
160.12 |
3.49 |
2.1% |
0.42 |
0.3% |
89% |
False |
False |
5,235 |
| 60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.34 |
0.2% |
89% |
False |
False |
3,500 |
| 80 |
163.61 |
156.54 |
7.07 |
4.3% |
0.26 |
0.2% |
94% |
False |
False |
2,625 |
| 100 |
163.61 |
154.85 |
8.76 |
5.4% |
0.21 |
0.1% |
95% |
False |
False |
2,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.86 |
|
2.618 |
164.29 |
|
1.618 |
163.94 |
|
1.000 |
163.72 |
|
0.618 |
163.59 |
|
HIGH |
163.37 |
|
0.618 |
163.24 |
|
0.500 |
163.20 |
|
0.382 |
163.15 |
|
LOW |
163.02 |
|
0.618 |
162.80 |
|
1.000 |
162.67 |
|
1.618 |
162.45 |
|
2.618 |
162.10 |
|
4.250 |
161.53 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.21 |
163.15 |
| PP |
163.20 |
163.08 |
| S1 |
163.20 |
163.02 |
|