Euro Bund Future September 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163.25 |
163.22 |
-0.03 |
0.0% |
161.04 |
| High |
163.37 |
163.52 |
0.15 |
0.1% |
162.84 |
| Low |
163.02 |
162.69 |
-0.33 |
-0.2% |
160.79 |
| Close |
163.21 |
162.81 |
-0.40 |
-0.2% |
162.84 |
| Range |
0.35 |
0.83 |
0.48 |
137.1% |
2.05 |
| ATR |
0.57 |
0.59 |
0.02 |
3.2% |
0.00 |
| Volume |
20,192 |
13,301 |
-6,891 |
-34.1% |
48,920 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.50 |
164.98 |
163.27 |
|
| R3 |
164.67 |
164.15 |
163.04 |
|
| R2 |
163.84 |
163.84 |
162.96 |
|
| R1 |
163.32 |
163.32 |
162.89 |
163.17 |
| PP |
163.01 |
163.01 |
163.01 |
162.93 |
| S1 |
162.49 |
162.49 |
162.73 |
162.34 |
| S2 |
162.18 |
162.18 |
162.66 |
|
| S3 |
161.35 |
161.66 |
162.58 |
|
| S4 |
160.52 |
160.83 |
162.35 |
|
|
| 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 |
163.52 |
162.48 |
1.04 |
0.6% |
0.49 |
0.3% |
32% |
True |
False |
11,611 |
| 10 |
163.52 |
160.56 |
2.96 |
1.8% |
0.60 |
0.4% |
76% |
True |
False |
9,938 |
| 20 |
163.52 |
160.43 |
3.09 |
1.9% |
0.54 |
0.3% |
77% |
True |
False |
8,234 |
| 40 |
163.61 |
160.43 |
3.18 |
2.0% |
0.43 |
0.3% |
75% |
False |
False |
5,568 |
| 60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.36 |
0.2% |
77% |
False |
False |
3,722 |
| 80 |
163.61 |
157.48 |
6.13 |
3.8% |
0.27 |
0.2% |
87% |
False |
False |
2,791 |
| 100 |
163.61 |
155.15 |
8.46 |
5.2% |
0.21 |
0.1% |
91% |
False |
False |
2,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.05 |
|
2.618 |
165.69 |
|
1.618 |
164.86 |
|
1.000 |
164.35 |
|
0.618 |
164.03 |
|
HIGH |
163.52 |
|
0.618 |
163.20 |
|
0.500 |
163.11 |
|
0.382 |
163.01 |
|
LOW |
162.69 |
|
0.618 |
162.18 |
|
1.000 |
161.86 |
|
1.618 |
161.35 |
|
2.618 |
160.52 |
|
4.250 |
159.16 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.11 |
163.11 |
| PP |
163.01 |
163.01 |
| S1 |
162.91 |
162.91 |
|