Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 18-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
Open |
162.82 |
162.89 |
0.07 |
0.0% |
162.67 |
High |
163.16 |
162.94 |
-0.22 |
-0.1% |
163.52 |
Low |
162.52 |
162.25 |
-0.27 |
-0.2% |
162.67 |
Close |
163.16 |
162.61 |
-0.55 |
-0.3% |
163.21 |
Range |
0.64 |
0.69 |
0.05 |
7.8% |
0.85 |
ATR |
0.58 |
0.60 |
0.02 |
4.1% |
0.00 |
Volume |
18,535 |
18,535 |
0 |
0.0% |
59,203 |
|
Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.67 |
164.33 |
162.99 |
|
R3 |
163.98 |
163.64 |
162.80 |
|
R2 |
163.29 |
163.29 |
162.74 |
|
R1 |
162.95 |
162.95 |
162.67 |
162.78 |
PP |
162.60 |
162.60 |
162.60 |
162.51 |
S1 |
162.26 |
162.26 |
162.55 |
162.09 |
S2 |
161.91 |
161.91 |
162.48 |
|
S3 |
161.22 |
161.57 |
162.42 |
|
S4 |
160.53 |
160.88 |
162.23 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.68 |
165.30 |
163.68 |
|
R3 |
164.83 |
164.45 |
163.44 |
|
R2 |
163.98 |
163.98 |
163.37 |
|
R1 |
163.60 |
163.60 |
163.29 |
163.79 |
PP |
163.13 |
163.13 |
163.13 |
163.23 |
S1 |
162.75 |
162.75 |
163.13 |
162.94 |
S2 |
162.28 |
162.28 |
163.05 |
|
S3 |
161.43 |
161.90 |
162.98 |
|
S4 |
160.58 |
161.05 |
162.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.52 |
162.25 |
1.27 |
0.8% |
0.62 |
0.4% |
28% |
False |
True |
15,081 |
10 |
163.52 |
161.82 |
1.70 |
1.0% |
0.57 |
0.4% |
46% |
False |
False |
12,930 |
20 |
163.52 |
160.43 |
3.09 |
1.9% |
0.57 |
0.4% |
71% |
False |
False |
10,407 |
40 |
163.61 |
160.43 |
3.18 |
2.0% |
0.46 |
0.3% |
69% |
False |
False |
7,118 |
60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.39 |
0.2% |
71% |
False |
False |
4,757 |
80 |
163.61 |
158.17 |
5.44 |
3.3% |
0.30 |
0.2% |
82% |
False |
False |
3,568 |
100 |
163.61 |
155.15 |
8.46 |
5.2% |
0.24 |
0.1% |
88% |
False |
False |
2,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.87 |
2.618 |
164.75 |
1.618 |
164.06 |
1.000 |
163.63 |
0.618 |
163.37 |
HIGH |
162.94 |
0.618 |
162.68 |
0.500 |
162.60 |
0.382 |
162.51 |
LOW |
162.25 |
0.618 |
161.82 |
1.000 |
161.56 |
1.618 |
161.13 |
2.618 |
160.44 |
4.250 |
159.32 |
|
|
Fisher Pivots for day following 18-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.61 |
162.75 |
PP |
162.60 |
162.70 |
S1 |
162.60 |
162.66 |
|