Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 19-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
Open |
162.89 |
162.12 |
-0.77 |
-0.5% |
162.67 |
High |
162.94 |
162.69 |
-0.25 |
-0.2% |
163.52 |
Low |
162.25 |
162.12 |
-0.13 |
-0.1% |
162.67 |
Close |
162.61 |
162.59 |
-0.02 |
0.0% |
163.21 |
Range |
0.69 |
0.57 |
-0.12 |
-17.4% |
0.85 |
ATR |
0.60 |
0.60 |
0.00 |
-0.4% |
0.00 |
Volume |
18,535 |
16,945 |
-1,590 |
-8.6% |
59,203 |
|
Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.18 |
163.95 |
162.90 |
|
R3 |
163.61 |
163.38 |
162.75 |
|
R2 |
163.04 |
163.04 |
162.69 |
|
R1 |
162.81 |
162.81 |
162.64 |
162.93 |
PP |
162.47 |
162.47 |
162.47 |
162.52 |
S1 |
162.24 |
162.24 |
162.54 |
162.36 |
S2 |
161.90 |
161.90 |
162.49 |
|
S3 |
161.33 |
161.67 |
162.43 |
|
S4 |
160.76 |
161.10 |
162.28 |
|
|
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 |
163.31 |
162.12 |
1.19 |
0.7% |
0.57 |
0.3% |
39% |
False |
True |
15,810 |
10 |
163.52 |
162.12 |
1.40 |
0.9% |
0.53 |
0.3% |
34% |
False |
True |
13,710 |
20 |
163.52 |
160.43 |
3.09 |
1.9% |
0.58 |
0.4% |
70% |
False |
False |
10,960 |
40 |
163.61 |
160.43 |
3.18 |
2.0% |
0.46 |
0.3% |
68% |
False |
False |
7,396 |
60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.40 |
0.2% |
71% |
False |
False |
5,039 |
80 |
163.61 |
158.21 |
5.40 |
3.3% |
0.30 |
0.2% |
81% |
False |
False |
3,779 |
100 |
163.61 |
155.15 |
8.46 |
5.2% |
0.24 |
0.1% |
88% |
False |
False |
3,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.11 |
2.618 |
164.18 |
1.618 |
163.61 |
1.000 |
163.26 |
0.618 |
163.04 |
HIGH |
162.69 |
0.618 |
162.47 |
0.500 |
162.41 |
0.382 |
162.34 |
LOW |
162.12 |
0.618 |
161.77 |
1.000 |
161.55 |
1.618 |
161.20 |
2.618 |
160.63 |
4.250 |
159.70 |
|
|
Fisher Pivots for day following 19-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.53 |
162.64 |
PP |
162.47 |
162.62 |
S1 |
162.41 |
162.61 |
|