Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
162.12 |
162.72 |
0.60 |
0.4% |
163.20 |
High |
162.69 |
162.72 |
0.03 |
0.0% |
163.25 |
Low |
162.12 |
162.40 |
0.28 |
0.2% |
162.12 |
Close |
162.59 |
162.54 |
-0.05 |
0.0% |
162.54 |
Range |
0.57 |
0.32 |
-0.25 |
-43.9% |
1.13 |
ATR |
0.60 |
0.58 |
-0.02 |
-3.3% |
0.00 |
Volume |
16,945 |
24,565 |
7,620 |
45.0% |
92,667 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.51 |
163.35 |
162.72 |
|
R3 |
163.19 |
163.03 |
162.63 |
|
R2 |
162.87 |
162.87 |
162.60 |
|
R1 |
162.71 |
162.71 |
162.57 |
162.63 |
PP |
162.55 |
162.55 |
162.55 |
162.52 |
S1 |
162.39 |
162.39 |
162.51 |
162.31 |
S2 |
162.23 |
162.23 |
162.48 |
|
S3 |
161.91 |
162.07 |
162.45 |
|
S4 |
161.59 |
161.75 |
162.36 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.03 |
165.41 |
163.16 |
|
R3 |
164.90 |
164.28 |
162.85 |
|
R2 |
163.77 |
163.77 |
162.75 |
|
R1 |
163.15 |
163.15 |
162.64 |
162.90 |
PP |
162.64 |
162.64 |
162.64 |
162.51 |
S1 |
162.02 |
162.02 |
162.44 |
161.77 |
S2 |
161.51 |
161.51 |
162.33 |
|
S3 |
160.38 |
160.89 |
162.23 |
|
S4 |
159.25 |
159.76 |
161.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.25 |
162.12 |
1.13 |
0.7% |
0.53 |
0.3% |
37% |
False |
False |
18,533 |
10 |
163.52 |
162.12 |
1.40 |
0.9% |
0.53 |
0.3% |
30% |
False |
False |
15,187 |
20 |
163.52 |
160.43 |
3.09 |
1.9% |
0.58 |
0.4% |
68% |
False |
False |
11,266 |
40 |
163.61 |
160.43 |
3.18 |
2.0% |
0.47 |
0.3% |
66% |
False |
False |
7,990 |
60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.41 |
0.3% |
69% |
False |
False |
5,449 |
80 |
163.61 |
158.71 |
4.90 |
3.0% |
0.31 |
0.2% |
78% |
False |
False |
4,086 |
100 |
163.61 |
155.15 |
8.46 |
5.2% |
0.25 |
0.2% |
87% |
False |
False |
3,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.08 |
2.618 |
163.56 |
1.618 |
163.24 |
1.000 |
163.04 |
0.618 |
162.92 |
HIGH |
162.72 |
0.618 |
162.60 |
0.500 |
162.56 |
0.382 |
162.52 |
LOW |
162.40 |
0.618 |
162.20 |
1.000 |
162.08 |
1.618 |
161.88 |
2.618 |
161.56 |
4.250 |
161.04 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.56 |
162.54 |
PP |
162.55 |
162.53 |
S1 |
162.55 |
162.53 |
|