Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 23-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
Open |
162.72 |
162.63 |
-0.09 |
-0.1% |
163.20 |
High |
162.72 |
163.04 |
0.32 |
0.2% |
163.25 |
Low |
162.40 |
162.35 |
-0.05 |
0.0% |
162.12 |
Close |
162.54 |
162.41 |
-0.13 |
-0.1% |
162.54 |
Range |
0.32 |
0.69 |
0.37 |
115.6% |
1.13 |
ATR |
0.58 |
0.59 |
0.01 |
1.4% |
0.00 |
Volume |
24,565 |
18,696 |
-5,869 |
-23.9% |
92,667 |
|
Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.67 |
164.23 |
162.79 |
|
R3 |
163.98 |
163.54 |
162.60 |
|
R2 |
163.29 |
163.29 |
162.54 |
|
R1 |
162.85 |
162.85 |
162.47 |
162.73 |
PP |
162.60 |
162.60 |
162.60 |
162.54 |
S1 |
162.16 |
162.16 |
162.35 |
162.04 |
S2 |
161.91 |
161.91 |
162.28 |
|
S3 |
161.22 |
161.47 |
162.22 |
|
S4 |
160.53 |
160.78 |
162.03 |
|
|
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 |
163.16 |
162.12 |
1.04 |
0.6% |
0.58 |
0.4% |
28% |
False |
False |
19,455 |
10 |
163.52 |
162.12 |
1.40 |
0.9% |
0.55 |
0.3% |
21% |
False |
False |
15,759 |
20 |
163.52 |
160.43 |
3.09 |
1.9% |
0.58 |
0.4% |
64% |
False |
False |
12,011 |
40 |
163.61 |
160.43 |
3.18 |
2.0% |
0.48 |
0.3% |
62% |
False |
False |
8,441 |
60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.42 |
0.3% |
66% |
False |
False |
5,760 |
80 |
163.61 |
159.31 |
4.30 |
2.6% |
0.32 |
0.2% |
72% |
False |
False |
4,320 |
100 |
163.61 |
155.15 |
8.46 |
5.2% |
0.25 |
0.2% |
86% |
False |
False |
3,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.97 |
2.618 |
164.85 |
1.618 |
164.16 |
1.000 |
163.73 |
0.618 |
163.47 |
HIGH |
163.04 |
0.618 |
162.78 |
0.500 |
162.70 |
0.382 |
162.61 |
LOW |
162.35 |
0.618 |
161.92 |
1.000 |
161.66 |
1.618 |
161.23 |
2.618 |
160.54 |
4.250 |
159.42 |
|
|
Fisher Pivots for day following 23-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.70 |
162.58 |
PP |
162.60 |
162.52 |
S1 |
162.51 |
162.47 |
|