Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 24-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
Open |
162.63 |
162.66 |
0.03 |
0.0% |
163.20 |
High |
163.04 |
162.73 |
-0.31 |
-0.2% |
163.25 |
Low |
162.35 |
162.40 |
0.05 |
0.0% |
162.12 |
Close |
162.41 |
162.50 |
0.09 |
0.1% |
162.54 |
Range |
0.69 |
0.33 |
-0.36 |
-52.2% |
1.13 |
ATR |
0.59 |
0.57 |
-0.02 |
-3.1% |
0.00 |
Volume |
18,696 |
36,696 |
18,000 |
96.3% |
92,667 |
|
Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.53 |
163.35 |
162.68 |
|
R3 |
163.20 |
163.02 |
162.59 |
|
R2 |
162.87 |
162.87 |
162.56 |
|
R1 |
162.69 |
162.69 |
162.53 |
162.62 |
PP |
162.54 |
162.54 |
162.54 |
162.51 |
S1 |
162.36 |
162.36 |
162.47 |
162.29 |
S2 |
162.21 |
162.21 |
162.44 |
|
S3 |
161.88 |
162.03 |
162.41 |
|
S4 |
161.55 |
161.70 |
162.32 |
|
|
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 |
163.04 |
162.12 |
0.92 |
0.6% |
0.52 |
0.3% |
41% |
False |
False |
23,087 |
10 |
163.52 |
162.12 |
1.40 |
0.9% |
0.54 |
0.3% |
27% |
False |
False |
19,250 |
20 |
163.52 |
160.52 |
3.00 |
1.8% |
0.56 |
0.3% |
66% |
False |
False |
13,523 |
40 |
163.61 |
160.43 |
3.18 |
2.0% |
0.48 |
0.3% |
65% |
False |
False |
9,331 |
60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.43 |
0.3% |
68% |
False |
False |
6,372 |
80 |
163.61 |
159.31 |
4.30 |
2.6% |
0.32 |
0.2% |
74% |
False |
False |
4,779 |
100 |
163.61 |
155.15 |
8.46 |
5.2% |
0.26 |
0.2% |
87% |
False |
False |
3,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.13 |
2.618 |
163.59 |
1.618 |
163.26 |
1.000 |
163.06 |
0.618 |
162.93 |
HIGH |
162.73 |
0.618 |
162.60 |
0.500 |
162.57 |
0.382 |
162.53 |
LOW |
162.40 |
0.618 |
162.20 |
1.000 |
162.07 |
1.618 |
161.87 |
2.618 |
161.54 |
4.250 |
161.00 |
|
|
Fisher Pivots for day following 24-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.57 |
162.70 |
PP |
162.54 |
162.63 |
S1 |
162.52 |
162.57 |
|