Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
162.66 |
162.50 |
-0.16 |
-0.1% |
163.20 |
High |
162.73 |
162.93 |
0.20 |
0.1% |
163.25 |
Low |
162.40 |
162.13 |
-0.27 |
-0.2% |
162.12 |
Close |
162.50 |
162.89 |
0.39 |
0.2% |
162.54 |
Range |
0.33 |
0.80 |
0.47 |
142.4% |
1.13 |
ATR |
0.57 |
0.59 |
0.02 |
2.9% |
0.00 |
Volume |
36,696 |
47,010 |
10,314 |
28.1% |
92,667 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.05 |
164.77 |
163.33 |
|
R3 |
164.25 |
163.97 |
163.11 |
|
R2 |
163.45 |
163.45 |
163.04 |
|
R1 |
163.17 |
163.17 |
162.96 |
163.31 |
PP |
162.65 |
162.65 |
162.65 |
162.72 |
S1 |
162.37 |
162.37 |
162.82 |
162.51 |
S2 |
161.85 |
161.85 |
162.74 |
|
S3 |
161.05 |
161.57 |
162.67 |
|
S4 |
160.25 |
160.77 |
162.45 |
|
|
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% |
0.54 |
0.3% |
84% |
False |
False |
28,782 |
10 |
163.52 |
162.12 |
1.40 |
0.9% |
0.58 |
0.4% |
55% |
False |
False |
21,931 |
20 |
163.52 |
160.56 |
2.96 |
1.8% |
0.58 |
0.4% |
79% |
False |
False |
15,506 |
40 |
163.61 |
160.43 |
3.18 |
2.0% |
0.48 |
0.3% |
77% |
False |
False |
10,468 |
60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.44 |
0.3% |
79% |
False |
False |
7,155 |
80 |
163.61 |
159.80 |
3.81 |
2.3% |
0.33 |
0.2% |
81% |
False |
False |
5,366 |
100 |
163.61 |
155.42 |
8.19 |
5.0% |
0.26 |
0.2% |
91% |
False |
False |
4,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.33 |
2.618 |
165.02 |
1.618 |
164.22 |
1.000 |
163.73 |
0.618 |
163.42 |
HIGH |
162.93 |
0.618 |
162.62 |
0.500 |
162.53 |
0.382 |
162.44 |
LOW |
162.13 |
0.618 |
161.64 |
1.000 |
161.33 |
1.618 |
160.84 |
2.618 |
160.04 |
4.250 |
158.73 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.77 |
162.79 |
PP |
162.65 |
162.69 |
S1 |
162.53 |
162.59 |
|