Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 26-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
Open |
162.50 |
162.86 |
0.36 |
0.2% |
163.20 |
High |
162.93 |
163.18 |
0.25 |
0.2% |
163.25 |
Low |
162.13 |
162.57 |
0.44 |
0.3% |
162.12 |
Close |
162.89 |
163.02 |
0.13 |
0.1% |
162.54 |
Range |
0.80 |
0.61 |
-0.19 |
-23.8% |
1.13 |
ATR |
0.59 |
0.59 |
0.00 |
0.3% |
0.00 |
Volume |
47,010 |
43,186 |
-3,824 |
-8.1% |
92,667 |
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.75 |
164.50 |
163.36 |
|
R3 |
164.14 |
163.89 |
163.19 |
|
R2 |
163.53 |
163.53 |
163.13 |
|
R1 |
163.28 |
163.28 |
163.08 |
163.41 |
PP |
162.92 |
162.92 |
162.92 |
162.99 |
S1 |
162.67 |
162.67 |
162.96 |
162.80 |
S2 |
162.31 |
162.31 |
162.91 |
|
S3 |
161.70 |
162.06 |
162.85 |
|
S4 |
161.09 |
161.45 |
162.68 |
|
|
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 |
163.18 |
162.13 |
1.05 |
0.6% |
0.55 |
0.3% |
85% |
True |
False |
34,030 |
10 |
163.31 |
162.12 |
1.19 |
0.7% |
0.56 |
0.3% |
76% |
False |
False |
24,920 |
20 |
163.52 |
160.56 |
2.96 |
1.8% |
0.58 |
0.4% |
83% |
False |
False |
17,429 |
40 |
163.61 |
160.43 |
3.18 |
2.0% |
0.49 |
0.3% |
81% |
False |
False |
11,499 |
60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.44 |
0.3% |
83% |
False |
False |
7,875 |
80 |
163.61 |
159.95 |
3.66 |
2.2% |
0.34 |
0.2% |
84% |
False |
False |
5,906 |
100 |
163.61 |
155.53 |
8.08 |
5.0% |
0.27 |
0.2% |
93% |
False |
False |
4,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.77 |
2.618 |
164.78 |
1.618 |
164.17 |
1.000 |
163.79 |
0.618 |
163.56 |
HIGH |
163.18 |
0.618 |
162.95 |
0.500 |
162.88 |
0.382 |
162.80 |
LOW |
162.57 |
0.618 |
162.19 |
1.000 |
161.96 |
1.618 |
161.58 |
2.618 |
160.97 |
4.250 |
159.98 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.97 |
162.90 |
PP |
162.92 |
162.78 |
S1 |
162.88 |
162.66 |
|