Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 31-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
Open |
163.04 |
162.66 |
-0.38 |
-0.2% |
162.63 |
High |
163.35 |
163.20 |
-0.15 |
-0.1% |
163.35 |
Low |
162.90 |
162.36 |
-0.54 |
-0.3% |
162.13 |
Close |
162.98 |
162.94 |
-0.04 |
0.0% |
162.98 |
Range |
0.45 |
0.84 |
0.39 |
86.7% |
1.22 |
ATR |
0.58 |
0.60 |
0.02 |
3.2% |
0.00 |
Volume |
17,416 |
302,669 |
285,253 |
1,637.9% |
163,004 |
|
Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.35 |
164.99 |
163.40 |
|
R3 |
164.51 |
164.15 |
163.17 |
|
R2 |
163.67 |
163.67 |
163.09 |
|
R1 |
163.31 |
163.31 |
163.02 |
163.49 |
PP |
162.83 |
162.83 |
162.83 |
162.93 |
S1 |
162.47 |
162.47 |
162.86 |
162.65 |
S2 |
161.99 |
161.99 |
162.79 |
|
S3 |
161.15 |
161.63 |
162.71 |
|
S4 |
160.31 |
160.79 |
162.48 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.48 |
165.95 |
163.65 |
|
R3 |
165.26 |
164.73 |
163.32 |
|
R2 |
164.04 |
164.04 |
163.20 |
|
R1 |
163.51 |
163.51 |
163.09 |
163.78 |
PP |
162.82 |
162.82 |
162.82 |
162.95 |
S1 |
162.29 |
162.29 |
162.87 |
162.56 |
S2 |
161.60 |
161.60 |
162.76 |
|
S3 |
160.38 |
161.07 |
162.64 |
|
S4 |
159.16 |
159.85 |
162.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.35 |
162.13 |
1.22 |
0.7% |
0.61 |
0.4% |
66% |
False |
False |
89,395 |
10 |
163.35 |
162.12 |
1.23 |
0.8% |
0.59 |
0.4% |
67% |
False |
False |
54,425 |
20 |
163.52 |
160.97 |
2.55 |
1.6% |
0.58 |
0.4% |
77% |
False |
False |
32,994 |
40 |
163.61 |
160.43 |
3.18 |
2.0% |
0.51 |
0.3% |
79% |
False |
False |
19,389 |
60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.46 |
0.3% |
81% |
False |
False |
13,210 |
80 |
163.61 |
160.05 |
3.56 |
2.2% |
0.35 |
0.2% |
81% |
False |
False |
9,907 |
100 |
163.61 |
155.69 |
7.92 |
4.9% |
0.28 |
0.2% |
92% |
False |
False |
7,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.77 |
2.618 |
165.40 |
1.618 |
164.56 |
1.000 |
164.04 |
0.618 |
163.72 |
HIGH |
163.20 |
0.618 |
162.88 |
0.500 |
162.78 |
0.382 |
162.68 |
LOW |
162.36 |
0.618 |
161.84 |
1.000 |
161.52 |
1.618 |
161.00 |
2.618 |
160.16 |
4.250 |
158.79 |
|
|
Fisher Pivots for day following 31-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.89 |
162.91 |
PP |
162.83 |
162.88 |
S1 |
162.78 |
162.86 |
|