Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
163.48 |
164.11 |
0.63 |
0.4% |
162.66 |
High |
164.25 |
164.20 |
-0.05 |
0.0% |
164.25 |
Low |
163.41 |
163.86 |
0.45 |
0.3% |
162.36 |
Close |
164.10 |
163.95 |
-0.15 |
-0.1% |
164.10 |
Range |
0.84 |
0.34 |
-0.50 |
-59.5% |
1.89 |
ATR |
0.61 |
0.59 |
-0.02 |
-3.2% |
0.00 |
Volume |
892,474 |
1,030,057 |
137,583 |
15.4% |
2,496,451 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.02 |
164.83 |
164.14 |
|
R3 |
164.68 |
164.49 |
164.04 |
|
R2 |
164.34 |
164.34 |
164.01 |
|
R1 |
164.15 |
164.15 |
163.98 |
164.08 |
PP |
164.00 |
164.00 |
164.00 |
163.97 |
S1 |
163.81 |
163.81 |
163.92 |
163.74 |
S2 |
163.66 |
163.66 |
163.89 |
|
S3 |
163.32 |
163.47 |
163.86 |
|
S4 |
162.98 |
163.13 |
163.76 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.24 |
168.56 |
165.14 |
|
R3 |
167.35 |
166.67 |
164.62 |
|
R2 |
165.46 |
165.46 |
164.45 |
|
R1 |
164.78 |
164.78 |
164.27 |
165.12 |
PP |
163.57 |
163.57 |
163.57 |
163.74 |
S1 |
162.89 |
162.89 |
163.93 |
163.23 |
S2 |
161.68 |
161.68 |
163.75 |
|
S3 |
159.79 |
161.00 |
163.58 |
|
S4 |
157.90 |
159.11 |
163.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.25 |
162.36 |
1.89 |
1.2% |
0.62 |
0.4% |
84% |
False |
False |
705,301 |
10 |
164.25 |
162.13 |
2.12 |
1.3% |
0.60 |
0.4% |
86% |
False |
False |
368,951 |
20 |
164.25 |
162.12 |
2.13 |
1.3% |
0.56 |
0.3% |
86% |
False |
False |
192,069 |
40 |
164.25 |
160.43 |
3.82 |
2.3% |
0.54 |
0.3% |
92% |
False |
False |
99,585 |
60 |
164.25 |
160.12 |
4.13 |
2.5% |
0.48 |
0.3% |
93% |
False |
False |
66,934 |
80 |
164.25 |
160.12 |
4.13 |
2.5% |
0.38 |
0.2% |
93% |
False |
False |
50,205 |
100 |
164.25 |
156.06 |
8.19 |
5.0% |
0.31 |
0.2% |
96% |
False |
False |
40,164 |
120 |
164.25 |
154.85 |
9.40 |
5.7% |
0.26 |
0.2% |
97% |
False |
False |
33,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.65 |
2.618 |
165.09 |
1.618 |
164.75 |
1.000 |
164.54 |
0.618 |
164.41 |
HIGH |
164.20 |
0.618 |
164.07 |
0.500 |
164.03 |
0.382 |
163.99 |
LOW |
163.86 |
0.618 |
163.65 |
1.000 |
163.52 |
1.618 |
163.31 |
2.618 |
162.97 |
4.250 |
162.42 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
164.03 |
163.82 |
PP |
164.00 |
163.68 |
S1 |
163.98 |
163.55 |
|