Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
163.95 |
164.35 |
0.40 |
0.2% |
162.66 |
High |
164.52 |
164.69 |
0.17 |
0.1% |
164.25 |
Low |
163.84 |
164.15 |
0.31 |
0.2% |
162.36 |
Close |
164.44 |
164.36 |
-0.08 |
0.0% |
164.10 |
Range |
0.68 |
0.54 |
-0.14 |
-20.6% |
1.89 |
ATR |
0.60 |
0.60 |
0.00 |
-0.7% |
0.00 |
Volume |
581,330 |
561,869 |
-19,461 |
-3.3% |
2,496,451 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.02 |
165.73 |
164.66 |
|
R3 |
165.48 |
165.19 |
164.51 |
|
R2 |
164.94 |
164.94 |
164.46 |
|
R1 |
164.65 |
164.65 |
164.41 |
164.80 |
PP |
164.40 |
164.40 |
164.40 |
164.47 |
S1 |
164.11 |
164.11 |
164.31 |
164.26 |
S2 |
163.86 |
163.86 |
164.26 |
|
S3 |
163.32 |
163.57 |
164.21 |
|
S4 |
162.78 |
163.03 |
164.06 |
|
|
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 |
164.69 |
162.85 |
1.84 |
1.1% |
0.63 |
0.4% |
82% |
True |
False |
763,745 |
10 |
164.69 |
162.13 |
2.56 |
1.6% |
0.62 |
0.4% |
87% |
True |
False |
477,731 |
20 |
164.69 |
162.12 |
2.57 |
1.6% |
0.58 |
0.4% |
87% |
True |
False |
248,491 |
40 |
164.69 |
160.43 |
4.26 |
2.6% |
0.54 |
0.3% |
92% |
True |
False |
127,722 |
60 |
164.69 |
160.12 |
4.57 |
2.8% |
0.47 |
0.3% |
93% |
True |
False |
85,984 |
80 |
164.69 |
160.12 |
4.57 |
2.8% |
0.40 |
0.2% |
93% |
True |
False |
64,495 |
100 |
164.69 |
156.54 |
8.15 |
5.0% |
0.32 |
0.2% |
96% |
True |
False |
51,596 |
120 |
164.69 |
154.85 |
9.84 |
6.0% |
0.27 |
0.2% |
97% |
True |
False |
42,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.99 |
2.618 |
166.10 |
1.618 |
165.56 |
1.000 |
165.23 |
0.618 |
165.02 |
HIGH |
164.69 |
0.618 |
164.48 |
0.500 |
164.42 |
0.382 |
164.36 |
LOW |
164.15 |
0.618 |
163.82 |
1.000 |
163.61 |
1.618 |
163.28 |
2.618 |
162.74 |
4.250 |
161.86 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
164.42 |
164.33 |
PP |
164.40 |
164.30 |
S1 |
164.38 |
164.27 |
|