Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
164.35 |
164.53 |
0.18 |
0.1% |
162.66 |
High |
164.69 |
164.81 |
0.12 |
0.1% |
164.25 |
Low |
164.15 |
164.43 |
0.28 |
0.2% |
162.36 |
Close |
164.36 |
164.55 |
0.19 |
0.1% |
164.10 |
Range |
0.54 |
0.38 |
-0.16 |
-29.6% |
1.89 |
ATR |
0.60 |
0.59 |
-0.01 |
-1.8% |
0.00 |
Volume |
561,869 |
541,420 |
-20,449 |
-3.6% |
2,496,451 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.74 |
165.52 |
164.76 |
|
R3 |
165.36 |
165.14 |
164.65 |
|
R2 |
164.98 |
164.98 |
164.62 |
|
R1 |
164.76 |
164.76 |
164.58 |
164.87 |
PP |
164.60 |
164.60 |
164.60 |
164.65 |
S1 |
164.38 |
164.38 |
164.52 |
164.49 |
S2 |
164.22 |
164.22 |
164.48 |
|
S3 |
163.84 |
164.00 |
164.45 |
|
S4 |
163.46 |
163.62 |
164.34 |
|
|
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 |
164.81 |
163.41 |
1.40 |
0.9% |
0.56 |
0.3% |
81% |
True |
False |
721,430 |
10 |
164.81 |
162.36 |
2.45 |
1.5% |
0.58 |
0.4% |
89% |
True |
False |
527,172 |
20 |
164.81 |
162.12 |
2.69 |
1.6% |
0.58 |
0.4% |
90% |
True |
False |
274,552 |
40 |
164.81 |
160.43 |
4.38 |
2.7% |
0.54 |
0.3% |
94% |
True |
False |
141,074 |
60 |
164.81 |
160.12 |
4.69 |
2.9% |
0.47 |
0.3% |
94% |
True |
False |
95,008 |
80 |
164.81 |
160.12 |
4.69 |
2.9% |
0.40 |
0.2% |
94% |
True |
False |
71,263 |
100 |
164.81 |
156.54 |
8.27 |
5.0% |
0.32 |
0.2% |
97% |
True |
False |
57,010 |
120 |
164.81 |
154.85 |
9.96 |
6.1% |
0.27 |
0.2% |
97% |
True |
False |
47,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.43 |
2.618 |
165.80 |
1.618 |
165.42 |
1.000 |
165.19 |
0.618 |
165.04 |
HIGH |
164.81 |
0.618 |
164.66 |
0.500 |
164.62 |
0.382 |
164.58 |
LOW |
164.43 |
0.618 |
164.20 |
1.000 |
164.05 |
1.618 |
163.82 |
2.618 |
163.44 |
4.250 |
162.82 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
164.62 |
164.48 |
PP |
164.60 |
164.40 |
S1 |
164.57 |
164.33 |
|