Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
164.53 |
164.64 |
0.11 |
0.1% |
164.11 |
High |
164.81 |
164.98 |
0.17 |
0.1% |
164.98 |
Low |
164.43 |
164.55 |
0.12 |
0.1% |
163.84 |
Close |
164.55 |
164.85 |
0.30 |
0.2% |
164.85 |
Range |
0.38 |
0.43 |
0.05 |
13.2% |
1.14 |
ATR |
0.59 |
0.57 |
-0.01 |
-1.9% |
0.00 |
Volume |
541,420 |
555,897 |
14,477 |
2.7% |
3,270,573 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.08 |
165.90 |
165.09 |
|
R3 |
165.65 |
165.47 |
164.97 |
|
R2 |
165.22 |
165.22 |
164.93 |
|
R1 |
165.04 |
165.04 |
164.89 |
165.13 |
PP |
164.79 |
164.79 |
164.79 |
164.84 |
S1 |
164.61 |
164.61 |
164.81 |
164.70 |
S2 |
164.36 |
164.36 |
164.77 |
|
S3 |
163.93 |
164.18 |
164.73 |
|
S4 |
163.50 |
163.75 |
164.61 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.98 |
167.55 |
165.48 |
|
R3 |
166.84 |
166.41 |
165.16 |
|
R2 |
165.70 |
165.70 |
165.06 |
|
R1 |
165.27 |
165.27 |
164.95 |
165.49 |
PP |
164.56 |
164.56 |
164.56 |
164.66 |
S1 |
164.13 |
164.13 |
164.75 |
164.35 |
S2 |
163.42 |
163.42 |
164.64 |
|
S3 |
162.28 |
162.99 |
164.54 |
|
S4 |
161.14 |
161.85 |
164.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.98 |
163.84 |
1.14 |
0.7% |
0.47 |
0.3% |
89% |
True |
False |
654,114 |
10 |
164.98 |
162.36 |
2.62 |
1.6% |
0.56 |
0.3% |
95% |
True |
False |
578,444 |
20 |
164.98 |
162.12 |
2.86 |
1.7% |
0.56 |
0.3% |
95% |
True |
False |
301,682 |
40 |
164.98 |
160.43 |
4.55 |
2.8% |
0.55 |
0.3% |
97% |
True |
False |
154,958 |
60 |
164.98 |
160.43 |
4.55 |
2.8% |
0.47 |
0.3% |
97% |
True |
False |
104,272 |
80 |
164.98 |
160.12 |
4.86 |
2.9% |
0.41 |
0.2% |
97% |
True |
False |
78,212 |
100 |
164.98 |
157.48 |
7.50 |
4.5% |
0.33 |
0.2% |
98% |
True |
False |
62,569 |
120 |
164.98 |
155.15 |
9.83 |
6.0% |
0.27 |
0.2% |
99% |
True |
False |
52,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.81 |
2.618 |
166.11 |
1.618 |
165.68 |
1.000 |
165.41 |
0.618 |
165.25 |
HIGH |
164.98 |
0.618 |
164.82 |
0.500 |
164.77 |
0.382 |
164.71 |
LOW |
164.55 |
0.618 |
164.28 |
1.000 |
164.12 |
1.618 |
163.85 |
2.618 |
163.42 |
4.250 |
162.72 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
164.82 |
164.76 |
PP |
164.79 |
164.66 |
S1 |
164.77 |
164.57 |
|