Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 14-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
164.95 |
164.87 |
-0.08 |
0.0% |
164.11 |
High |
164.95 |
165.61 |
0.66 |
0.4% |
164.98 |
Low |
164.60 |
164.72 |
0.12 |
0.1% |
163.84 |
Close |
164.70 |
165.21 |
0.51 |
0.3% |
164.85 |
Range |
0.35 |
0.89 |
0.54 |
154.3% |
1.14 |
ATR |
0.56 |
0.58 |
0.03 |
4.5% |
0.00 |
Volume |
787,621 |
604,740 |
-182,881 |
-23.2% |
3,270,573 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.85 |
167.42 |
165.70 |
|
R3 |
166.96 |
166.53 |
165.45 |
|
R2 |
166.07 |
166.07 |
165.37 |
|
R1 |
165.64 |
165.64 |
165.29 |
165.86 |
PP |
165.18 |
165.18 |
165.18 |
165.29 |
S1 |
164.75 |
164.75 |
165.13 |
164.97 |
S2 |
164.29 |
164.29 |
165.05 |
|
S3 |
163.40 |
163.86 |
164.97 |
|
S4 |
162.51 |
162.97 |
164.72 |
|
|
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 |
165.61 |
164.15 |
1.46 |
0.9% |
0.52 |
0.3% |
73% |
True |
False |
610,309 |
10 |
165.61 |
162.85 |
2.76 |
1.7% |
0.55 |
0.3% |
86% |
True |
False |
685,671 |
20 |
165.61 |
162.12 |
3.49 |
2.1% |
0.57 |
0.3% |
89% |
True |
False |
370,048 |
40 |
165.61 |
160.43 |
5.18 |
3.1% |
0.56 |
0.3% |
92% |
True |
False |
189,552 |
60 |
165.61 |
160.43 |
5.18 |
3.1% |
0.49 |
0.3% |
92% |
True |
False |
127,478 |
80 |
165.61 |
160.12 |
5.49 |
3.3% |
0.42 |
0.3% |
93% |
True |
False |
95,616 |
100 |
165.61 |
157.56 |
8.05 |
4.9% |
0.34 |
0.2% |
95% |
True |
False |
76,493 |
120 |
165.61 |
155.15 |
10.46 |
6.3% |
0.28 |
0.2% |
96% |
True |
False |
63,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.39 |
2.618 |
167.94 |
1.618 |
167.05 |
1.000 |
166.50 |
0.618 |
166.16 |
HIGH |
165.61 |
0.618 |
165.27 |
0.500 |
165.17 |
0.382 |
165.06 |
LOW |
164.72 |
0.618 |
164.17 |
1.000 |
163.83 |
1.618 |
163.28 |
2.618 |
162.39 |
4.250 |
160.94 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
165.20 |
165.17 |
PP |
165.18 |
165.12 |
S1 |
165.17 |
165.08 |
|