Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
165.02 |
165.54 |
0.52 |
0.3% |
164.11 |
High |
165.44 |
165.68 |
0.24 |
0.1% |
164.98 |
Low |
164.87 |
165.07 |
0.20 |
0.1% |
163.84 |
Close |
165.24 |
165.45 |
0.21 |
0.1% |
164.85 |
Range |
0.57 |
0.61 |
0.04 |
7.0% |
1.14 |
ATR |
0.58 |
0.58 |
0.00 |
0.3% |
0.00 |
Volume |
610,617 |
604,001 |
-6,616 |
-1.1% |
3,270,573 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.23 |
166.95 |
165.79 |
|
R3 |
166.62 |
166.34 |
165.62 |
|
R2 |
166.01 |
166.01 |
165.56 |
|
R1 |
165.73 |
165.73 |
165.51 |
165.57 |
PP |
165.40 |
165.40 |
165.40 |
165.32 |
S1 |
165.12 |
165.12 |
165.39 |
164.96 |
S2 |
164.79 |
164.79 |
165.34 |
|
S3 |
164.18 |
164.51 |
165.28 |
|
S4 |
163.57 |
163.90 |
165.11 |
|
|
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 |
165.68 |
164.55 |
1.13 |
0.7% |
0.57 |
0.3% |
80% |
True |
False |
632,575 |
10 |
165.68 |
163.41 |
2.27 |
1.4% |
0.56 |
0.3% |
90% |
True |
False |
677,002 |
20 |
165.68 |
162.12 |
3.56 |
2.2% |
0.57 |
0.3% |
94% |
True |
False |
428,925 |
40 |
165.68 |
160.43 |
5.25 |
3.2% |
0.57 |
0.3% |
96% |
True |
False |
219,666 |
60 |
165.68 |
160.43 |
5.25 |
3.2% |
0.50 |
0.3% |
96% |
True |
False |
147,720 |
80 |
165.68 |
160.12 |
5.56 |
3.4% |
0.44 |
0.3% |
96% |
True |
False |
110,799 |
100 |
165.68 |
158.17 |
7.51 |
4.5% |
0.35 |
0.2% |
97% |
True |
False |
88,639 |
120 |
165.68 |
155.15 |
10.53 |
6.4% |
0.29 |
0.2% |
98% |
True |
False |
73,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.27 |
2.618 |
167.28 |
1.618 |
166.67 |
1.000 |
166.29 |
0.618 |
166.06 |
HIGH |
165.68 |
0.618 |
165.45 |
0.500 |
165.38 |
0.382 |
165.30 |
LOW |
165.07 |
0.618 |
164.69 |
1.000 |
164.46 |
1.618 |
164.08 |
2.618 |
163.47 |
4.250 |
162.48 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
165.43 |
165.37 |
PP |
165.40 |
165.28 |
S1 |
165.38 |
165.20 |
|