Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 17-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
165.54 |
165.06 |
-0.48 |
-0.3% |
164.95 |
High |
165.68 |
165.29 |
-0.39 |
-0.2% |
165.68 |
Low |
165.07 |
164.70 |
-0.37 |
-0.2% |
164.60 |
Close |
165.45 |
164.87 |
-0.58 |
-0.4% |
164.87 |
Range |
0.61 |
0.59 |
-0.02 |
-3.3% |
1.08 |
ATR |
0.58 |
0.60 |
0.01 |
2.0% |
0.00 |
Volume |
604,001 |
603,850 |
-151 |
0.0% |
3,210,829 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.72 |
166.39 |
165.19 |
|
R3 |
166.13 |
165.80 |
165.03 |
|
R2 |
165.54 |
165.54 |
164.98 |
|
R1 |
165.21 |
165.21 |
164.92 |
165.08 |
PP |
164.95 |
164.95 |
164.95 |
164.89 |
S1 |
164.62 |
164.62 |
164.82 |
164.49 |
S2 |
164.36 |
164.36 |
164.76 |
|
S3 |
163.77 |
164.03 |
164.71 |
|
S4 |
163.18 |
163.44 |
164.55 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.29 |
167.66 |
165.46 |
|
R3 |
167.21 |
166.58 |
165.17 |
|
R2 |
166.13 |
166.13 |
165.07 |
|
R1 |
165.50 |
165.50 |
164.97 |
165.28 |
PP |
165.05 |
165.05 |
165.05 |
164.94 |
S1 |
164.42 |
164.42 |
164.77 |
164.20 |
S2 |
163.97 |
163.97 |
164.67 |
|
S3 |
162.89 |
163.34 |
164.57 |
|
S4 |
161.81 |
162.26 |
164.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.68 |
164.60 |
1.08 |
0.7% |
0.60 |
0.4% |
25% |
False |
False |
642,165 |
10 |
165.68 |
163.84 |
1.84 |
1.1% |
0.54 |
0.3% |
56% |
False |
False |
648,140 |
20 |
165.68 |
162.13 |
3.55 |
2.2% |
0.57 |
0.3% |
77% |
False |
False |
458,271 |
40 |
165.68 |
160.43 |
5.25 |
3.2% |
0.57 |
0.3% |
85% |
False |
False |
234,615 |
60 |
165.68 |
160.43 |
5.25 |
3.2% |
0.50 |
0.3% |
85% |
False |
False |
157,688 |
80 |
165.68 |
160.12 |
5.56 |
3.4% |
0.44 |
0.3% |
85% |
False |
False |
118,347 |
100 |
165.68 |
158.21 |
7.47 |
4.5% |
0.36 |
0.2% |
89% |
False |
False |
94,678 |
120 |
165.68 |
155.15 |
10.53 |
6.4% |
0.30 |
0.2% |
92% |
False |
False |
78,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.80 |
2.618 |
166.83 |
1.618 |
166.24 |
1.000 |
165.88 |
0.618 |
165.65 |
HIGH |
165.29 |
0.618 |
165.06 |
0.500 |
165.00 |
0.382 |
164.93 |
LOW |
164.70 |
0.618 |
164.34 |
1.000 |
164.11 |
1.618 |
163.75 |
2.618 |
163.16 |
4.250 |
162.19 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
165.00 |
165.19 |
PP |
164.95 |
165.08 |
S1 |
164.91 |
164.98 |
|