Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
164.58 |
164.37 |
-0.21 |
-0.1% |
164.95 |
High |
164.72 |
164.59 |
-0.13 |
-0.1% |
165.68 |
Low |
164.15 |
164.08 |
-0.07 |
0.0% |
164.60 |
Close |
164.25 |
164.44 |
0.19 |
0.1% |
164.87 |
Range |
0.57 |
0.51 |
-0.06 |
-10.5% |
1.08 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.1% |
0.00 |
Volume |
532,514 |
499,269 |
-33,245 |
-6.2% |
3,210,829 |
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.90 |
165.68 |
164.72 |
|
R3 |
165.39 |
165.17 |
164.58 |
|
R2 |
164.88 |
164.88 |
164.53 |
|
R1 |
164.66 |
164.66 |
164.49 |
164.77 |
PP |
164.37 |
164.37 |
164.37 |
164.43 |
S1 |
164.15 |
164.15 |
164.39 |
164.26 |
S2 |
163.86 |
163.86 |
164.35 |
|
S3 |
163.35 |
163.64 |
164.30 |
|
S4 |
162.84 |
163.13 |
164.16 |
|
|
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 |
164.08 |
1.60 |
1.0% |
0.57 |
0.3% |
23% |
False |
True |
570,050 |
10 |
165.68 |
164.08 |
1.60 |
1.0% |
0.54 |
0.3% |
23% |
False |
True |
590,179 |
20 |
165.68 |
162.13 |
3.55 |
2.2% |
0.57 |
0.3% |
65% |
False |
False |
507,697 |
40 |
165.68 |
160.43 |
5.25 |
3.2% |
0.57 |
0.3% |
76% |
False |
False |
259,854 |
60 |
165.68 |
160.43 |
5.25 |
3.2% |
0.51 |
0.3% |
76% |
False |
False |
174,859 |
80 |
165.68 |
160.12 |
5.56 |
3.4% |
0.46 |
0.3% |
78% |
False |
False |
131,244 |
100 |
165.68 |
159.31 |
6.37 |
3.9% |
0.37 |
0.2% |
81% |
False |
False |
104,995 |
120 |
165.68 |
155.15 |
10.53 |
6.4% |
0.31 |
0.2% |
88% |
False |
False |
87,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.76 |
2.618 |
165.93 |
1.618 |
165.42 |
1.000 |
165.10 |
0.618 |
164.91 |
HIGH |
164.59 |
0.618 |
164.40 |
0.500 |
164.34 |
0.382 |
164.27 |
LOW |
164.08 |
0.618 |
163.76 |
1.000 |
163.57 |
1.618 |
163.25 |
2.618 |
162.74 |
4.250 |
161.91 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
164.41 |
164.69 |
PP |
164.37 |
164.60 |
S1 |
164.34 |
164.52 |
|