Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 22-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
164.37 |
164.38 |
0.01 |
0.0% |
164.95 |
High |
164.59 |
164.67 |
0.08 |
0.0% |
165.68 |
Low |
164.08 |
164.17 |
0.09 |
0.1% |
164.60 |
Close |
164.44 |
164.23 |
-0.21 |
-0.1% |
164.87 |
Range |
0.51 |
0.50 |
-0.01 |
-2.0% |
1.08 |
ATR |
0.60 |
0.59 |
-0.01 |
-1.2% |
0.00 |
Volume |
499,269 |
737,186 |
237,917 |
47.7% |
3,210,829 |
|
Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.86 |
165.54 |
164.51 |
|
R3 |
165.36 |
165.04 |
164.37 |
|
R2 |
164.86 |
164.86 |
164.32 |
|
R1 |
164.54 |
164.54 |
164.28 |
164.45 |
PP |
164.36 |
164.36 |
164.36 |
164.31 |
S1 |
164.04 |
164.04 |
164.18 |
163.95 |
S2 |
163.86 |
163.86 |
164.14 |
|
S3 |
163.36 |
163.54 |
164.09 |
|
S4 |
162.86 |
163.04 |
163.96 |
|
|
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% |
0.56 |
0.3% |
9% |
False |
False |
595,364 |
10 |
165.68 |
164.08 |
1.60 |
1.0% |
0.54 |
0.3% |
9% |
False |
False |
607,711 |
20 |
165.68 |
162.13 |
3.55 |
2.2% |
0.58 |
0.4% |
59% |
False |
False |
542,721 |
40 |
165.68 |
160.52 |
5.16 |
3.1% |
0.57 |
0.3% |
72% |
False |
False |
278,122 |
60 |
165.68 |
160.43 |
5.25 |
3.2% |
0.51 |
0.3% |
72% |
False |
False |
187,128 |
80 |
165.68 |
160.12 |
5.56 |
3.4% |
0.46 |
0.3% |
74% |
False |
False |
140,459 |
100 |
165.68 |
159.31 |
6.37 |
3.9% |
0.37 |
0.2% |
77% |
False |
False |
112,367 |
120 |
165.68 |
155.15 |
10.53 |
6.4% |
0.31 |
0.2% |
86% |
False |
False |
93,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.80 |
2.618 |
165.98 |
1.618 |
165.48 |
1.000 |
165.17 |
0.618 |
164.98 |
HIGH |
164.67 |
0.618 |
164.48 |
0.500 |
164.42 |
0.382 |
164.36 |
LOW |
164.17 |
0.618 |
163.86 |
1.000 |
163.67 |
1.618 |
163.36 |
2.618 |
162.86 |
4.250 |
162.05 |
|
|
Fisher Pivots for day following 22-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
164.42 |
164.40 |
PP |
164.36 |
164.34 |
S1 |
164.29 |
164.29 |
|