Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 23-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
164.38 |
164.36 |
-0.02 |
0.0% |
164.95 |
High |
164.67 |
164.62 |
-0.05 |
0.0% |
165.68 |
Low |
164.17 |
163.52 |
-0.65 |
-0.4% |
164.60 |
Close |
164.23 |
163.95 |
-0.28 |
-0.2% |
164.87 |
Range |
0.50 |
1.10 |
0.60 |
120.0% |
1.08 |
ATR |
0.59 |
0.63 |
0.04 |
6.1% |
0.00 |
Volume |
737,186 |
880,952 |
143,766 |
19.5% |
3,210,829 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.33 |
166.74 |
164.56 |
|
R3 |
166.23 |
165.64 |
164.25 |
|
R2 |
165.13 |
165.13 |
164.15 |
|
R1 |
164.54 |
164.54 |
164.05 |
164.29 |
PP |
164.03 |
164.03 |
164.03 |
163.90 |
S1 |
163.44 |
163.44 |
163.85 |
163.19 |
S2 |
162.93 |
162.93 |
163.75 |
|
S3 |
161.83 |
162.34 |
163.65 |
|
S4 |
160.73 |
161.24 |
163.35 |
|
|
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 |
165.29 |
163.52 |
1.77 |
1.1% |
0.65 |
0.4% |
24% |
False |
True |
650,754 |
10 |
165.68 |
163.52 |
2.16 |
1.3% |
0.61 |
0.4% |
20% |
False |
True |
641,664 |
20 |
165.68 |
162.36 |
3.32 |
2.0% |
0.59 |
0.4% |
48% |
False |
False |
584,418 |
40 |
165.68 |
160.56 |
5.12 |
3.1% |
0.58 |
0.4% |
66% |
False |
False |
299,962 |
60 |
165.68 |
160.43 |
5.25 |
3.2% |
0.52 |
0.3% |
67% |
False |
False |
201,784 |
80 |
165.68 |
160.12 |
5.56 |
3.4% |
0.48 |
0.3% |
69% |
False |
False |
151,471 |
100 |
165.68 |
159.80 |
5.88 |
3.6% |
0.38 |
0.2% |
71% |
False |
False |
121,177 |
120 |
165.68 |
155.42 |
10.26 |
6.3% |
0.32 |
0.2% |
83% |
False |
False |
100,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.30 |
2.618 |
167.50 |
1.618 |
166.40 |
1.000 |
165.72 |
0.618 |
165.30 |
HIGH |
164.62 |
0.618 |
164.20 |
0.500 |
164.07 |
0.382 |
163.94 |
LOW |
163.52 |
0.618 |
162.84 |
1.000 |
162.42 |
1.618 |
161.74 |
2.618 |
160.64 |
4.250 |
158.85 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
164.07 |
164.10 |
PP |
164.03 |
164.05 |
S1 |
163.99 |
164.00 |
|