Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163.88 |
163.89 |
0.01 |
0.0% |
163.10 |
High |
163.93 |
164.43 |
0.50 |
0.3% |
163.84 |
Low |
163.43 |
163.87 |
0.44 |
0.3% |
163.03 |
Close |
163.73 |
164.19 |
0.46 |
0.3% |
163.51 |
Range |
0.50 |
0.56 |
0.06 |
12.0% |
0.81 |
ATR |
0.77 |
0.77 |
-0.01 |
-0.7% |
0.00 |
Volume |
689,531 |
617,477 |
-72,054 |
-10.4% |
2,136,212 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.84 |
165.58 |
164.50 |
|
R3 |
165.28 |
165.02 |
164.34 |
|
R2 |
164.72 |
164.72 |
164.29 |
|
R1 |
164.46 |
164.46 |
164.24 |
164.59 |
PP |
164.16 |
164.16 |
164.16 |
164.23 |
S1 |
163.90 |
163.90 |
164.14 |
164.03 |
S2 |
163.60 |
163.60 |
164.09 |
|
S3 |
163.04 |
163.34 |
164.04 |
|
S4 |
162.48 |
162.78 |
163.88 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.89 |
165.51 |
163.96 |
|
R3 |
165.08 |
164.70 |
163.73 |
|
R2 |
164.27 |
164.27 |
163.66 |
|
R1 |
163.89 |
163.89 |
163.58 |
164.08 |
PP |
163.46 |
163.46 |
163.46 |
163.56 |
S1 |
163.08 |
163.08 |
163.44 |
163.27 |
S2 |
162.65 |
162.65 |
163.36 |
|
S3 |
161.84 |
162.27 |
163.29 |
|
S4 |
161.03 |
161.46 |
163.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.43 |
163.03 |
1.40 |
0.9% |
0.59 |
0.4% |
83% |
True |
False |
580,571 |
10 |
164.43 |
162.19 |
2.24 |
1.4% |
0.65 |
0.4% |
89% |
True |
False |
543,189 |
20 |
164.43 |
160.81 |
3.62 |
2.2% |
0.78 |
0.5% |
93% |
True |
False |
605,652 |
40 |
164.43 |
160.81 |
3.62 |
2.2% |
0.78 |
0.5% |
93% |
True |
False |
382,288 |
60 |
164.43 |
156.28 |
8.15 |
5.0% |
0.69 |
0.4% |
97% |
True |
False |
255,912 |
80 |
164.43 |
154.70 |
9.73 |
5.9% |
0.58 |
0.4% |
98% |
True |
False |
191,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.81 |
2.618 |
165.90 |
1.618 |
165.34 |
1.000 |
164.99 |
0.618 |
164.78 |
HIGH |
164.43 |
0.618 |
164.22 |
0.500 |
164.15 |
0.382 |
164.08 |
LOW |
163.87 |
0.618 |
163.52 |
1.000 |
163.31 |
1.618 |
162.96 |
2.618 |
162.40 |
4.250 |
161.49 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
164.18 |
164.07 |
PP |
164.16 |
163.95 |
S1 |
164.15 |
163.84 |
|