Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163.89 |
164.10 |
0.21 |
0.1% |
163.10 |
High |
164.43 |
164.28 |
-0.15 |
-0.1% |
163.84 |
Low |
163.87 |
163.72 |
-0.15 |
-0.1% |
163.03 |
Close |
164.19 |
163.90 |
-0.29 |
-0.2% |
163.51 |
Range |
0.56 |
0.56 |
0.00 |
0.0% |
0.81 |
ATR |
0.77 |
0.75 |
-0.01 |
-1.9% |
0.00 |
Volume |
617,477 |
662,282 |
44,805 |
7.3% |
2,136,212 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.65 |
165.33 |
164.21 |
|
R3 |
165.09 |
164.77 |
164.05 |
|
R2 |
164.53 |
164.53 |
164.00 |
|
R1 |
164.21 |
164.21 |
163.95 |
164.09 |
PP |
163.97 |
163.97 |
163.97 |
163.91 |
S1 |
163.65 |
163.65 |
163.85 |
163.53 |
S2 |
163.41 |
163.41 |
163.80 |
|
S3 |
162.85 |
163.09 |
163.75 |
|
S4 |
162.29 |
162.53 |
163.59 |
|
|
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% |
0.56 |
0.3% |
62% |
False |
False |
594,836 |
10 |
164.43 |
162.22 |
2.21 |
1.3% |
0.62 |
0.4% |
76% |
False |
False |
550,004 |
20 |
164.43 |
160.81 |
3.62 |
2.2% |
0.78 |
0.5% |
85% |
False |
False |
602,337 |
40 |
164.43 |
160.81 |
3.62 |
2.2% |
0.76 |
0.5% |
85% |
False |
False |
398,613 |
60 |
164.43 |
156.28 |
8.15 |
5.0% |
0.69 |
0.4% |
93% |
False |
False |
266,935 |
80 |
164.43 |
154.70 |
9.73 |
5.9% |
0.59 |
0.4% |
95% |
False |
False |
200,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.66 |
2.618 |
165.75 |
1.618 |
165.19 |
1.000 |
164.84 |
0.618 |
164.63 |
HIGH |
164.28 |
0.618 |
164.07 |
0.500 |
164.00 |
0.382 |
163.93 |
LOW |
163.72 |
0.618 |
163.37 |
1.000 |
163.16 |
1.618 |
162.81 |
2.618 |
162.25 |
4.250 |
161.34 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
164.00 |
163.93 |
PP |
163.97 |
163.92 |
S1 |
163.93 |
163.91 |
|