Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 07-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
164.10 |
164.00 |
-0.10 |
-0.1% |
163.10 |
High |
164.28 |
164.43 |
0.15 |
0.1% |
163.84 |
Low |
163.72 |
163.82 |
0.10 |
0.1% |
163.03 |
Close |
163.90 |
164.37 |
0.47 |
0.3% |
163.51 |
Range |
0.56 |
0.61 |
0.05 |
8.9% |
0.81 |
ATR |
0.75 |
0.74 |
-0.01 |
-1.3% |
0.00 |
Volume |
662,282 |
409,244 |
-253,038 |
-38.2% |
2,136,212 |
|
Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.04 |
165.81 |
164.71 |
|
R3 |
165.43 |
165.20 |
164.54 |
|
R2 |
164.82 |
164.82 |
164.48 |
|
R1 |
164.59 |
164.59 |
164.43 |
164.71 |
PP |
164.21 |
164.21 |
164.21 |
164.26 |
S1 |
163.98 |
163.98 |
164.31 |
164.10 |
S2 |
163.60 |
163.60 |
164.26 |
|
S3 |
162.99 |
163.37 |
164.20 |
|
S4 |
162.38 |
162.76 |
164.03 |
|
|
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 |
163.24 |
1.19 |
0.7% |
0.56 |
0.3% |
95% |
True |
False |
565,823 |
10 |
164.43 |
162.22 |
2.21 |
1.3% |
0.61 |
0.4% |
97% |
True |
False |
540,934 |
20 |
164.43 |
160.81 |
3.62 |
2.2% |
0.78 |
0.5% |
98% |
True |
False |
590,855 |
40 |
164.43 |
160.81 |
3.62 |
2.2% |
0.75 |
0.5% |
98% |
True |
False |
408,824 |
60 |
164.43 |
157.05 |
7.38 |
4.5% |
0.69 |
0.4% |
99% |
True |
False |
273,704 |
80 |
164.43 |
154.70 |
9.73 |
5.9% |
0.60 |
0.4% |
99% |
True |
False |
205,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.02 |
2.618 |
166.03 |
1.618 |
165.42 |
1.000 |
165.04 |
0.618 |
164.81 |
HIGH |
164.43 |
0.618 |
164.20 |
0.500 |
164.13 |
0.382 |
164.05 |
LOW |
163.82 |
0.618 |
163.44 |
1.000 |
163.21 |
1.618 |
162.83 |
2.618 |
162.22 |
4.250 |
161.23 |
|
|
Fisher Pivots for day following 07-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
164.29 |
164.27 |
PP |
164.21 |
164.17 |
S1 |
164.13 |
164.08 |
|