Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 08-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
164.00 |
164.18 |
0.18 |
0.1% |
163.88 |
High |
164.43 |
164.39 |
-0.04 |
0.0% |
164.43 |
Low |
163.82 |
164.05 |
0.23 |
0.1% |
163.43 |
Close |
164.37 |
164.20 |
-0.17 |
-0.1% |
164.20 |
Range |
0.61 |
0.34 |
-0.27 |
-44.3% |
1.00 |
ATR |
0.74 |
0.71 |
-0.03 |
-3.9% |
0.00 |
Volume |
409,244 |
635,439 |
226,195 |
55.3% |
3,013,973 |
|
Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.23 |
165.06 |
164.39 |
|
R3 |
164.89 |
164.72 |
164.29 |
|
R2 |
164.55 |
164.55 |
164.26 |
|
R1 |
164.38 |
164.38 |
164.23 |
164.47 |
PP |
164.21 |
164.21 |
164.21 |
164.26 |
S1 |
164.04 |
164.04 |
164.17 |
164.13 |
S2 |
163.87 |
163.87 |
164.14 |
|
S3 |
163.53 |
163.70 |
164.11 |
|
S4 |
163.19 |
163.36 |
164.01 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.02 |
166.61 |
164.75 |
|
R3 |
166.02 |
165.61 |
164.48 |
|
R2 |
165.02 |
165.02 |
164.38 |
|
R1 |
164.61 |
164.61 |
164.29 |
164.82 |
PP |
164.02 |
164.02 |
164.02 |
164.12 |
S1 |
163.61 |
163.61 |
164.11 |
163.82 |
S2 |
163.02 |
163.02 |
164.02 |
|
S3 |
162.02 |
162.61 |
163.93 |
|
S4 |
161.02 |
161.61 |
163.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.43 |
163.43 |
1.00 |
0.6% |
0.51 |
0.3% |
77% |
False |
False |
602,794 |
10 |
164.43 |
162.82 |
1.61 |
1.0% |
0.57 |
0.3% |
86% |
False |
False |
560,966 |
20 |
164.43 |
160.81 |
3.62 |
2.2% |
0.75 |
0.5% |
94% |
False |
False |
564,111 |
40 |
164.43 |
160.81 |
3.62 |
2.2% |
0.74 |
0.5% |
94% |
False |
False |
424,418 |
60 |
164.43 |
157.07 |
7.36 |
4.5% |
0.68 |
0.4% |
97% |
False |
False |
284,278 |
80 |
164.43 |
154.70 |
9.73 |
5.9% |
0.60 |
0.4% |
98% |
False |
False |
213,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.84 |
2.618 |
165.28 |
1.618 |
164.94 |
1.000 |
164.73 |
0.618 |
164.60 |
HIGH |
164.39 |
0.618 |
164.26 |
0.500 |
164.22 |
0.382 |
164.18 |
LOW |
164.05 |
0.618 |
163.84 |
1.000 |
163.71 |
1.618 |
163.50 |
2.618 |
163.16 |
4.250 |
162.61 |
|
|
Fisher Pivots for day following 08-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
164.22 |
164.16 |
PP |
164.21 |
164.12 |
S1 |
164.21 |
164.08 |
|