Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 11-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
164.18 |
164.40 |
0.22 |
0.1% |
163.88 |
High |
164.39 |
164.60 |
0.21 |
0.1% |
164.43 |
Low |
164.05 |
163.74 |
-0.31 |
-0.2% |
163.43 |
Close |
164.20 |
164.04 |
-0.16 |
-0.1% |
164.20 |
Range |
0.34 |
0.86 |
0.52 |
152.9% |
1.00 |
ATR |
0.71 |
0.72 |
0.01 |
1.5% |
0.00 |
Volume |
635,439 |
811,361 |
175,922 |
27.7% |
3,013,973 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.71 |
166.23 |
164.51 |
|
R3 |
165.85 |
165.37 |
164.28 |
|
R2 |
164.99 |
164.99 |
164.20 |
|
R1 |
164.51 |
164.51 |
164.12 |
164.32 |
PP |
164.13 |
164.13 |
164.13 |
164.03 |
S1 |
163.65 |
163.65 |
163.96 |
163.46 |
S2 |
163.27 |
163.27 |
163.88 |
|
S3 |
162.41 |
162.79 |
163.80 |
|
S4 |
161.55 |
161.93 |
163.57 |
|
|
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 |
164.60 |
163.72 |
0.88 |
0.5% |
0.59 |
0.4% |
36% |
True |
False |
627,160 |
10 |
164.60 |
163.03 |
1.57 |
1.0% |
0.61 |
0.4% |
64% |
True |
False |
596,154 |
20 |
164.60 |
161.02 |
3.58 |
2.2% |
0.66 |
0.4% |
84% |
True |
False |
571,309 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.74 |
0.5% |
85% |
True |
False |
444,615 |
60 |
164.60 |
157.33 |
7.27 |
4.4% |
0.69 |
0.4% |
92% |
True |
False |
297,789 |
80 |
164.60 |
154.70 |
9.90 |
6.0% |
0.61 |
0.4% |
94% |
True |
False |
223,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.26 |
2.618 |
166.85 |
1.618 |
165.99 |
1.000 |
165.46 |
0.618 |
165.13 |
HIGH |
164.60 |
0.618 |
164.27 |
0.500 |
164.17 |
0.382 |
164.07 |
LOW |
163.74 |
0.618 |
163.21 |
1.000 |
162.88 |
1.618 |
162.35 |
2.618 |
161.49 |
4.250 |
160.09 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
164.17 |
164.17 |
PP |
164.13 |
164.13 |
S1 |
164.08 |
164.08 |
|