Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
164.40 |
164.01 |
-0.39 |
-0.2% |
163.88 |
High |
164.60 |
164.02 |
-0.58 |
-0.4% |
164.43 |
Low |
163.74 |
163.24 |
-0.50 |
-0.3% |
163.43 |
Close |
164.04 |
163.44 |
-0.60 |
-0.4% |
164.20 |
Range |
0.86 |
0.78 |
-0.08 |
-9.3% |
1.00 |
ATR |
0.72 |
0.73 |
0.01 |
0.8% |
0.00 |
Volume |
811,361 |
649,921 |
-161,440 |
-19.9% |
3,013,973 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.91 |
165.45 |
163.87 |
|
R3 |
165.13 |
164.67 |
163.65 |
|
R2 |
164.35 |
164.35 |
163.58 |
|
R1 |
163.89 |
163.89 |
163.51 |
163.73 |
PP |
163.57 |
163.57 |
163.57 |
163.49 |
S1 |
163.11 |
163.11 |
163.37 |
162.95 |
S2 |
162.79 |
162.79 |
163.30 |
|
S3 |
162.01 |
162.33 |
163.23 |
|
S4 |
161.23 |
161.55 |
163.01 |
|
|
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 |
164.60 |
163.24 |
1.36 |
0.8% |
0.63 |
0.4% |
15% |
False |
True |
633,649 |
10 |
164.60 |
163.03 |
1.57 |
1.0% |
0.61 |
0.4% |
26% |
False |
False |
607,110 |
20 |
164.60 |
161.02 |
3.58 |
2.2% |
0.66 |
0.4% |
68% |
False |
False |
576,930 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.74 |
0.4% |
69% |
False |
False |
460,825 |
60 |
164.60 |
157.38 |
7.22 |
4.4% |
0.69 |
0.4% |
84% |
False |
False |
308,615 |
80 |
164.60 |
154.70 |
9.90 |
6.1% |
0.62 |
0.4% |
88% |
False |
False |
231,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.34 |
2.618 |
166.06 |
1.618 |
165.28 |
1.000 |
164.80 |
0.618 |
164.50 |
HIGH |
164.02 |
0.618 |
163.72 |
0.500 |
163.63 |
0.382 |
163.54 |
LOW |
163.24 |
0.618 |
162.76 |
1.000 |
162.46 |
1.618 |
161.98 |
2.618 |
161.20 |
4.250 |
159.93 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
163.63 |
163.92 |
PP |
163.57 |
163.76 |
S1 |
163.50 |
163.60 |
|