Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
164.01 |
163.25 |
-0.76 |
-0.5% |
163.88 |
| High |
164.02 |
163.96 |
-0.06 |
0.0% |
164.43 |
| Low |
163.24 |
163.16 |
-0.08 |
0.0% |
163.43 |
| Close |
163.44 |
163.74 |
0.30 |
0.2% |
164.20 |
| Range |
0.78 |
0.80 |
0.02 |
2.6% |
1.00 |
| ATR |
0.73 |
0.73 |
0.01 |
0.7% |
0.00 |
| Volume |
649,921 |
659,501 |
9,580 |
1.5% |
3,013,973 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.02 |
165.68 |
164.18 |
|
| R3 |
165.22 |
164.88 |
163.96 |
|
| R2 |
164.42 |
164.42 |
163.89 |
|
| R1 |
164.08 |
164.08 |
163.81 |
164.25 |
| PP |
163.62 |
163.62 |
163.62 |
163.71 |
| S1 |
163.28 |
163.28 |
163.67 |
163.45 |
| S2 |
162.82 |
162.82 |
163.59 |
|
| S3 |
162.02 |
162.48 |
163.52 |
|
| S4 |
161.22 |
161.68 |
163.30 |
|
|
| 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 |
163.16 |
1.44 |
0.9% |
0.68 |
0.4% |
40% |
False |
True |
633,093 |
| 10 |
164.60 |
163.03 |
1.57 |
1.0% |
0.62 |
0.4% |
45% |
False |
False |
613,964 |
| 20 |
164.60 |
161.02 |
3.58 |
2.2% |
0.65 |
0.4% |
76% |
False |
False |
580,825 |
| 40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.73 |
0.4% |
77% |
False |
False |
477,290 |
| 60 |
164.60 |
157.38 |
7.22 |
4.4% |
0.70 |
0.4% |
88% |
False |
False |
319,602 |
| 80 |
164.60 |
154.70 |
9.90 |
6.0% |
0.62 |
0.4% |
91% |
False |
False |
239,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.36 |
|
2.618 |
166.05 |
|
1.618 |
165.25 |
|
1.000 |
164.76 |
|
0.618 |
164.45 |
|
HIGH |
163.96 |
|
0.618 |
163.65 |
|
0.500 |
163.56 |
|
0.382 |
163.47 |
|
LOW |
163.16 |
|
0.618 |
162.67 |
|
1.000 |
162.36 |
|
1.618 |
161.87 |
|
2.618 |
161.07 |
|
4.250 |
159.76 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.68 |
163.88 |
| PP |
163.62 |
163.83 |
| S1 |
163.56 |
163.79 |
|