Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163.25 |
163.86 |
0.61 |
0.4% |
163.88 |
High |
163.96 |
163.98 |
0.02 |
0.0% |
164.43 |
Low |
163.16 |
163.17 |
0.01 |
0.0% |
163.43 |
Close |
163.74 |
163.49 |
-0.25 |
-0.2% |
164.20 |
Range |
0.80 |
0.81 |
0.01 |
1.3% |
1.00 |
ATR |
0.73 |
0.74 |
0.01 |
0.7% |
0.00 |
Volume |
659,501 |
471,150 |
-188,351 |
-28.6% |
3,013,973 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.98 |
165.54 |
163.94 |
|
R3 |
165.17 |
164.73 |
163.71 |
|
R2 |
164.36 |
164.36 |
163.64 |
|
R1 |
163.92 |
163.92 |
163.56 |
163.74 |
PP |
163.55 |
163.55 |
163.55 |
163.45 |
S1 |
163.11 |
163.11 |
163.42 |
162.93 |
S2 |
162.74 |
162.74 |
163.34 |
|
S3 |
161.93 |
162.30 |
163.27 |
|
S4 |
161.12 |
161.49 |
163.04 |
|
|
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% |
0.72 |
0.4% |
23% |
False |
False |
645,474 |
10 |
164.60 |
163.16 |
1.44 |
0.9% |
0.64 |
0.4% |
23% |
False |
False |
605,648 |
20 |
164.60 |
161.09 |
3.51 |
2.1% |
0.65 |
0.4% |
68% |
False |
False |
570,735 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.74 |
0.5% |
71% |
False |
False |
488,991 |
60 |
164.60 |
158.26 |
6.34 |
3.9% |
0.71 |
0.4% |
82% |
False |
False |
327,416 |
80 |
164.60 |
155.20 |
9.40 |
5.7% |
0.63 |
0.4% |
88% |
False |
False |
245,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.42 |
2.618 |
166.10 |
1.618 |
165.29 |
1.000 |
164.79 |
0.618 |
164.48 |
HIGH |
163.98 |
0.618 |
163.67 |
0.500 |
163.58 |
0.382 |
163.48 |
LOW |
163.17 |
0.618 |
162.67 |
1.000 |
162.36 |
1.618 |
161.86 |
2.618 |
161.05 |
4.250 |
159.73 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
163.58 |
163.59 |
PP |
163.55 |
163.56 |
S1 |
163.52 |
163.52 |
|