Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163.86 |
163.34 |
-0.52 |
-0.3% |
164.40 |
High |
163.98 |
164.00 |
0.02 |
0.0% |
164.60 |
Low |
163.17 |
163.27 |
0.10 |
0.1% |
163.16 |
Close |
163.49 |
163.88 |
0.39 |
0.2% |
163.88 |
Range |
0.81 |
0.73 |
-0.08 |
-9.9% |
1.44 |
ATR |
0.74 |
0.74 |
0.00 |
-0.1% |
0.00 |
Volume |
471,150 |
589,300 |
118,150 |
25.1% |
3,181,233 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.91 |
165.62 |
164.28 |
|
R3 |
165.18 |
164.89 |
164.08 |
|
R2 |
164.45 |
164.45 |
164.01 |
|
R1 |
164.16 |
164.16 |
163.95 |
164.31 |
PP |
163.72 |
163.72 |
163.72 |
163.79 |
S1 |
163.43 |
163.43 |
163.81 |
163.58 |
S2 |
162.99 |
162.99 |
163.75 |
|
S3 |
162.26 |
162.70 |
163.68 |
|
S4 |
161.53 |
161.97 |
163.48 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.20 |
167.48 |
164.67 |
|
R3 |
166.76 |
166.04 |
164.28 |
|
R2 |
165.32 |
165.32 |
164.14 |
|
R1 |
164.60 |
164.60 |
164.01 |
164.24 |
PP |
163.88 |
163.88 |
163.88 |
163.70 |
S1 |
163.16 |
163.16 |
163.75 |
162.80 |
S2 |
162.44 |
162.44 |
163.62 |
|
S3 |
161.00 |
161.72 |
163.48 |
|
S4 |
159.56 |
160.28 |
163.09 |
|
|
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% |
0.80 |
0.5% |
50% |
False |
False |
636,246 |
10 |
164.60 |
163.16 |
1.44 |
0.9% |
0.66 |
0.4% |
50% |
False |
False |
619,520 |
20 |
164.60 |
161.88 |
2.72 |
1.7% |
0.65 |
0.4% |
74% |
False |
False |
566,502 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.75 |
0.5% |
81% |
False |
False |
503,285 |
60 |
164.60 |
158.40 |
6.20 |
3.8% |
0.71 |
0.4% |
88% |
False |
False |
337,233 |
80 |
164.60 |
155.33 |
9.27 |
5.7% |
0.63 |
0.4% |
92% |
False |
False |
253,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.10 |
2.618 |
165.91 |
1.618 |
165.18 |
1.000 |
164.73 |
0.618 |
164.45 |
HIGH |
164.00 |
0.618 |
163.72 |
0.500 |
163.64 |
0.382 |
163.55 |
LOW |
163.27 |
0.618 |
162.82 |
1.000 |
162.54 |
1.618 |
162.09 |
2.618 |
161.36 |
4.250 |
160.17 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
163.80 |
163.78 |
PP |
163.72 |
163.68 |
S1 |
163.64 |
163.58 |
|