Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 18-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163.34 |
164.09 |
0.75 |
0.5% |
164.40 |
High |
164.00 |
164.17 |
0.17 |
0.1% |
164.60 |
Low |
163.27 |
163.36 |
0.09 |
0.1% |
163.16 |
Close |
163.88 |
163.48 |
-0.40 |
-0.2% |
163.88 |
Range |
0.73 |
0.81 |
0.08 |
11.0% |
1.44 |
ATR |
0.74 |
0.74 |
0.01 |
0.7% |
0.00 |
Volume |
589,300 |
658,838 |
69,538 |
11.8% |
3,181,233 |
|
Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.10 |
165.60 |
163.93 |
|
R3 |
165.29 |
164.79 |
163.70 |
|
R2 |
164.48 |
164.48 |
163.63 |
|
R1 |
163.98 |
163.98 |
163.55 |
163.83 |
PP |
163.67 |
163.67 |
163.67 |
163.59 |
S1 |
163.17 |
163.17 |
163.41 |
163.02 |
S2 |
162.86 |
162.86 |
163.33 |
|
S3 |
162.05 |
162.36 |
163.26 |
|
S4 |
161.24 |
161.55 |
163.03 |
|
|
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 |
164.17 |
163.16 |
1.01 |
0.6% |
0.79 |
0.5% |
32% |
True |
False |
605,742 |
10 |
164.60 |
163.16 |
1.44 |
0.9% |
0.69 |
0.4% |
22% |
False |
False |
616,451 |
20 |
164.60 |
162.19 |
2.41 |
1.5% |
0.66 |
0.4% |
54% |
False |
False |
576,277 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.74 |
0.5% |
70% |
False |
False |
519,079 |
60 |
164.60 |
158.54 |
6.06 |
3.7% |
0.71 |
0.4% |
82% |
False |
False |
348,204 |
80 |
164.60 |
155.33 |
9.27 |
5.7% |
0.63 |
0.4% |
88% |
False |
False |
261,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.61 |
2.618 |
166.29 |
1.618 |
165.48 |
1.000 |
164.98 |
0.618 |
164.67 |
HIGH |
164.17 |
0.618 |
163.86 |
0.500 |
163.77 |
0.382 |
163.67 |
LOW |
163.36 |
0.618 |
162.86 |
1.000 |
162.55 |
1.618 |
162.05 |
2.618 |
161.24 |
4.250 |
159.92 |
|
|
Fisher Pivots for day following 18-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
163.77 |
163.67 |
PP |
163.67 |
163.61 |
S1 |
163.58 |
163.54 |
|