Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
163.40 |
163.52 |
0.12 |
0.1% |
164.40 |
| High |
163.60 |
163.74 |
0.14 |
0.1% |
164.60 |
| Low |
163.09 |
163.19 |
0.10 |
0.1% |
163.16 |
| Close |
163.24 |
163.68 |
0.44 |
0.3% |
163.88 |
| Range |
0.51 |
0.55 |
0.04 |
7.8% |
1.44 |
| ATR |
0.73 |
0.71 |
-0.01 |
-1.7% |
0.00 |
| Volume |
551,670 |
984,561 |
432,891 |
78.5% |
3,181,233 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.19 |
164.98 |
163.98 |
|
| R3 |
164.64 |
164.43 |
163.83 |
|
| R2 |
164.09 |
164.09 |
163.78 |
|
| R1 |
163.88 |
163.88 |
163.73 |
163.99 |
| PP |
163.54 |
163.54 |
163.54 |
163.59 |
| S1 |
163.33 |
163.33 |
163.63 |
163.44 |
| S2 |
162.99 |
162.99 |
163.58 |
|
| S3 |
162.44 |
162.78 |
163.53 |
|
| S4 |
161.89 |
162.23 |
163.38 |
|
|
| 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 |
163.09 |
1.08 |
0.7% |
0.68 |
0.4% |
55% |
False |
False |
651,103 |
| 10 |
164.60 |
163.09 |
1.51 |
0.9% |
0.68 |
0.4% |
39% |
False |
False |
642,098 |
| 20 |
164.60 |
162.22 |
2.38 |
1.5% |
0.65 |
0.4% |
61% |
False |
False |
596,051 |
| 40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.74 |
0.5% |
76% |
False |
False |
555,887 |
| 60 |
164.60 |
159.03 |
5.57 |
3.4% |
0.72 |
0.4% |
83% |
False |
False |
373,706 |
| 80 |
164.60 |
155.33 |
9.27 |
5.7% |
0.64 |
0.4% |
90% |
False |
False |
280,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.08 |
|
2.618 |
165.18 |
|
1.618 |
164.63 |
|
1.000 |
164.29 |
|
0.618 |
164.08 |
|
HIGH |
163.74 |
|
0.618 |
163.53 |
|
0.500 |
163.47 |
|
0.382 |
163.40 |
|
LOW |
163.19 |
|
0.618 |
162.85 |
|
1.000 |
162.64 |
|
1.618 |
162.30 |
|
2.618 |
161.75 |
|
4.250 |
160.85 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.61 |
163.66 |
| PP |
163.54 |
163.65 |
| S1 |
163.47 |
163.63 |
|