Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 21-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
163.52 |
163.22 |
-0.30 |
-0.2% |
164.40 |
High |
163.74 |
163.34 |
-0.40 |
-0.2% |
164.60 |
Low |
163.19 |
162.33 |
-0.86 |
-0.5% |
163.16 |
Close |
163.68 |
162.49 |
-1.19 |
-0.7% |
163.88 |
Range |
0.55 |
1.01 |
0.46 |
83.6% |
1.44 |
ATR |
0.71 |
0.76 |
0.05 |
6.4% |
0.00 |
Volume |
984,561 |
551,579 |
-432,982 |
-44.0% |
3,181,233 |
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.75 |
165.13 |
163.05 |
|
R3 |
164.74 |
164.12 |
162.77 |
|
R2 |
163.73 |
163.73 |
162.68 |
|
R1 |
163.11 |
163.11 |
162.58 |
162.92 |
PP |
162.72 |
162.72 |
162.72 |
162.62 |
S1 |
162.10 |
162.10 |
162.40 |
161.91 |
S2 |
161.71 |
161.71 |
162.30 |
|
S3 |
160.70 |
161.09 |
162.21 |
|
S4 |
159.69 |
160.08 |
161.93 |
|
|
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 |
162.33 |
1.84 |
1.1% |
0.72 |
0.4% |
9% |
False |
True |
667,189 |
10 |
164.60 |
162.33 |
2.27 |
1.4% |
0.72 |
0.4% |
7% |
False |
True |
656,332 |
20 |
164.60 |
162.22 |
2.38 |
1.5% |
0.66 |
0.4% |
11% |
False |
False |
598,633 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.75 |
0.5% |
44% |
False |
False |
568,611 |
60 |
164.60 |
159.05 |
5.55 |
3.4% |
0.73 |
0.5% |
62% |
False |
False |
382,764 |
80 |
164.60 |
155.39 |
9.21 |
5.7% |
0.65 |
0.4% |
77% |
False |
False |
287,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.63 |
2.618 |
165.98 |
1.618 |
164.97 |
1.000 |
164.35 |
0.618 |
163.96 |
HIGH |
163.34 |
0.618 |
162.95 |
0.500 |
162.84 |
0.382 |
162.72 |
LOW |
162.33 |
0.618 |
161.71 |
1.000 |
161.32 |
1.618 |
160.70 |
2.618 |
159.69 |
4.250 |
158.04 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
162.84 |
163.04 |
PP |
162.72 |
162.85 |
S1 |
162.61 |
162.67 |
|