Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 25-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
162.57 |
162.70 |
0.13 |
0.1% |
164.09 |
High |
162.68 |
162.80 |
0.12 |
0.1% |
164.17 |
Low |
162.34 |
161.90 |
-0.44 |
-0.3% |
162.33 |
Close |
162.49 |
162.18 |
-0.31 |
-0.2% |
162.49 |
Range |
0.34 |
0.90 |
0.56 |
164.7% |
1.84 |
ATR |
0.73 |
0.74 |
0.01 |
1.7% |
0.00 |
Volume |
722,562 |
733,116 |
10,554 |
1.5% |
3,469,210 |
|
Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.99 |
164.49 |
162.68 |
|
R3 |
164.09 |
163.59 |
162.43 |
|
R2 |
163.19 |
163.19 |
162.35 |
|
R1 |
162.69 |
162.69 |
162.26 |
162.49 |
PP |
162.29 |
162.29 |
162.29 |
162.20 |
S1 |
161.79 |
161.79 |
162.10 |
161.59 |
S2 |
161.39 |
161.39 |
162.02 |
|
S3 |
160.49 |
160.89 |
161.93 |
|
S4 |
159.59 |
159.99 |
161.69 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.52 |
167.34 |
163.50 |
|
R3 |
166.68 |
165.50 |
163.00 |
|
R2 |
164.84 |
164.84 |
162.83 |
|
R1 |
163.66 |
163.66 |
162.66 |
163.33 |
PP |
163.00 |
163.00 |
163.00 |
162.83 |
S1 |
161.82 |
161.82 |
162.32 |
161.49 |
S2 |
161.16 |
161.16 |
162.15 |
|
S3 |
159.32 |
159.98 |
161.98 |
|
S4 |
157.48 |
158.14 |
161.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.74 |
161.90 |
1.84 |
1.1% |
0.66 |
0.4% |
15% |
False |
True |
708,697 |
10 |
164.17 |
161.90 |
2.27 |
1.4% |
0.72 |
0.4% |
12% |
False |
True |
657,219 |
20 |
164.60 |
161.90 |
2.70 |
1.7% |
0.67 |
0.4% |
10% |
False |
True |
626,687 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.74 |
0.5% |
36% |
False |
False |
604,115 |
60 |
164.60 |
160.02 |
4.58 |
2.8% |
0.74 |
0.5% |
47% |
False |
False |
406,871 |
80 |
164.60 |
155.41 |
9.19 |
5.7% |
0.65 |
0.4% |
74% |
False |
False |
305,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.63 |
2.618 |
165.16 |
1.618 |
164.26 |
1.000 |
163.70 |
0.618 |
163.36 |
HIGH |
162.80 |
0.618 |
162.46 |
0.500 |
162.35 |
0.382 |
162.24 |
LOW |
161.90 |
0.618 |
161.34 |
1.000 |
161.00 |
1.618 |
160.44 |
2.618 |
159.54 |
4.250 |
158.08 |
|
|
Fisher Pivots for day following 25-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
162.35 |
162.62 |
PP |
162.29 |
162.47 |
S1 |
162.24 |
162.33 |
|