Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 26-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
162.70 |
162.22 |
-0.48 |
-0.3% |
164.09 |
High |
162.80 |
162.31 |
-0.49 |
-0.3% |
164.17 |
Low |
161.90 |
161.46 |
-0.44 |
-0.3% |
162.33 |
Close |
162.18 |
161.63 |
-0.55 |
-0.3% |
162.49 |
Range |
0.90 |
0.85 |
-0.05 |
-5.6% |
1.84 |
ATR |
0.74 |
0.75 |
0.01 |
1.0% |
0.00 |
Volume |
733,116 |
614,207 |
-118,909 |
-16.2% |
3,469,210 |
|
Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.35 |
163.84 |
162.10 |
|
R3 |
163.50 |
162.99 |
161.86 |
|
R2 |
162.65 |
162.65 |
161.79 |
|
R1 |
162.14 |
162.14 |
161.71 |
161.97 |
PP |
161.80 |
161.80 |
161.80 |
161.72 |
S1 |
161.29 |
161.29 |
161.55 |
161.12 |
S2 |
160.95 |
160.95 |
161.47 |
|
S3 |
160.10 |
160.44 |
161.40 |
|
S4 |
159.25 |
159.59 |
161.16 |
|
|
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 |
161.46 |
2.28 |
1.4% |
0.73 |
0.5% |
7% |
False |
True |
721,205 |
10 |
164.17 |
161.46 |
2.71 |
1.7% |
0.73 |
0.5% |
6% |
False |
True |
653,648 |
20 |
164.60 |
161.46 |
3.14 |
1.9% |
0.67 |
0.4% |
5% |
False |
True |
630,379 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.76 |
0.5% |
22% |
False |
False |
617,393 |
60 |
164.60 |
160.40 |
4.20 |
2.6% |
0.74 |
0.5% |
29% |
False |
False |
417,098 |
80 |
164.60 |
156.26 |
8.34 |
5.2% |
0.66 |
0.4% |
64% |
False |
False |
313,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.92 |
2.618 |
164.54 |
1.618 |
163.69 |
1.000 |
163.16 |
0.618 |
162.84 |
HIGH |
162.31 |
0.618 |
161.99 |
0.500 |
161.89 |
0.382 |
161.78 |
LOW |
161.46 |
0.618 |
160.93 |
1.000 |
160.61 |
1.618 |
160.08 |
2.618 |
159.23 |
4.250 |
157.85 |
|
|
Fisher Pivots for day following 26-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
161.89 |
162.13 |
PP |
161.80 |
161.96 |
S1 |
161.72 |
161.80 |
|