Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 27-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
162.22 |
161.65 |
-0.57 |
-0.4% |
164.09 |
High |
162.31 |
162.15 |
-0.16 |
-0.1% |
164.17 |
Low |
161.46 |
161.53 |
0.07 |
0.0% |
162.33 |
Close |
161.63 |
161.85 |
0.22 |
0.1% |
162.49 |
Range |
0.85 |
0.62 |
-0.23 |
-27.1% |
1.84 |
ATR |
0.75 |
0.74 |
-0.01 |
-1.2% |
0.00 |
Volume |
614,207 |
829,153 |
214,946 |
35.0% |
3,469,210 |
|
Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.70 |
163.40 |
162.19 |
|
R3 |
163.08 |
162.78 |
162.02 |
|
R2 |
162.46 |
162.46 |
161.96 |
|
R1 |
162.16 |
162.16 |
161.91 |
162.31 |
PP |
161.84 |
161.84 |
161.84 |
161.92 |
S1 |
161.54 |
161.54 |
161.79 |
161.69 |
S2 |
161.22 |
161.22 |
161.74 |
|
S3 |
160.60 |
160.92 |
161.68 |
|
S4 |
159.98 |
160.30 |
161.51 |
|
|
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 |
163.34 |
161.46 |
1.88 |
1.2% |
0.74 |
0.5% |
21% |
False |
False |
690,123 |
10 |
164.17 |
161.46 |
2.71 |
1.7% |
0.71 |
0.4% |
14% |
False |
False |
670,613 |
20 |
164.60 |
161.46 |
3.14 |
1.9% |
0.67 |
0.4% |
12% |
False |
False |
642,289 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.76 |
0.5% |
27% |
False |
False |
632,698 |
60 |
164.60 |
160.63 |
3.97 |
2.5% |
0.74 |
0.5% |
31% |
False |
False |
430,858 |
80 |
164.60 |
156.28 |
8.32 |
5.1% |
0.67 |
0.4% |
67% |
False |
False |
323,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.79 |
2.618 |
163.77 |
1.618 |
163.15 |
1.000 |
162.77 |
0.618 |
162.53 |
HIGH |
162.15 |
0.618 |
161.91 |
0.500 |
161.84 |
0.382 |
161.77 |
LOW |
161.53 |
0.618 |
161.15 |
1.000 |
160.91 |
1.618 |
160.53 |
2.618 |
159.91 |
4.250 |
158.90 |
|
|
Fisher Pivots for day following 27-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
161.85 |
162.13 |
PP |
161.84 |
162.04 |
S1 |
161.84 |
161.94 |
|