Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
161.65 |
162.28 |
0.63 |
0.4% |
164.09 |
High |
162.15 |
162.79 |
0.64 |
0.4% |
164.17 |
Low |
161.53 |
162.21 |
0.68 |
0.4% |
162.33 |
Close |
161.85 |
162.36 |
0.51 |
0.3% |
162.49 |
Range |
0.62 |
0.58 |
-0.04 |
-6.5% |
1.84 |
ATR |
0.74 |
0.75 |
0.01 |
1.9% |
0.00 |
Volume |
829,153 |
868,168 |
39,015 |
4.7% |
3,469,210 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.19 |
163.86 |
162.68 |
|
R3 |
163.61 |
163.28 |
162.52 |
|
R2 |
163.03 |
163.03 |
162.47 |
|
R1 |
162.70 |
162.70 |
162.41 |
162.87 |
PP |
162.45 |
162.45 |
162.45 |
162.54 |
S1 |
162.12 |
162.12 |
162.31 |
162.29 |
S2 |
161.87 |
161.87 |
162.25 |
|
S3 |
161.29 |
161.54 |
162.20 |
|
S4 |
160.71 |
160.96 |
162.04 |
|
|
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 |
162.80 |
161.46 |
1.34 |
0.8% |
0.66 |
0.4% |
67% |
False |
False |
753,441 |
10 |
164.17 |
161.46 |
2.71 |
1.7% |
0.69 |
0.4% |
33% |
False |
False |
710,315 |
20 |
164.60 |
161.46 |
3.14 |
1.9% |
0.66 |
0.4% |
29% |
False |
False |
657,982 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.75 |
0.5% |
41% |
False |
False |
642,269 |
60 |
164.60 |
160.75 |
3.85 |
2.4% |
0.74 |
0.5% |
42% |
False |
False |
445,105 |
80 |
164.60 |
156.28 |
8.32 |
5.1% |
0.68 |
0.4% |
73% |
False |
False |
334,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.26 |
2.618 |
164.31 |
1.618 |
163.73 |
1.000 |
163.37 |
0.618 |
163.15 |
HIGH |
162.79 |
0.618 |
162.57 |
0.500 |
162.50 |
0.382 |
162.43 |
LOW |
162.21 |
0.618 |
161.85 |
1.000 |
161.63 |
1.618 |
161.27 |
2.618 |
160.69 |
4.250 |
159.75 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
162.50 |
162.28 |
PP |
162.45 |
162.20 |
S1 |
162.41 |
162.13 |
|