Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
162.28 |
162.45 |
0.17 |
0.1% |
162.70 |
High |
162.79 |
162.60 |
-0.19 |
-0.1% |
162.80 |
Low |
162.21 |
161.57 |
-0.64 |
-0.4% |
161.46 |
Close |
162.36 |
161.88 |
-0.48 |
-0.3% |
161.88 |
Range |
0.58 |
1.03 |
0.45 |
77.6% |
1.34 |
ATR |
0.75 |
0.77 |
0.02 |
2.6% |
0.00 |
Volume |
868,168 |
299,158 |
-569,010 |
-65.5% |
3,343,802 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.11 |
164.52 |
162.45 |
|
R3 |
164.08 |
163.49 |
162.16 |
|
R2 |
163.05 |
163.05 |
162.07 |
|
R1 |
162.46 |
162.46 |
161.97 |
162.24 |
PP |
162.02 |
162.02 |
162.02 |
161.91 |
S1 |
161.43 |
161.43 |
161.79 |
161.21 |
S2 |
160.99 |
160.99 |
161.69 |
|
S3 |
159.96 |
160.40 |
161.60 |
|
S4 |
158.93 |
159.37 |
161.31 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.07 |
165.31 |
162.62 |
|
R3 |
164.73 |
163.97 |
162.25 |
|
R2 |
163.39 |
163.39 |
162.13 |
|
R1 |
162.63 |
162.63 |
162.00 |
162.34 |
PP |
162.05 |
162.05 |
162.05 |
161.90 |
S1 |
161.29 |
161.29 |
161.76 |
161.00 |
S2 |
160.71 |
160.71 |
161.63 |
|
S3 |
159.37 |
159.95 |
161.51 |
|
S4 |
158.03 |
158.61 |
161.14 |
|
|
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% |
0.80 |
0.5% |
31% |
False |
False |
668,760 |
10 |
164.17 |
161.46 |
2.71 |
1.7% |
0.72 |
0.4% |
15% |
False |
False |
681,301 |
20 |
164.60 |
161.46 |
3.14 |
1.9% |
0.69 |
0.4% |
13% |
False |
False |
650,410 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.76 |
0.5% |
28% |
False |
False |
634,069 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.74 |
0.5% |
28% |
False |
False |
450,049 |
80 |
164.60 |
156.28 |
8.32 |
5.1% |
0.69 |
0.4% |
67% |
False |
False |
338,199 |
100 |
164.60 |
154.70 |
9.90 |
6.1% |
0.60 |
0.4% |
73% |
False |
False |
270,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.98 |
2.618 |
165.30 |
1.618 |
164.27 |
1.000 |
163.63 |
0.618 |
163.24 |
HIGH |
162.60 |
0.618 |
162.21 |
0.500 |
162.09 |
0.382 |
161.96 |
LOW |
161.57 |
0.618 |
160.93 |
1.000 |
160.54 |
1.618 |
159.90 |
2.618 |
158.87 |
4.250 |
157.19 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
162.09 |
162.16 |
PP |
162.02 |
162.07 |
S1 |
161.95 |
161.97 |
|