Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 02-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
Open |
162.45 |
162.05 |
-0.40 |
-0.2% |
162.70 |
High |
162.60 |
162.40 |
-0.20 |
-0.1% |
162.80 |
Low |
161.57 |
161.84 |
0.27 |
0.2% |
161.46 |
Close |
161.88 |
161.86 |
-0.02 |
0.0% |
161.88 |
Range |
1.03 |
0.56 |
-0.47 |
-45.6% |
1.34 |
ATR |
0.77 |
0.76 |
-0.02 |
-2.0% |
0.00 |
Volume |
299,158 |
830,401 |
531,243 |
177.6% |
3,343,802 |
|
Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.71 |
163.35 |
162.17 |
|
R3 |
163.15 |
162.79 |
162.01 |
|
R2 |
162.59 |
162.59 |
161.96 |
|
R1 |
162.23 |
162.23 |
161.91 |
162.13 |
PP |
162.03 |
162.03 |
162.03 |
161.99 |
S1 |
161.67 |
161.67 |
161.81 |
161.57 |
S2 |
161.47 |
161.47 |
161.76 |
|
S3 |
160.91 |
161.11 |
161.71 |
|
S4 |
160.35 |
160.55 |
161.55 |
|
|
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 |
162.79 |
161.46 |
1.33 |
0.8% |
0.73 |
0.4% |
30% |
False |
False |
688,217 |
10 |
163.74 |
161.46 |
2.28 |
1.4% |
0.70 |
0.4% |
18% |
False |
False |
698,457 |
20 |
164.60 |
161.46 |
3.14 |
1.9% |
0.69 |
0.4% |
13% |
False |
False |
657,454 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.74 |
0.5% |
28% |
False |
False |
637,596 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.75 |
0.5% |
28% |
False |
False |
463,850 |
80 |
164.60 |
156.28 |
8.32 |
5.1% |
0.68 |
0.4% |
67% |
False |
False |
348,579 |
100 |
164.60 |
154.70 |
9.90 |
6.1% |
0.60 |
0.4% |
72% |
False |
False |
278,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.78 |
2.618 |
163.87 |
1.618 |
163.31 |
1.000 |
162.96 |
0.618 |
162.75 |
HIGH |
162.40 |
0.618 |
162.19 |
0.500 |
162.12 |
0.382 |
162.05 |
LOW |
161.84 |
0.618 |
161.49 |
1.000 |
161.28 |
1.618 |
160.93 |
2.618 |
160.37 |
4.250 |
159.46 |
|
|
Fisher Pivots for day following 02-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.12 |
162.18 |
PP |
162.03 |
162.07 |
S1 |
161.95 |
161.97 |
|