Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 03-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
Open |
162.05 |
162.03 |
-0.02 |
0.0% |
162.70 |
High |
162.40 |
163.12 |
0.72 |
0.4% |
162.80 |
Low |
161.84 |
161.90 |
0.06 |
0.0% |
161.46 |
Close |
161.86 |
163.03 |
1.17 |
0.7% |
161.88 |
Range |
0.56 |
1.22 |
0.66 |
117.9% |
1.34 |
ATR |
0.76 |
0.79 |
0.04 |
4.7% |
0.00 |
Volume |
830,401 |
736,786 |
-93,615 |
-11.3% |
3,343,802 |
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.34 |
165.91 |
163.70 |
|
R3 |
165.12 |
164.69 |
163.37 |
|
R2 |
163.90 |
163.90 |
163.25 |
|
R1 |
163.47 |
163.47 |
163.14 |
163.69 |
PP |
162.68 |
162.68 |
162.68 |
162.79 |
S1 |
162.25 |
162.25 |
162.92 |
162.47 |
S2 |
161.46 |
161.46 |
162.81 |
|
S3 |
160.24 |
161.03 |
162.69 |
|
S4 |
159.02 |
159.81 |
162.36 |
|
|
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 |
163.12 |
161.53 |
1.59 |
1.0% |
0.80 |
0.5% |
94% |
True |
False |
712,733 |
10 |
163.74 |
161.46 |
2.28 |
1.4% |
0.77 |
0.5% |
69% |
False |
False |
716,969 |
20 |
164.60 |
161.46 |
3.14 |
1.9% |
0.72 |
0.4% |
50% |
False |
False |
663,419 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.75 |
0.5% |
59% |
False |
False |
634,536 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.76 |
0.5% |
59% |
False |
False |
475,998 |
80 |
164.60 |
156.28 |
8.32 |
5.1% |
0.70 |
0.4% |
81% |
False |
False |
357,789 |
100 |
164.60 |
154.70 |
9.90 |
6.1% |
0.61 |
0.4% |
84% |
False |
False |
286,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.31 |
2.618 |
166.31 |
1.618 |
165.09 |
1.000 |
164.34 |
0.618 |
163.87 |
HIGH |
163.12 |
0.618 |
162.65 |
0.500 |
162.51 |
0.382 |
162.37 |
LOW |
161.90 |
0.618 |
161.15 |
1.000 |
160.68 |
1.618 |
159.93 |
2.618 |
158.71 |
4.250 |
156.72 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.86 |
162.80 |
PP |
162.68 |
162.57 |
S1 |
162.51 |
162.35 |
|