Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 04-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
Open |
162.03 |
162.90 |
0.87 |
0.5% |
162.70 |
High |
163.12 |
163.09 |
-0.03 |
0.0% |
162.80 |
Low |
161.90 |
162.67 |
0.77 |
0.5% |
161.46 |
Close |
163.03 |
162.98 |
-0.05 |
0.0% |
161.88 |
Range |
1.22 |
0.42 |
-0.80 |
-65.6% |
1.34 |
ATR |
0.79 |
0.77 |
-0.03 |
-3.4% |
0.00 |
Volume |
736,786 |
546,274 |
-190,512 |
-25.9% |
3,343,802 |
|
Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.17 |
164.00 |
163.21 |
|
R3 |
163.75 |
163.58 |
163.10 |
|
R2 |
163.33 |
163.33 |
163.06 |
|
R1 |
163.16 |
163.16 |
163.02 |
163.25 |
PP |
162.91 |
162.91 |
162.91 |
162.96 |
S1 |
162.74 |
162.74 |
162.94 |
162.83 |
S2 |
162.49 |
162.49 |
162.90 |
|
S3 |
162.07 |
162.32 |
162.86 |
|
S4 |
161.65 |
161.90 |
162.75 |
|
|
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 |
161.57 |
1.55 |
1.0% |
0.76 |
0.5% |
91% |
False |
False |
656,157 |
10 |
163.34 |
161.46 |
1.88 |
1.2% |
0.75 |
0.5% |
81% |
False |
False |
673,140 |
20 |
164.60 |
161.46 |
3.14 |
1.9% |
0.72 |
0.4% |
48% |
False |
False |
657,619 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.75 |
0.5% |
57% |
False |
False |
629,978 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.75 |
0.5% |
57% |
False |
False |
484,948 |
80 |
164.60 |
156.28 |
8.32 |
5.1% |
0.70 |
0.4% |
81% |
False |
False |
364,606 |
100 |
164.60 |
154.70 |
9.90 |
6.1% |
0.62 |
0.4% |
84% |
False |
False |
291,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.88 |
2.618 |
164.19 |
1.618 |
163.77 |
1.000 |
163.51 |
0.618 |
163.35 |
HIGH |
163.09 |
0.618 |
162.93 |
0.500 |
162.88 |
0.382 |
162.83 |
LOW |
162.67 |
0.618 |
162.41 |
1.000 |
162.25 |
1.618 |
161.99 |
2.618 |
161.57 |
4.250 |
160.89 |
|
|
Fisher Pivots for day following 04-May-2016 |
Pivot |
1 day |
3 day |
R1 |
162.95 |
162.81 |
PP |
162.91 |
162.65 |
S1 |
162.88 |
162.48 |
|