Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
162.90 |
162.99 |
0.09 |
0.1% |
162.70 |
High |
163.09 |
163.86 |
0.77 |
0.5% |
162.80 |
Low |
162.67 |
162.73 |
0.06 |
0.0% |
161.46 |
Close |
162.98 |
163.50 |
0.52 |
0.3% |
161.88 |
Range |
0.42 |
1.13 |
0.71 |
169.0% |
1.34 |
ATR |
0.77 |
0.79 |
0.03 |
3.4% |
0.00 |
Volume |
546,274 |
597,664 |
51,390 |
9.4% |
3,343,802 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.75 |
166.26 |
164.12 |
|
R3 |
165.62 |
165.13 |
163.81 |
|
R2 |
164.49 |
164.49 |
163.71 |
|
R1 |
164.00 |
164.00 |
163.60 |
164.25 |
PP |
163.36 |
163.36 |
163.36 |
163.49 |
S1 |
162.87 |
162.87 |
163.40 |
163.12 |
S2 |
162.23 |
162.23 |
163.29 |
|
S3 |
161.10 |
161.74 |
163.19 |
|
S4 |
159.97 |
160.61 |
162.88 |
|
|
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 |
163.86 |
161.57 |
2.29 |
1.4% |
0.87 |
0.5% |
84% |
True |
False |
602,056 |
10 |
163.86 |
161.46 |
2.40 |
1.5% |
0.77 |
0.5% |
85% |
True |
False |
677,748 |
20 |
164.60 |
161.46 |
3.14 |
1.9% |
0.74 |
0.5% |
65% |
False |
False |
667,040 |
40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.76 |
0.5% |
71% |
False |
False |
628,948 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.75 |
0.5% |
71% |
False |
False |
494,896 |
80 |
164.60 |
157.05 |
7.55 |
4.6% |
0.70 |
0.4% |
85% |
False |
False |
372,038 |
100 |
164.60 |
154.70 |
9.90 |
6.1% |
0.63 |
0.4% |
89% |
False |
False |
297,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.66 |
2.618 |
166.82 |
1.618 |
165.69 |
1.000 |
164.99 |
0.618 |
164.56 |
HIGH |
163.86 |
0.618 |
163.43 |
0.500 |
163.30 |
0.382 |
163.16 |
LOW |
162.73 |
0.618 |
162.03 |
1.000 |
161.60 |
1.618 |
160.90 |
2.618 |
159.77 |
4.250 |
157.93 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
163.43 |
163.29 |
PP |
163.36 |
163.09 |
S1 |
163.30 |
162.88 |
|