Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
163.80 |
163.52 |
-0.28 |
-0.2% |
162.05 |
High |
163.93 |
164.14 |
0.21 |
0.1% |
163.93 |
Low |
163.42 |
163.50 |
0.08 |
0.0% |
161.84 |
Close |
163.82 |
164.05 |
0.23 |
0.1% |
163.82 |
Range |
0.51 |
0.64 |
0.13 |
25.5% |
2.09 |
ATR |
0.77 |
0.76 |
-0.01 |
-1.2% |
0.00 |
Volume |
609,686 |
674,273 |
64,587 |
10.6% |
3,320,811 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.82 |
165.57 |
164.40 |
|
R3 |
165.18 |
164.93 |
164.23 |
|
R2 |
164.54 |
164.54 |
164.17 |
|
R1 |
164.29 |
164.29 |
164.11 |
164.42 |
PP |
163.90 |
163.90 |
163.90 |
163.96 |
S1 |
163.65 |
163.65 |
163.99 |
163.78 |
S2 |
163.26 |
163.26 |
163.93 |
|
S3 |
162.62 |
163.01 |
163.87 |
|
S4 |
161.98 |
162.37 |
163.70 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.47 |
168.73 |
164.97 |
|
R3 |
167.38 |
166.64 |
164.39 |
|
R2 |
165.29 |
165.29 |
164.20 |
|
R1 |
164.55 |
164.55 |
164.01 |
164.92 |
PP |
163.20 |
163.20 |
163.20 |
163.38 |
S1 |
162.46 |
162.46 |
163.63 |
162.83 |
S2 |
161.11 |
161.11 |
163.44 |
|
S3 |
159.02 |
160.37 |
163.25 |
|
S4 |
156.93 |
158.28 |
162.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.14 |
161.90 |
2.24 |
1.4% |
0.78 |
0.5% |
96% |
True |
False |
632,936 |
10 |
164.14 |
161.46 |
2.68 |
1.6% |
0.76 |
0.5% |
97% |
True |
False |
660,577 |
20 |
164.17 |
161.46 |
2.71 |
1.7% |
0.74 |
0.5% |
96% |
False |
False |
658,898 |
40 |
164.60 |
161.02 |
3.58 |
2.2% |
0.70 |
0.4% |
85% |
False |
False |
615,103 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.74 |
0.5% |
85% |
False |
False |
516,042 |
80 |
164.60 |
157.33 |
7.27 |
4.4% |
0.70 |
0.4% |
92% |
False |
False |
388,067 |
100 |
164.60 |
154.70 |
9.90 |
6.0% |
0.64 |
0.4% |
94% |
False |
False |
310,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.86 |
2.618 |
165.82 |
1.618 |
165.18 |
1.000 |
164.78 |
0.618 |
164.54 |
HIGH |
164.14 |
0.618 |
163.90 |
0.500 |
163.82 |
0.382 |
163.74 |
LOW |
163.50 |
0.618 |
163.10 |
1.000 |
162.86 |
1.618 |
162.46 |
2.618 |
161.82 |
4.250 |
160.78 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
163.97 |
163.85 |
PP |
163.90 |
163.64 |
S1 |
163.82 |
163.44 |
|