Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
163.52 |
164.05 |
0.53 |
0.3% |
162.05 |
High |
164.14 |
164.36 |
0.22 |
0.1% |
163.93 |
Low |
163.50 |
163.86 |
0.36 |
0.2% |
161.84 |
Close |
164.05 |
164.26 |
0.21 |
0.1% |
163.82 |
Range |
0.64 |
0.50 |
-0.14 |
-21.9% |
2.09 |
ATR |
0.76 |
0.75 |
-0.02 |
-2.5% |
0.00 |
Volume |
674,273 |
562,603 |
-111,670 |
-16.6% |
3,320,811 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.66 |
165.46 |
164.54 |
|
R3 |
165.16 |
164.96 |
164.40 |
|
R2 |
164.66 |
164.66 |
164.35 |
|
R1 |
164.46 |
164.46 |
164.31 |
164.56 |
PP |
164.16 |
164.16 |
164.16 |
164.21 |
S1 |
163.96 |
163.96 |
164.21 |
164.06 |
S2 |
163.66 |
163.66 |
164.17 |
|
S3 |
163.16 |
163.46 |
164.12 |
|
S4 |
162.66 |
162.96 |
163.99 |
|
|
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 |
164.36 |
162.67 |
1.69 |
1.0% |
0.64 |
0.4% |
94% |
True |
False |
598,100 |
10 |
164.36 |
161.53 |
2.83 |
1.7% |
0.72 |
0.4% |
96% |
True |
False |
655,416 |
20 |
164.36 |
161.46 |
2.90 |
1.8% |
0.73 |
0.4% |
97% |
True |
False |
654,532 |
40 |
164.60 |
161.02 |
3.58 |
2.2% |
0.69 |
0.4% |
91% |
False |
False |
615,731 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.73 |
0.4% |
91% |
False |
False |
525,394 |
80 |
164.60 |
157.38 |
7.22 |
4.4% |
0.70 |
0.4% |
95% |
False |
False |
395,094 |
100 |
164.60 |
154.70 |
9.90 |
6.0% |
0.64 |
0.4% |
97% |
False |
False |
316,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.49 |
2.618 |
165.67 |
1.618 |
165.17 |
1.000 |
164.86 |
0.618 |
164.67 |
HIGH |
164.36 |
0.618 |
164.17 |
0.500 |
164.11 |
0.382 |
164.05 |
LOW |
163.86 |
0.618 |
163.55 |
1.000 |
163.36 |
1.618 |
163.05 |
2.618 |
162.55 |
4.250 |
161.74 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
164.21 |
164.14 |
PP |
164.16 |
164.01 |
S1 |
164.11 |
163.89 |
|