Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 11-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
Open |
164.05 |
164.26 |
0.21 |
0.1% |
162.05 |
High |
164.36 |
164.35 |
-0.01 |
0.0% |
163.93 |
Low |
163.86 |
163.97 |
0.11 |
0.1% |
161.84 |
Close |
164.26 |
164.18 |
-0.08 |
0.0% |
163.82 |
Range |
0.50 |
0.38 |
-0.12 |
-24.0% |
2.09 |
ATR |
0.75 |
0.72 |
-0.03 |
-3.5% |
0.00 |
Volume |
562,603 |
736,956 |
174,353 |
31.0% |
3,320,811 |
|
Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.31 |
165.12 |
164.39 |
|
R3 |
164.93 |
164.74 |
164.28 |
|
R2 |
164.55 |
164.55 |
164.25 |
|
R1 |
164.36 |
164.36 |
164.21 |
164.27 |
PP |
164.17 |
164.17 |
164.17 |
164.12 |
S1 |
163.98 |
163.98 |
164.15 |
163.89 |
S2 |
163.79 |
163.79 |
164.11 |
|
S3 |
163.41 |
163.60 |
164.08 |
|
S4 |
163.03 |
163.22 |
163.97 |
|
|
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 |
162.73 |
1.63 |
1.0% |
0.63 |
0.4% |
89% |
False |
False |
636,236 |
10 |
164.36 |
161.57 |
2.79 |
1.7% |
0.70 |
0.4% |
94% |
False |
False |
646,196 |
20 |
164.36 |
161.46 |
2.90 |
1.8% |
0.71 |
0.4% |
94% |
False |
False |
658,405 |
40 |
164.60 |
161.02 |
3.58 |
2.2% |
0.68 |
0.4% |
88% |
False |
False |
619,615 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.72 |
0.4% |
89% |
False |
False |
537,662 |
80 |
164.60 |
157.38 |
7.22 |
4.4% |
0.70 |
0.4% |
94% |
False |
False |
404,303 |
100 |
164.60 |
154.70 |
9.90 |
6.0% |
0.64 |
0.4% |
96% |
False |
False |
323,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.97 |
2.618 |
165.34 |
1.618 |
164.96 |
1.000 |
164.73 |
0.618 |
164.58 |
HIGH |
164.35 |
0.618 |
164.20 |
0.500 |
164.16 |
0.382 |
164.12 |
LOW |
163.97 |
0.618 |
163.74 |
1.000 |
163.59 |
1.618 |
163.36 |
2.618 |
162.98 |
4.250 |
162.36 |
|
|
Fisher Pivots for day following 11-May-2016 |
Pivot |
1 day |
3 day |
R1 |
164.17 |
164.10 |
PP |
164.17 |
164.01 |
S1 |
164.16 |
163.93 |
|