Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 12-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
Open |
164.26 |
164.20 |
-0.06 |
0.0% |
162.05 |
High |
164.35 |
164.49 |
0.14 |
0.1% |
163.93 |
Low |
163.97 |
163.62 |
-0.35 |
-0.2% |
161.84 |
Close |
164.18 |
163.82 |
-0.36 |
-0.2% |
163.82 |
Range |
0.38 |
0.87 |
0.49 |
128.9% |
2.09 |
ATR |
0.72 |
0.73 |
0.01 |
1.5% |
0.00 |
Volume |
736,956 |
520,169 |
-216,787 |
-29.4% |
3,320,811 |
|
Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.59 |
166.07 |
164.30 |
|
R3 |
165.72 |
165.20 |
164.06 |
|
R2 |
164.85 |
164.85 |
163.98 |
|
R1 |
164.33 |
164.33 |
163.90 |
164.16 |
PP |
163.98 |
163.98 |
163.98 |
163.89 |
S1 |
163.46 |
163.46 |
163.74 |
163.29 |
S2 |
163.11 |
163.11 |
163.66 |
|
S3 |
162.24 |
162.59 |
163.58 |
|
S4 |
161.37 |
161.72 |
163.34 |
|
|
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 |
164.49 |
163.42 |
1.07 |
0.7% |
0.58 |
0.4% |
37% |
True |
False |
620,737 |
10 |
164.49 |
161.57 |
2.92 |
1.8% |
0.73 |
0.4% |
77% |
True |
False |
611,397 |
20 |
164.49 |
161.46 |
3.03 |
1.8% |
0.71 |
0.4% |
78% |
True |
False |
660,856 |
40 |
164.60 |
161.09 |
3.51 |
2.1% |
0.68 |
0.4% |
78% |
False |
False |
615,795 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.73 |
0.4% |
79% |
False |
False |
546,279 |
80 |
164.60 |
158.26 |
6.34 |
3.9% |
0.71 |
0.4% |
88% |
False |
False |
410,776 |
100 |
164.60 |
155.20 |
9.40 |
5.7% |
0.64 |
0.4% |
92% |
False |
False |
328,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.19 |
2.618 |
166.77 |
1.618 |
165.90 |
1.000 |
165.36 |
0.618 |
165.03 |
HIGH |
164.49 |
0.618 |
164.16 |
0.500 |
164.06 |
0.382 |
163.95 |
LOW |
163.62 |
0.618 |
163.08 |
1.000 |
162.75 |
1.618 |
162.21 |
2.618 |
161.34 |
4.250 |
159.92 |
|
|
Fisher Pivots for day following 12-May-2016 |
Pivot |
1 day |
3 day |
R1 |
164.06 |
164.06 |
PP |
163.98 |
163.98 |
S1 |
163.90 |
163.90 |
|