Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
164.20 |
163.95 |
-0.25 |
-0.2% |
163.52 |
High |
164.49 |
164.30 |
-0.19 |
-0.1% |
164.49 |
Low |
163.62 |
163.76 |
0.14 |
0.1% |
163.50 |
Close |
163.82 |
164.19 |
0.37 |
0.2% |
164.19 |
Range |
0.87 |
0.54 |
-0.33 |
-37.9% |
0.99 |
ATR |
0.73 |
0.72 |
-0.01 |
-1.9% |
0.00 |
Volume |
520,169 |
311,468 |
-208,701 |
-40.1% |
2,805,469 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.70 |
165.49 |
164.49 |
|
R3 |
165.16 |
164.95 |
164.34 |
|
R2 |
164.62 |
164.62 |
164.29 |
|
R1 |
164.41 |
164.41 |
164.24 |
164.52 |
PP |
164.08 |
164.08 |
164.08 |
164.14 |
S1 |
163.87 |
163.87 |
164.14 |
163.98 |
S2 |
163.54 |
163.54 |
164.09 |
|
S3 |
163.00 |
163.33 |
164.04 |
|
S4 |
162.46 |
162.79 |
163.89 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.03 |
166.60 |
164.73 |
|
R3 |
166.04 |
165.61 |
164.46 |
|
R2 |
165.05 |
165.05 |
164.37 |
|
R1 |
164.62 |
164.62 |
164.28 |
164.84 |
PP |
164.06 |
164.06 |
164.06 |
164.17 |
S1 |
163.63 |
163.63 |
164.10 |
163.85 |
S2 |
163.07 |
163.07 |
164.01 |
|
S3 |
162.08 |
162.64 |
163.92 |
|
S4 |
161.09 |
161.65 |
163.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.49 |
163.50 |
0.99 |
0.6% |
0.59 |
0.4% |
70% |
False |
False |
561,093 |
10 |
164.49 |
161.84 |
2.65 |
1.6% |
0.68 |
0.4% |
89% |
False |
False |
612,628 |
20 |
164.49 |
161.46 |
3.03 |
1.8% |
0.70 |
0.4% |
90% |
False |
False |
646,964 |
40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.68 |
0.4% |
87% |
False |
False |
606,733 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.73 |
0.4% |
89% |
False |
False |
551,178 |
80 |
164.60 |
158.40 |
6.20 |
3.8% |
0.71 |
0.4% |
93% |
False |
False |
414,666 |
100 |
164.60 |
155.33 |
9.27 |
5.6% |
0.64 |
0.4% |
96% |
False |
False |
331,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.60 |
2.618 |
165.71 |
1.618 |
165.17 |
1.000 |
164.84 |
0.618 |
164.63 |
HIGH |
164.30 |
0.618 |
164.09 |
0.500 |
164.03 |
0.382 |
163.97 |
LOW |
163.76 |
0.618 |
163.43 |
1.000 |
163.22 |
1.618 |
162.89 |
2.618 |
162.35 |
4.250 |
161.47 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
164.14 |
164.15 |
PP |
164.08 |
164.10 |
S1 |
164.03 |
164.06 |
|