Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
163.95 |
164.28 |
0.33 |
0.2% |
163.52 |
High |
164.30 |
164.28 |
-0.02 |
0.0% |
164.49 |
Low |
163.76 |
163.75 |
-0.01 |
0.0% |
163.50 |
Close |
164.19 |
163.92 |
-0.27 |
-0.2% |
164.19 |
Range |
0.54 |
0.53 |
-0.01 |
-1.9% |
0.99 |
ATR |
0.72 |
0.70 |
-0.01 |
-1.9% |
0.00 |
Volume |
311,468 |
595,706 |
284,238 |
91.3% |
2,805,469 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.57 |
165.28 |
164.21 |
|
R3 |
165.04 |
164.75 |
164.07 |
|
R2 |
164.51 |
164.51 |
164.02 |
|
R1 |
164.22 |
164.22 |
163.97 |
164.10 |
PP |
163.98 |
163.98 |
163.98 |
163.93 |
S1 |
163.69 |
163.69 |
163.87 |
163.57 |
S2 |
163.45 |
163.45 |
163.82 |
|
S3 |
162.92 |
163.16 |
163.77 |
|
S4 |
162.39 |
162.63 |
163.63 |
|
|
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 |
163.62 |
0.87 |
0.5% |
0.56 |
0.3% |
34% |
False |
False |
545,380 |
10 |
164.49 |
161.90 |
2.59 |
1.6% |
0.67 |
0.4% |
78% |
False |
False |
589,158 |
20 |
164.49 |
161.46 |
3.03 |
1.8% |
0.68 |
0.4% |
81% |
False |
False |
643,808 |
40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.67 |
0.4% |
78% |
False |
False |
610,042 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.72 |
0.4% |
82% |
False |
False |
560,655 |
80 |
164.60 |
158.54 |
6.06 |
3.7% |
0.70 |
0.4% |
89% |
False |
False |
422,105 |
100 |
164.60 |
155.33 |
9.27 |
5.7% |
0.64 |
0.4% |
93% |
False |
False |
337,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.53 |
2.618 |
165.67 |
1.618 |
165.14 |
1.000 |
164.81 |
0.618 |
164.61 |
HIGH |
164.28 |
0.618 |
164.08 |
0.500 |
164.02 |
0.382 |
163.95 |
LOW |
163.75 |
0.618 |
163.42 |
1.000 |
163.22 |
1.618 |
162.89 |
2.618 |
162.36 |
4.250 |
161.50 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
164.02 |
164.06 |
PP |
163.98 |
164.01 |
S1 |
163.95 |
163.97 |
|