Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 17-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
Open |
164.28 |
163.82 |
-0.46 |
-0.3% |
163.52 |
High |
164.28 |
164.17 |
-0.11 |
-0.1% |
164.49 |
Low |
163.75 |
163.49 |
-0.26 |
-0.2% |
163.50 |
Close |
163.92 |
164.15 |
0.23 |
0.1% |
164.19 |
Range |
0.53 |
0.68 |
0.15 |
28.3% |
0.99 |
ATR |
0.70 |
0.70 |
0.00 |
-0.2% |
0.00 |
Volume |
595,706 |
714,864 |
119,158 |
20.0% |
2,805,469 |
|
Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.98 |
165.74 |
164.52 |
|
R3 |
165.30 |
165.06 |
164.34 |
|
R2 |
164.62 |
164.62 |
164.27 |
|
R1 |
164.38 |
164.38 |
164.21 |
164.50 |
PP |
163.94 |
163.94 |
163.94 |
164.00 |
S1 |
163.70 |
163.70 |
164.09 |
163.82 |
S2 |
163.26 |
163.26 |
164.03 |
|
S3 |
162.58 |
163.02 |
163.96 |
|
S4 |
161.90 |
162.34 |
163.78 |
|
|
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 |
163.49 |
1.00 |
0.6% |
0.60 |
0.4% |
66% |
False |
True |
575,832 |
10 |
164.49 |
162.67 |
1.82 |
1.1% |
0.62 |
0.4% |
81% |
False |
False |
586,966 |
20 |
164.49 |
161.46 |
3.03 |
1.8% |
0.69 |
0.4% |
89% |
False |
False |
651,967 |
40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.68 |
0.4% |
86% |
False |
False |
614,248 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.73 |
0.4% |
88% |
False |
False |
572,089 |
80 |
164.60 |
158.77 |
5.83 |
3.6% |
0.71 |
0.4% |
92% |
False |
False |
431,038 |
100 |
164.60 |
155.33 |
9.27 |
5.6% |
0.65 |
0.4% |
95% |
False |
False |
344,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.06 |
2.618 |
165.95 |
1.618 |
165.27 |
1.000 |
164.85 |
0.618 |
164.59 |
HIGH |
164.17 |
0.618 |
163.91 |
0.500 |
163.83 |
0.382 |
163.75 |
LOW |
163.49 |
0.618 |
163.07 |
1.000 |
162.81 |
1.618 |
162.39 |
2.618 |
161.71 |
4.250 |
160.60 |
|
|
Fisher Pivots for day following 17-May-2016 |
Pivot |
1 day |
3 day |
R1 |
164.04 |
164.07 |
PP |
163.94 |
163.98 |
S1 |
163.83 |
163.90 |
|