Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 18-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
Open |
163.82 |
163.91 |
0.09 |
0.1% |
163.52 |
High |
164.17 |
163.96 |
-0.21 |
-0.1% |
164.49 |
Low |
163.49 |
163.16 |
-0.33 |
-0.2% |
163.50 |
Close |
164.15 |
163.63 |
-0.52 |
-0.3% |
164.19 |
Range |
0.68 |
0.80 |
0.12 |
17.6% |
0.99 |
ATR |
0.70 |
0.72 |
0.02 |
2.9% |
0.00 |
Volume |
714,864 |
714,864 |
0 |
0.0% |
2,805,469 |
|
Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.98 |
165.61 |
164.07 |
|
R3 |
165.18 |
164.81 |
163.85 |
|
R2 |
164.38 |
164.38 |
163.78 |
|
R1 |
164.01 |
164.01 |
163.70 |
163.80 |
PP |
163.58 |
163.58 |
163.58 |
163.48 |
S1 |
163.21 |
163.21 |
163.56 |
163.00 |
S2 |
162.78 |
162.78 |
163.48 |
|
S3 |
161.98 |
162.41 |
163.41 |
|
S4 |
161.18 |
161.61 |
163.19 |
|
|
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 |
163.16 |
1.33 |
0.8% |
0.68 |
0.4% |
35% |
False |
True |
571,414 |
10 |
164.49 |
162.73 |
1.76 |
1.1% |
0.66 |
0.4% |
51% |
False |
False |
603,825 |
20 |
164.49 |
161.46 |
3.03 |
1.9% |
0.71 |
0.4% |
72% |
False |
False |
638,482 |
40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.68 |
0.4% |
69% |
False |
False |
617,267 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.73 |
0.4% |
74% |
False |
False |
583,419 |
80 |
164.60 |
159.03 |
5.57 |
3.4% |
0.72 |
0.4% |
83% |
False |
False |
439,900 |
100 |
164.60 |
155.33 |
9.27 |
5.7% |
0.66 |
0.4% |
90% |
False |
False |
352,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.36 |
2.618 |
166.05 |
1.618 |
165.25 |
1.000 |
164.76 |
0.618 |
164.45 |
HIGH |
163.96 |
0.618 |
163.65 |
0.500 |
163.56 |
0.382 |
163.47 |
LOW |
163.16 |
0.618 |
162.67 |
1.000 |
162.36 |
1.618 |
161.87 |
2.618 |
161.07 |
4.250 |
159.76 |
|
|
Fisher Pivots for day following 18-May-2016 |
Pivot |
1 day |
3 day |
R1 |
163.61 |
163.72 |
PP |
163.58 |
163.69 |
S1 |
163.56 |
163.66 |
|