Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163.91 |
163.21 |
-0.70 |
-0.4% |
163.52 |
| High |
163.96 |
163.71 |
-0.25 |
-0.2% |
164.49 |
| Low |
163.16 |
163.06 |
-0.10 |
-0.1% |
163.50 |
| Close |
163.63 |
163.61 |
-0.02 |
0.0% |
164.19 |
| Range |
0.80 |
0.65 |
-0.15 |
-18.8% |
0.99 |
| ATR |
0.72 |
0.72 |
-0.01 |
-0.7% |
0.00 |
| Volume |
714,864 |
463,959 |
-250,905 |
-35.1% |
2,805,469 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.41 |
165.16 |
163.97 |
|
| R3 |
164.76 |
164.51 |
163.79 |
|
| R2 |
164.11 |
164.11 |
163.73 |
|
| R1 |
163.86 |
163.86 |
163.67 |
163.99 |
| PP |
163.46 |
163.46 |
163.46 |
163.52 |
| S1 |
163.21 |
163.21 |
163.55 |
163.34 |
| S2 |
162.81 |
162.81 |
163.49 |
|
| S3 |
162.16 |
162.56 |
163.43 |
|
| S4 |
161.51 |
161.91 |
163.25 |
|
|
| 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 |
164.30 |
163.06 |
1.24 |
0.8% |
0.64 |
0.4% |
44% |
False |
True |
560,172 |
| 10 |
164.49 |
163.06 |
1.43 |
0.9% |
0.61 |
0.4% |
38% |
False |
True |
590,454 |
| 20 |
164.49 |
161.46 |
3.03 |
1.9% |
0.69 |
0.4% |
71% |
False |
False |
634,101 |
| 40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.68 |
0.4% |
68% |
False |
False |
616,367 |
| 60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.73 |
0.4% |
74% |
False |
False |
590,441 |
| 80 |
164.60 |
159.05 |
5.55 |
3.4% |
0.72 |
0.4% |
82% |
False |
False |
445,598 |
| 100 |
164.60 |
155.39 |
9.21 |
5.6% |
0.66 |
0.4% |
89% |
False |
False |
356,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.47 |
|
2.618 |
165.41 |
|
1.618 |
164.76 |
|
1.000 |
164.36 |
|
0.618 |
164.11 |
|
HIGH |
163.71 |
|
0.618 |
163.46 |
|
0.500 |
163.39 |
|
0.382 |
163.31 |
|
LOW |
163.06 |
|
0.618 |
162.66 |
|
1.000 |
162.41 |
|
1.618 |
162.01 |
|
2.618 |
161.36 |
|
4.250 |
160.30 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.54 |
163.62 |
| PP |
163.46 |
163.61 |
| S1 |
163.39 |
163.61 |
|