Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163.21 |
163.66 |
0.45 |
0.3% |
164.28 |
| High |
163.71 |
163.75 |
0.04 |
0.0% |
164.28 |
| Low |
163.06 |
163.33 |
0.27 |
0.2% |
163.06 |
| Close |
163.61 |
163.56 |
-0.05 |
0.0% |
163.56 |
| Range |
0.65 |
0.42 |
-0.23 |
-35.4% |
1.22 |
| ATR |
0.72 |
0.70 |
-0.02 |
-3.0% |
0.00 |
| Volume |
463,959 |
630,491 |
166,532 |
35.9% |
3,119,884 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.81 |
164.60 |
163.79 |
|
| R3 |
164.39 |
164.18 |
163.68 |
|
| R2 |
163.97 |
163.97 |
163.64 |
|
| R1 |
163.76 |
163.76 |
163.60 |
163.66 |
| PP |
163.55 |
163.55 |
163.55 |
163.49 |
| S1 |
163.34 |
163.34 |
163.52 |
163.24 |
| S2 |
163.13 |
163.13 |
163.48 |
|
| S3 |
162.71 |
162.92 |
163.44 |
|
| S4 |
162.29 |
162.50 |
163.33 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.29 |
166.65 |
164.23 |
|
| R3 |
166.07 |
165.43 |
163.90 |
|
| R2 |
164.85 |
164.85 |
163.78 |
|
| R1 |
164.21 |
164.21 |
163.67 |
163.92 |
| PP |
163.63 |
163.63 |
163.63 |
163.49 |
| S1 |
162.99 |
162.99 |
163.45 |
162.70 |
| S2 |
162.41 |
162.41 |
163.34 |
|
| S3 |
161.19 |
161.77 |
163.22 |
|
| S4 |
159.97 |
160.55 |
162.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.28 |
163.06 |
1.22 |
0.7% |
0.62 |
0.4% |
41% |
False |
False |
623,976 |
| 10 |
164.49 |
163.06 |
1.43 |
0.9% |
0.60 |
0.4% |
35% |
False |
False |
592,535 |
| 20 |
164.49 |
161.46 |
3.03 |
1.9% |
0.69 |
0.4% |
69% |
False |
False |
629,498 |
| 40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.67 |
0.4% |
67% |
False |
False |
621,251 |
| 60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.72 |
0.4% |
73% |
False |
False |
600,676 |
| 80 |
164.60 |
159.51 |
5.09 |
3.1% |
0.72 |
0.4% |
80% |
False |
False |
453,435 |
| 100 |
164.60 |
155.39 |
9.21 |
5.6% |
0.66 |
0.4% |
89% |
False |
False |
363,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.54 |
|
2.618 |
164.85 |
|
1.618 |
164.43 |
|
1.000 |
164.17 |
|
0.618 |
164.01 |
|
HIGH |
163.75 |
|
0.618 |
163.59 |
|
0.500 |
163.54 |
|
0.382 |
163.49 |
|
LOW |
163.33 |
|
0.618 |
163.07 |
|
1.000 |
162.91 |
|
1.618 |
162.65 |
|
2.618 |
162.23 |
|
4.250 |
161.55 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.55 |
163.54 |
| PP |
163.55 |
163.53 |
| S1 |
163.54 |
163.51 |
|