Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163.66 |
163.66 |
0.00 |
0.0% |
164.28 |
| High |
163.75 |
164.07 |
0.32 |
0.2% |
164.28 |
| Low |
163.33 |
163.34 |
0.01 |
0.0% |
163.06 |
| Close |
163.56 |
163.42 |
-0.14 |
-0.1% |
163.56 |
| Range |
0.42 |
0.73 |
0.31 |
73.8% |
1.22 |
| ATR |
0.70 |
0.70 |
0.00 |
0.4% |
0.00 |
| Volume |
630,491 |
582,523 |
-47,968 |
-7.6% |
3,119,884 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.80 |
165.34 |
163.82 |
|
| R3 |
165.07 |
164.61 |
163.62 |
|
| R2 |
164.34 |
164.34 |
163.55 |
|
| R1 |
163.88 |
163.88 |
163.49 |
163.75 |
| PP |
163.61 |
163.61 |
163.61 |
163.54 |
| S1 |
163.15 |
163.15 |
163.35 |
163.02 |
| S2 |
162.88 |
162.88 |
163.29 |
|
| S3 |
162.15 |
162.42 |
163.22 |
|
| S4 |
161.42 |
161.69 |
163.02 |
|
|
| 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 |
164.17 |
163.06 |
1.11 |
0.7% |
0.66 |
0.4% |
32% |
False |
False |
621,340 |
| 10 |
164.49 |
163.06 |
1.43 |
0.9% |
0.61 |
0.4% |
25% |
False |
False |
583,360 |
| 20 |
164.49 |
161.46 |
3.03 |
1.9% |
0.68 |
0.4% |
65% |
False |
False |
621,968 |
| 40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.67 |
0.4% |
62% |
False |
False |
624,327 |
| 60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.72 |
0.4% |
69% |
False |
False |
610,066 |
| 80 |
164.60 |
160.02 |
4.58 |
2.8% |
0.72 |
0.4% |
74% |
False |
False |
460,646 |
| 100 |
164.60 |
155.41 |
9.19 |
5.6% |
0.66 |
0.4% |
87% |
False |
False |
368,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.17 |
|
2.618 |
165.98 |
|
1.618 |
165.25 |
|
1.000 |
164.80 |
|
0.618 |
164.52 |
|
HIGH |
164.07 |
|
0.618 |
163.79 |
|
0.500 |
163.71 |
|
0.382 |
163.62 |
|
LOW |
163.34 |
|
0.618 |
162.89 |
|
1.000 |
162.61 |
|
1.618 |
162.16 |
|
2.618 |
161.43 |
|
4.250 |
160.24 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.71 |
163.57 |
| PP |
163.61 |
163.52 |
| S1 |
163.52 |
163.47 |
|