Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163.66 |
163.69 |
0.03 |
0.0% |
164.28 |
| High |
164.07 |
163.77 |
-0.30 |
-0.2% |
164.28 |
| Low |
163.34 |
163.41 |
0.07 |
0.0% |
163.06 |
| Close |
163.42 |
163.51 |
0.09 |
0.1% |
163.56 |
| Range |
0.73 |
0.36 |
-0.37 |
-50.7% |
1.22 |
| ATR |
0.70 |
0.67 |
-0.02 |
-3.5% |
0.00 |
| Volume |
582,523 |
727,565 |
145,042 |
24.9% |
3,119,884 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.64 |
164.44 |
163.71 |
|
| R3 |
164.28 |
164.08 |
163.61 |
|
| R2 |
163.92 |
163.92 |
163.58 |
|
| R1 |
163.72 |
163.72 |
163.54 |
163.64 |
| PP |
163.56 |
163.56 |
163.56 |
163.53 |
| S1 |
163.36 |
163.36 |
163.48 |
163.28 |
| S2 |
163.20 |
163.20 |
163.44 |
|
| S3 |
162.84 |
163.00 |
163.41 |
|
| S4 |
162.48 |
162.64 |
163.31 |
|
|
| 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 |
164.07 |
163.06 |
1.01 |
0.6% |
0.59 |
0.4% |
45% |
False |
False |
623,880 |
| 10 |
164.49 |
163.06 |
1.43 |
0.9% |
0.60 |
0.4% |
31% |
False |
False |
599,856 |
| 20 |
164.49 |
161.53 |
2.96 |
1.8% |
0.66 |
0.4% |
67% |
False |
False |
627,636 |
| 40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.66 |
0.4% |
65% |
False |
False |
629,007 |
| 60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.72 |
0.4% |
71% |
False |
False |
620,807 |
| 80 |
164.60 |
160.40 |
4.20 |
2.6% |
0.72 |
0.4% |
74% |
False |
False |
469,733 |
| 100 |
164.60 |
156.26 |
8.34 |
5.1% |
0.66 |
0.4% |
87% |
False |
False |
376,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.30 |
|
2.618 |
164.71 |
|
1.618 |
164.35 |
|
1.000 |
164.13 |
|
0.618 |
163.99 |
|
HIGH |
163.77 |
|
0.618 |
163.63 |
|
0.500 |
163.59 |
|
0.382 |
163.55 |
|
LOW |
163.41 |
|
0.618 |
163.19 |
|
1.000 |
163.05 |
|
1.618 |
162.83 |
|
2.618 |
162.47 |
|
4.250 |
161.88 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.59 |
163.70 |
| PP |
163.56 |
163.64 |
| S1 |
163.54 |
163.57 |
|