Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
163.69 |
163.53 |
-0.16 |
-0.1% |
164.28 |
High |
163.77 |
163.95 |
0.18 |
0.1% |
164.28 |
Low |
163.41 |
163.13 |
-0.28 |
-0.2% |
163.06 |
Close |
163.51 |
163.90 |
0.39 |
0.2% |
163.56 |
Range |
0.36 |
0.82 |
0.46 |
127.8% |
1.22 |
ATR |
0.67 |
0.68 |
0.01 |
1.5% |
0.00 |
Volume |
727,565 |
555,364 |
-172,201 |
-23.7% |
3,119,884 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.12 |
165.83 |
164.35 |
|
R3 |
165.30 |
165.01 |
164.13 |
|
R2 |
164.48 |
164.48 |
164.05 |
|
R1 |
164.19 |
164.19 |
163.98 |
164.34 |
PP |
163.66 |
163.66 |
163.66 |
163.73 |
S1 |
163.37 |
163.37 |
163.82 |
163.52 |
S2 |
162.84 |
162.84 |
163.75 |
|
S3 |
162.02 |
162.55 |
163.67 |
|
S4 |
161.20 |
161.73 |
163.45 |
|
|
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% |
0.60 |
0.4% |
83% |
False |
False |
591,980 |
10 |
164.49 |
163.06 |
1.43 |
0.9% |
0.64 |
0.4% |
59% |
False |
False |
581,697 |
20 |
164.49 |
161.57 |
2.92 |
1.8% |
0.67 |
0.4% |
80% |
False |
False |
613,947 |
40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.67 |
0.4% |
78% |
False |
False |
628,118 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.73 |
0.4% |
82% |
False |
False |
626,447 |
80 |
164.60 |
160.63 |
3.97 |
2.4% |
0.72 |
0.4% |
82% |
False |
False |
476,630 |
100 |
164.60 |
156.28 |
8.32 |
5.1% |
0.67 |
0.4% |
92% |
False |
False |
381,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.44 |
2.618 |
166.10 |
1.618 |
165.28 |
1.000 |
164.77 |
0.618 |
164.46 |
HIGH |
163.95 |
0.618 |
163.64 |
0.500 |
163.54 |
0.382 |
163.44 |
LOW |
163.13 |
0.618 |
162.62 |
1.000 |
162.31 |
1.618 |
161.80 |
2.618 |
160.98 |
4.250 |
159.65 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
163.78 |
163.80 |
PP |
163.66 |
163.70 |
S1 |
163.54 |
163.60 |
|