Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 26-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
Open |
163.53 |
163.84 |
0.31 |
0.2% |
164.28 |
High |
163.95 |
164.19 |
0.24 |
0.1% |
164.28 |
Low |
163.13 |
163.57 |
0.44 |
0.3% |
163.06 |
Close |
163.90 |
164.03 |
0.13 |
0.1% |
163.56 |
Range |
0.82 |
0.62 |
-0.20 |
-24.4% |
1.22 |
ATR |
0.68 |
0.68 |
0.00 |
-0.7% |
0.00 |
Volume |
555,364 |
494,314 |
-61,050 |
-11.0% |
3,119,884 |
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.79 |
165.53 |
164.37 |
|
R3 |
165.17 |
164.91 |
164.20 |
|
R2 |
164.55 |
164.55 |
164.14 |
|
R1 |
164.29 |
164.29 |
164.09 |
164.42 |
PP |
163.93 |
163.93 |
163.93 |
164.00 |
S1 |
163.67 |
163.67 |
163.97 |
163.80 |
S2 |
163.31 |
163.31 |
163.92 |
|
S3 |
162.69 |
163.05 |
163.86 |
|
S4 |
162.07 |
162.43 |
163.69 |
|
|
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 |
164.19 |
163.13 |
1.06 |
0.6% |
0.59 |
0.4% |
85% |
True |
False |
598,051 |
10 |
164.30 |
163.06 |
1.24 |
0.8% |
0.62 |
0.4% |
78% |
False |
False |
579,111 |
20 |
164.49 |
161.57 |
2.92 |
1.8% |
0.67 |
0.4% |
84% |
False |
False |
595,254 |
40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.67 |
0.4% |
82% |
False |
False |
626,618 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.72 |
0.4% |
85% |
False |
False |
626,597 |
80 |
164.60 |
160.75 |
3.85 |
2.3% |
0.72 |
0.4% |
85% |
False |
False |
482,642 |
100 |
164.60 |
156.28 |
8.32 |
5.1% |
0.68 |
0.4% |
93% |
False |
False |
386,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.83 |
2.618 |
165.81 |
1.618 |
165.19 |
1.000 |
164.81 |
0.618 |
164.57 |
HIGH |
164.19 |
0.618 |
163.95 |
0.500 |
163.88 |
0.382 |
163.81 |
LOW |
163.57 |
0.618 |
163.19 |
1.000 |
162.95 |
1.618 |
162.57 |
2.618 |
161.95 |
4.250 |
160.94 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
163.98 |
163.91 |
PP |
163.93 |
163.78 |
S1 |
163.88 |
163.66 |
|