Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163.84 |
164.04 |
0.20 |
0.1% |
163.66 |
| High |
164.19 |
164.36 |
0.17 |
0.1% |
164.36 |
| Low |
163.57 |
163.90 |
0.33 |
0.2% |
163.13 |
| Close |
164.03 |
164.00 |
-0.03 |
0.0% |
164.00 |
| Range |
0.62 |
0.46 |
-0.16 |
-25.8% |
1.23 |
| ATR |
0.68 |
0.66 |
-0.02 |
-2.3% |
0.00 |
| Volume |
494,314 |
219,424 |
-274,890 |
-55.6% |
2,579,190 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.47 |
165.19 |
164.25 |
|
| R3 |
165.01 |
164.73 |
164.13 |
|
| R2 |
164.55 |
164.55 |
164.08 |
|
| R1 |
164.27 |
164.27 |
164.04 |
164.18 |
| PP |
164.09 |
164.09 |
164.09 |
164.04 |
| S1 |
163.81 |
163.81 |
163.96 |
163.72 |
| S2 |
163.63 |
163.63 |
163.92 |
|
| S3 |
163.17 |
163.35 |
163.87 |
|
| S4 |
162.71 |
162.89 |
163.75 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.52 |
166.99 |
164.68 |
|
| R3 |
166.29 |
165.76 |
164.34 |
|
| R2 |
165.06 |
165.06 |
164.23 |
|
| R1 |
164.53 |
164.53 |
164.11 |
164.80 |
| PP |
163.83 |
163.83 |
163.83 |
163.96 |
| S1 |
163.30 |
163.30 |
163.89 |
163.57 |
| S2 |
162.60 |
162.60 |
163.77 |
|
| S3 |
161.37 |
162.07 |
163.66 |
|
| S4 |
160.14 |
160.84 |
163.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.36 |
163.13 |
1.23 |
0.8% |
0.60 |
0.4% |
71% |
True |
False |
515,838 |
| 10 |
164.36 |
163.06 |
1.30 |
0.8% |
0.61 |
0.4% |
72% |
True |
False |
569,907 |
| 20 |
164.49 |
161.84 |
2.65 |
1.6% |
0.64 |
0.4% |
82% |
False |
False |
591,267 |
| 40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.66 |
0.4% |
81% |
False |
False |
620,839 |
| 60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.72 |
0.4% |
84% |
False |
False |
619,801 |
| 80 |
164.60 |
160.81 |
3.79 |
2.3% |
0.72 |
0.4% |
84% |
False |
False |
485,354 |
| 100 |
164.60 |
156.28 |
8.32 |
5.1% |
0.68 |
0.4% |
93% |
False |
False |
388,813 |
| 120 |
164.60 |
154.70 |
9.90 |
6.0% |
0.60 |
0.4% |
94% |
False |
False |
324,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.32 |
|
2.618 |
165.56 |
|
1.618 |
165.10 |
|
1.000 |
164.82 |
|
0.618 |
164.64 |
|
HIGH |
164.36 |
|
0.618 |
164.18 |
|
0.500 |
164.13 |
|
0.382 |
164.08 |
|
LOW |
163.90 |
|
0.618 |
163.62 |
|
1.000 |
163.44 |
|
1.618 |
163.16 |
|
2.618 |
162.70 |
|
4.250 |
161.95 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.13 |
163.92 |
| PP |
164.09 |
163.83 |
| S1 |
164.04 |
163.75 |
|