Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 31-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
Open |
164.04 |
163.76 |
-0.28 |
-0.2% |
163.66 |
High |
164.36 |
164.21 |
-0.15 |
-0.1% |
164.36 |
Low |
163.90 |
163.39 |
-0.51 |
-0.3% |
163.13 |
Close |
164.00 |
163.97 |
-0.03 |
0.0% |
164.00 |
Range |
0.46 |
0.82 |
0.36 |
78.3% |
1.23 |
ATR |
0.66 |
0.68 |
0.01 |
1.7% |
0.00 |
Volume |
219,424 |
884,869 |
665,445 |
303.3% |
2,579,190 |
|
Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.32 |
165.96 |
164.42 |
|
R3 |
165.50 |
165.14 |
164.20 |
|
R2 |
164.68 |
164.68 |
164.12 |
|
R1 |
164.32 |
164.32 |
164.05 |
164.50 |
PP |
163.86 |
163.86 |
163.86 |
163.95 |
S1 |
163.50 |
163.50 |
163.89 |
163.68 |
S2 |
163.04 |
163.04 |
163.82 |
|
S3 |
162.22 |
162.68 |
163.74 |
|
S4 |
161.40 |
161.86 |
163.52 |
|
|
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% |
0.62 |
0.4% |
68% |
False |
False |
576,307 |
10 |
164.36 |
163.06 |
1.30 |
0.8% |
0.64 |
0.4% |
70% |
False |
False |
598,823 |
20 |
164.49 |
161.90 |
2.59 |
1.6% |
0.66 |
0.4% |
80% |
False |
False |
593,991 |
40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.67 |
0.4% |
80% |
False |
False |
625,722 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.71 |
0.4% |
83% |
False |
False |
623,061 |
80 |
164.60 |
160.81 |
3.79 |
2.3% |
0.72 |
0.4% |
83% |
False |
False |
496,385 |
100 |
164.60 |
156.28 |
8.32 |
5.1% |
0.68 |
0.4% |
92% |
False |
False |
397,661 |
120 |
164.60 |
154.70 |
9.90 |
6.0% |
0.61 |
0.4% |
94% |
False |
False |
331,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.70 |
2.618 |
166.36 |
1.618 |
165.54 |
1.000 |
165.03 |
0.618 |
164.72 |
HIGH |
164.21 |
0.618 |
163.90 |
0.500 |
163.80 |
0.382 |
163.70 |
LOW |
163.39 |
0.618 |
162.88 |
1.000 |
162.57 |
1.618 |
162.06 |
2.618 |
161.24 |
4.250 |
159.91 |
|
|
Fisher Pivots for day following 31-May-2016 |
Pivot |
1 day |
3 day |
R1 |
163.91 |
163.94 |
PP |
163.86 |
163.91 |
S1 |
163.80 |
163.88 |
|