Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
163.76 |
164.15 |
0.39 |
0.2% |
163.66 |
| High |
164.21 |
164.42 |
0.21 |
0.1% |
164.36 |
| Low |
163.39 |
164.05 |
0.66 |
0.4% |
163.13 |
| Close |
163.97 |
164.15 |
0.18 |
0.1% |
164.00 |
| Range |
0.82 |
0.37 |
-0.45 |
-54.9% |
1.23 |
| ATR |
0.68 |
0.66 |
-0.02 |
-2.4% |
0.00 |
| Volume |
884,869 |
1,182,069 |
297,200 |
33.6% |
2,579,190 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.32 |
165.10 |
164.35 |
|
| R3 |
164.95 |
164.73 |
164.25 |
|
| R2 |
164.58 |
164.58 |
164.22 |
|
| R1 |
164.36 |
164.36 |
164.18 |
164.34 |
| PP |
164.21 |
164.21 |
164.21 |
164.19 |
| S1 |
163.99 |
163.99 |
164.12 |
163.97 |
| S2 |
163.84 |
163.84 |
164.08 |
|
| S3 |
163.47 |
163.62 |
164.05 |
|
| S4 |
163.10 |
163.25 |
163.95 |
|
|
| 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 |
164.42 |
163.13 |
1.29 |
0.8% |
0.62 |
0.4% |
79% |
True |
False |
667,208 |
| 10 |
164.42 |
163.06 |
1.36 |
0.8% |
0.61 |
0.4% |
80% |
True |
False |
645,544 |
| 20 |
164.49 |
162.67 |
1.82 |
1.1% |
0.61 |
0.4% |
81% |
False |
False |
616,255 |
| 40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.67 |
0.4% |
86% |
False |
False |
639,837 |
| 60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.70 |
0.4% |
88% |
False |
False |
628,442 |
| 80 |
164.60 |
160.81 |
3.79 |
2.3% |
0.72 |
0.4% |
88% |
False |
False |
511,062 |
| 100 |
164.60 |
156.28 |
8.32 |
5.1% |
0.68 |
0.4% |
95% |
False |
False |
409,482 |
| 120 |
164.60 |
154.70 |
9.90 |
6.0% |
0.61 |
0.4% |
95% |
False |
False |
341,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.99 |
|
2.618 |
165.39 |
|
1.618 |
165.02 |
|
1.000 |
164.79 |
|
0.618 |
164.65 |
|
HIGH |
164.42 |
|
0.618 |
164.28 |
|
0.500 |
164.24 |
|
0.382 |
164.19 |
|
LOW |
164.05 |
|
0.618 |
163.82 |
|
1.000 |
163.68 |
|
1.618 |
163.45 |
|
2.618 |
163.08 |
|
4.250 |
162.48 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.24 |
164.07 |
| PP |
164.21 |
163.99 |
| S1 |
164.18 |
163.91 |
|