Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 02-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
164.15 |
164.14 |
-0.01 |
0.0% |
163.66 |
High |
164.42 |
164.59 |
0.17 |
0.1% |
164.36 |
Low |
164.05 |
163.87 |
-0.18 |
-0.1% |
163.13 |
Close |
164.15 |
164.49 |
0.34 |
0.2% |
164.00 |
Range |
0.37 |
0.72 |
0.35 |
94.6% |
1.23 |
ATR |
0.66 |
0.66 |
0.00 |
0.7% |
0.00 |
Volume |
1,182,069 |
1,312,010 |
129,941 |
11.0% |
2,579,190 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.48 |
166.20 |
164.89 |
|
R3 |
165.76 |
165.48 |
164.69 |
|
R2 |
165.04 |
165.04 |
164.62 |
|
R1 |
164.76 |
164.76 |
164.56 |
164.90 |
PP |
164.32 |
164.32 |
164.32 |
164.39 |
S1 |
164.04 |
164.04 |
164.42 |
164.18 |
S2 |
163.60 |
163.60 |
164.36 |
|
S3 |
162.88 |
163.32 |
164.29 |
|
S4 |
162.16 |
162.60 |
164.09 |
|
|
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 |
164.59 |
163.39 |
1.20 |
0.7% |
0.60 |
0.4% |
92% |
True |
False |
818,537 |
10 |
164.59 |
163.06 |
1.53 |
0.9% |
0.60 |
0.4% |
93% |
True |
False |
705,258 |
20 |
164.59 |
162.73 |
1.86 |
1.1% |
0.63 |
0.4% |
95% |
True |
False |
654,542 |
40 |
164.60 |
161.46 |
3.14 |
1.9% |
0.67 |
0.4% |
96% |
False |
False |
656,080 |
60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.71 |
0.4% |
97% |
False |
False |
638,166 |
80 |
164.60 |
160.81 |
3.79 |
2.3% |
0.72 |
0.4% |
97% |
False |
False |
527,347 |
100 |
164.60 |
156.28 |
8.32 |
5.1% |
0.68 |
0.4% |
99% |
False |
False |
422,593 |
120 |
164.60 |
154.70 |
9.90 |
6.0% |
0.62 |
0.4% |
99% |
False |
False |
352,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.65 |
2.618 |
166.47 |
1.618 |
165.75 |
1.000 |
165.31 |
0.618 |
165.03 |
HIGH |
164.59 |
0.618 |
164.31 |
0.500 |
164.23 |
0.382 |
164.15 |
LOW |
163.87 |
0.618 |
163.43 |
1.000 |
163.15 |
1.618 |
162.71 |
2.618 |
161.99 |
4.250 |
160.81 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
164.40 |
164.32 |
PP |
164.32 |
164.16 |
S1 |
164.23 |
163.99 |
|