Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
164.14 |
164.41 |
0.27 |
0.2% |
163.76 |
High |
164.59 |
165.23 |
0.64 |
0.4% |
165.23 |
Low |
163.87 |
164.40 |
0.53 |
0.3% |
163.39 |
Close |
164.49 |
165.10 |
0.61 |
0.4% |
165.10 |
Range |
0.72 |
0.83 |
0.11 |
15.3% |
1.84 |
ATR |
0.66 |
0.68 |
0.01 |
1.8% |
0.00 |
Volume |
1,312,010 |
1,094,871 |
-217,139 |
-16.6% |
4,473,819 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.40 |
167.08 |
165.56 |
|
R3 |
166.57 |
166.25 |
165.33 |
|
R2 |
165.74 |
165.74 |
165.25 |
|
R1 |
165.42 |
165.42 |
165.18 |
165.58 |
PP |
164.91 |
164.91 |
164.91 |
164.99 |
S1 |
164.59 |
164.59 |
165.02 |
164.75 |
S2 |
164.08 |
164.08 |
164.95 |
|
S3 |
163.25 |
163.76 |
164.87 |
|
S4 |
162.42 |
162.93 |
164.64 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.09 |
169.44 |
166.11 |
|
R3 |
168.25 |
167.60 |
165.61 |
|
R2 |
166.41 |
166.41 |
165.44 |
|
R1 |
165.76 |
165.76 |
165.27 |
166.09 |
PP |
164.57 |
164.57 |
164.57 |
164.74 |
S1 |
163.92 |
163.92 |
164.93 |
164.25 |
S2 |
162.73 |
162.73 |
164.76 |
|
S3 |
160.89 |
162.08 |
164.59 |
|
S4 |
159.05 |
160.24 |
164.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.23 |
163.39 |
1.84 |
1.1% |
0.64 |
0.4% |
93% |
True |
False |
938,648 |
10 |
165.23 |
163.13 |
2.10 |
1.3% |
0.62 |
0.4% |
94% |
True |
False |
768,350 |
20 |
165.23 |
163.06 |
2.17 |
1.3% |
0.61 |
0.4% |
94% |
True |
False |
679,402 |
40 |
165.23 |
161.46 |
3.77 |
2.3% |
0.68 |
0.4% |
97% |
True |
False |
673,221 |
60 |
165.23 |
160.81 |
4.42 |
2.7% |
0.71 |
0.4% |
97% |
True |
False |
645,766 |
80 |
165.23 |
160.81 |
4.42 |
2.7% |
0.71 |
0.4% |
97% |
True |
False |
541,022 |
100 |
165.23 |
157.05 |
8.18 |
5.0% |
0.68 |
0.4% |
98% |
True |
False |
433,511 |
120 |
165.23 |
154.70 |
10.53 |
6.4% |
0.62 |
0.4% |
99% |
True |
False |
361,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.76 |
2.618 |
167.40 |
1.618 |
166.57 |
1.000 |
166.06 |
0.618 |
165.74 |
HIGH |
165.23 |
0.618 |
164.91 |
0.500 |
164.82 |
0.382 |
164.72 |
LOW |
164.40 |
0.618 |
163.89 |
1.000 |
163.57 |
1.618 |
163.06 |
2.618 |
162.23 |
4.250 |
160.87 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
165.01 |
164.92 |
PP |
164.91 |
164.73 |
S1 |
164.82 |
164.55 |
|