Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
164.41 |
165.12 |
0.71 |
0.4% |
163.76 |
High |
165.23 |
165.17 |
-0.06 |
0.0% |
165.23 |
Low |
164.40 |
164.86 |
0.46 |
0.3% |
163.39 |
Close |
165.10 |
164.95 |
-0.15 |
-0.1% |
165.10 |
Range |
0.83 |
0.31 |
-0.52 |
-62.7% |
1.84 |
ATR |
0.68 |
0.65 |
-0.03 |
-3.9% |
0.00 |
Volume |
1,094,871 |
517,163 |
-577,708 |
-52.8% |
4,473,819 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.92 |
165.75 |
165.12 |
|
R3 |
165.61 |
165.44 |
165.04 |
|
R2 |
165.30 |
165.30 |
165.01 |
|
R1 |
165.13 |
165.13 |
164.98 |
165.06 |
PP |
164.99 |
164.99 |
164.99 |
164.96 |
S1 |
164.82 |
164.82 |
164.92 |
164.75 |
S2 |
164.68 |
164.68 |
164.89 |
|
S3 |
164.37 |
164.51 |
164.86 |
|
S4 |
164.06 |
164.20 |
164.78 |
|
|
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% |
0.61 |
0.4% |
85% |
False |
False |
998,196 |
10 |
165.23 |
163.13 |
2.10 |
1.3% |
0.60 |
0.4% |
87% |
False |
False |
757,017 |
20 |
165.23 |
163.06 |
2.17 |
1.3% |
0.60 |
0.4% |
87% |
False |
False |
674,776 |
40 |
165.23 |
161.46 |
3.77 |
2.3% |
0.68 |
0.4% |
93% |
False |
False |
670,264 |
60 |
165.23 |
160.81 |
4.42 |
2.7% |
0.70 |
0.4% |
94% |
False |
False |
634,880 |
80 |
165.23 |
160.81 |
4.42 |
2.7% |
0.71 |
0.4% |
94% |
False |
False |
547,341 |
100 |
165.23 |
157.07 |
8.16 |
4.9% |
0.68 |
0.4% |
97% |
False |
False |
438,673 |
120 |
165.23 |
154.70 |
10.53 |
6.4% |
0.63 |
0.4% |
97% |
False |
False |
365,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.49 |
2.618 |
165.98 |
1.618 |
165.67 |
1.000 |
165.48 |
0.618 |
165.36 |
HIGH |
165.17 |
0.618 |
165.05 |
0.500 |
165.02 |
0.382 |
164.98 |
LOW |
164.86 |
0.618 |
164.67 |
1.000 |
164.55 |
1.618 |
164.36 |
2.618 |
164.05 |
4.250 |
163.54 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
165.02 |
164.82 |
PP |
164.99 |
164.68 |
S1 |
164.97 |
164.55 |
|