Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 07-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
165.12 |
164.95 |
-0.17 |
-0.1% |
163.76 |
High |
165.17 |
165.49 |
0.32 |
0.2% |
165.23 |
Low |
164.86 |
164.84 |
-0.02 |
0.0% |
163.39 |
Close |
164.95 |
165.38 |
0.43 |
0.3% |
165.10 |
Range |
0.31 |
0.65 |
0.34 |
109.7% |
1.84 |
ATR |
0.65 |
0.65 |
0.00 |
0.0% |
0.00 |
Volume |
517,163 |
517,163 |
0 |
0.0% |
4,473,819 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.19 |
166.93 |
165.74 |
|
R3 |
166.54 |
166.28 |
165.56 |
|
R2 |
165.89 |
165.89 |
165.50 |
|
R1 |
165.63 |
165.63 |
165.44 |
165.76 |
PP |
165.24 |
165.24 |
165.24 |
165.30 |
S1 |
164.98 |
164.98 |
165.32 |
165.11 |
S2 |
164.59 |
164.59 |
165.26 |
|
S3 |
163.94 |
164.33 |
165.20 |
|
S4 |
163.29 |
163.68 |
165.02 |
|
|
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 |
165.49 |
163.87 |
1.62 |
1.0% |
0.58 |
0.3% |
93% |
True |
False |
924,655 |
10 |
165.49 |
163.13 |
2.36 |
1.4% |
0.60 |
0.4% |
95% |
True |
False |
750,481 |
20 |
165.49 |
163.06 |
2.43 |
1.5% |
0.60 |
0.4% |
95% |
True |
False |
666,920 |
40 |
165.49 |
161.46 |
4.03 |
2.4% |
0.67 |
0.4% |
97% |
True |
False |
662,909 |
60 |
165.49 |
161.02 |
4.47 |
2.7% |
0.67 |
0.4% |
98% |
True |
False |
632,376 |
80 |
165.49 |
160.81 |
4.68 |
2.8% |
0.71 |
0.4% |
98% |
True |
False |
553,762 |
100 |
165.49 |
157.33 |
8.16 |
4.9% |
0.68 |
0.4% |
99% |
True |
False |
443,837 |
120 |
165.49 |
154.70 |
10.79 |
6.5% |
0.63 |
0.4% |
99% |
True |
False |
369,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.25 |
2.618 |
167.19 |
1.618 |
166.54 |
1.000 |
166.14 |
0.618 |
165.89 |
HIGH |
165.49 |
0.618 |
165.24 |
0.500 |
165.17 |
0.382 |
165.09 |
LOW |
164.84 |
0.618 |
164.44 |
1.000 |
164.19 |
1.618 |
163.79 |
2.618 |
163.14 |
4.250 |
162.08 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
165.31 |
165.24 |
PP |
165.24 |
165.09 |
S1 |
165.17 |
164.95 |
|