Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
164.95 |
165.27 |
0.32 |
0.2% |
163.76 |
High |
165.49 |
165.63 |
0.14 |
0.1% |
165.23 |
Low |
164.84 |
165.27 |
0.43 |
0.3% |
163.39 |
Close |
165.38 |
165.36 |
-0.02 |
0.0% |
165.10 |
Range |
0.65 |
0.36 |
-0.29 |
-44.6% |
1.84 |
ATR |
0.65 |
0.63 |
-0.02 |
-3.2% |
0.00 |
Volume |
517,163 |
22,981 |
-494,182 |
-95.6% |
4,473,819 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.50 |
166.29 |
165.56 |
|
R3 |
166.14 |
165.93 |
165.46 |
|
R2 |
165.78 |
165.78 |
165.43 |
|
R1 |
165.57 |
165.57 |
165.39 |
165.68 |
PP |
165.42 |
165.42 |
165.42 |
165.47 |
S1 |
165.21 |
165.21 |
165.33 |
165.32 |
S2 |
165.06 |
165.06 |
165.29 |
|
S3 |
164.70 |
164.85 |
165.26 |
|
S4 |
164.34 |
164.49 |
165.16 |
|
|
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 |
165.63 |
163.87 |
1.76 |
1.1% |
0.57 |
0.3% |
85% |
True |
False |
692,837 |
10 |
165.63 |
163.13 |
2.50 |
1.5% |
0.60 |
0.4% |
89% |
True |
False |
680,022 |
20 |
165.63 |
163.06 |
2.57 |
1.6% |
0.60 |
0.4% |
89% |
True |
False |
639,939 |
40 |
165.63 |
161.46 |
4.17 |
2.5% |
0.66 |
0.4% |
94% |
True |
False |
647,236 |
60 |
165.63 |
161.02 |
4.61 |
2.8% |
0.66 |
0.4% |
94% |
True |
False |
623,800 |
80 |
165.63 |
160.81 |
4.82 |
2.9% |
0.70 |
0.4% |
94% |
True |
False |
554,030 |
100 |
165.63 |
157.38 |
8.25 |
5.0% |
0.68 |
0.4% |
97% |
True |
False |
444,063 |
120 |
165.63 |
154.70 |
10.93 |
6.6% |
0.63 |
0.4% |
98% |
True |
False |
370,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.16 |
2.618 |
166.57 |
1.618 |
166.21 |
1.000 |
165.99 |
0.618 |
165.85 |
HIGH |
165.63 |
0.618 |
165.49 |
0.500 |
165.45 |
0.382 |
165.41 |
LOW |
165.27 |
0.618 |
165.05 |
1.000 |
164.91 |
1.618 |
164.69 |
2.618 |
164.33 |
4.250 |
163.74 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
165.45 |
165.32 |
PP |
165.42 |
165.28 |
S1 |
165.39 |
165.24 |
|