Euro Bund Future September 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
163.20 |
162.82 |
-0.38 |
-0.2% |
162.67 |
| High |
163.25 |
163.16 |
-0.09 |
-0.1% |
163.52 |
| Low |
162.80 |
162.52 |
-0.28 |
-0.2% |
162.67 |
| Close |
162.92 |
163.16 |
0.24 |
0.1% |
163.21 |
| Range |
0.45 |
0.64 |
0.19 |
42.2% |
0.85 |
| ATR |
0.57 |
0.58 |
0.00 |
0.8% |
0.00 |
| Volume |
14,087 |
18,535 |
4,448 |
31.6% |
59,203 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.87 |
164.65 |
163.51 |
|
| R3 |
164.23 |
164.01 |
163.34 |
|
| R2 |
163.59 |
163.59 |
163.28 |
|
| R1 |
163.37 |
163.37 |
163.22 |
163.48 |
| PP |
162.95 |
162.95 |
162.95 |
163.00 |
| S1 |
162.73 |
162.73 |
163.10 |
162.84 |
| S2 |
162.31 |
162.31 |
163.04 |
|
| S3 |
161.67 |
162.09 |
162.98 |
|
| S4 |
161.03 |
161.45 |
162.81 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.68 |
165.30 |
163.68 |
|
| R3 |
164.83 |
164.45 |
163.44 |
|
| R2 |
163.98 |
163.98 |
163.37 |
|
| R1 |
163.60 |
163.60 |
163.29 |
163.79 |
| PP |
163.13 |
163.13 |
163.13 |
163.23 |
| S1 |
162.75 |
162.75 |
163.13 |
162.94 |
| S2 |
162.28 |
162.28 |
163.05 |
|
| S3 |
161.43 |
161.90 |
162.98 |
|
| S4 |
160.58 |
161.05 |
162.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.52 |
162.52 |
1.00 |
0.6% |
0.55 |
0.3% |
64% |
False |
True |
15,412 |
| 10 |
163.52 |
161.74 |
1.78 |
1.1% |
0.53 |
0.3% |
80% |
False |
False |
12,057 |
| 20 |
163.52 |
160.43 |
3.09 |
1.9% |
0.56 |
0.3% |
88% |
False |
False |
9,945 |
| 40 |
163.61 |
160.43 |
3.18 |
1.9% |
0.45 |
0.3% |
86% |
False |
False |
6,657 |
| 60 |
163.61 |
160.12 |
3.49 |
2.1% |
0.38 |
0.2% |
87% |
False |
False |
4,448 |
| 80 |
163.61 |
157.76 |
5.85 |
3.6% |
0.29 |
0.2% |
92% |
False |
False |
3,336 |
| 100 |
163.61 |
155.15 |
8.46 |
5.2% |
0.23 |
0.1% |
95% |
False |
False |
2,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.88 |
|
2.618 |
164.84 |
|
1.618 |
164.20 |
|
1.000 |
163.80 |
|
0.618 |
163.56 |
|
HIGH |
163.16 |
|
0.618 |
162.92 |
|
0.500 |
162.84 |
|
0.382 |
162.76 |
|
LOW |
162.52 |
|
0.618 |
162.12 |
|
1.000 |
161.88 |
|
1.618 |
161.48 |
|
2.618 |
160.84 |
|
4.250 |
159.80 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.05 |
163.08 |
| PP |
162.95 |
163.00 |
| S1 |
162.84 |
162.92 |
|