Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
163.59 |
163.43 |
-0.16 |
-0.1% |
163.10 |
| High |
163.64 |
163.80 |
0.16 |
0.1% |
163.84 |
| Low |
163.03 |
163.24 |
0.21 |
0.1% |
163.03 |
| Close |
163.32 |
163.51 |
0.19 |
0.1% |
163.51 |
| Range |
0.61 |
0.56 |
-0.05 |
-8.2% |
0.81 |
| ATR |
0.81 |
0.79 |
-0.02 |
-2.2% |
0.00 |
| Volume |
554,310 |
450,582 |
-103,728 |
-18.7% |
2,136,212 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.20 |
164.91 |
163.82 |
|
| R3 |
164.64 |
164.35 |
163.66 |
|
| R2 |
164.08 |
164.08 |
163.61 |
|
| R1 |
163.79 |
163.79 |
163.56 |
163.94 |
| PP |
163.52 |
163.52 |
163.52 |
163.59 |
| S1 |
163.23 |
163.23 |
163.46 |
163.38 |
| S2 |
162.96 |
162.96 |
163.41 |
|
| S3 |
162.40 |
162.67 |
163.36 |
|
| S4 |
161.84 |
162.11 |
163.20 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.89 |
165.51 |
163.96 |
|
| R3 |
165.08 |
164.70 |
163.73 |
|
| R2 |
164.27 |
164.27 |
163.66 |
|
| R1 |
163.89 |
163.89 |
163.58 |
164.08 |
| PP |
163.46 |
163.46 |
163.46 |
163.56 |
| S1 |
163.08 |
163.08 |
163.44 |
163.27 |
| S2 |
162.65 |
162.65 |
163.36 |
|
| S3 |
161.84 |
162.27 |
163.29 |
|
| S4 |
161.03 |
161.46 |
163.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.84 |
162.82 |
1.02 |
0.6% |
0.63 |
0.4% |
68% |
False |
False |
519,138 |
| 10 |
163.84 |
161.88 |
1.96 |
1.2% |
0.65 |
0.4% |
83% |
False |
False |
513,484 |
| 20 |
163.84 |
160.81 |
3.03 |
1.9% |
0.83 |
0.5% |
89% |
False |
False |
617,727 |
| 40 |
164.00 |
160.81 |
3.19 |
2.0% |
0.77 |
0.5% |
85% |
False |
False |
349,869 |
| 60 |
164.00 |
156.28 |
7.72 |
4.7% |
0.69 |
0.4% |
94% |
False |
False |
234,129 |
| 80 |
164.00 |
154.70 |
9.30 |
5.7% |
0.57 |
0.4% |
95% |
False |
False |
175,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.18 |
|
2.618 |
165.27 |
|
1.618 |
164.71 |
|
1.000 |
164.36 |
|
0.618 |
164.15 |
|
HIGH |
163.80 |
|
0.618 |
163.59 |
|
0.500 |
163.52 |
|
0.382 |
163.45 |
|
LOW |
163.24 |
|
0.618 |
162.89 |
|
1.000 |
162.68 |
|
1.618 |
162.33 |
|
2.618 |
161.77 |
|
4.250 |
160.86 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.52 |
163.49 |
| PP |
163.52 |
163.46 |
| S1 |
163.51 |
163.44 |
|