Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
164.09 |
163.40 |
-0.69 |
-0.4% |
164.40 |
| High |
164.17 |
163.60 |
-0.57 |
-0.3% |
164.60 |
| Low |
163.36 |
163.09 |
-0.27 |
-0.2% |
163.16 |
| Close |
163.48 |
163.24 |
-0.24 |
-0.1% |
163.88 |
| Range |
0.81 |
0.51 |
-0.30 |
-37.0% |
1.44 |
| ATR |
0.74 |
0.73 |
-0.02 |
-2.2% |
0.00 |
| Volume |
658,838 |
551,670 |
-107,168 |
-16.3% |
3,181,233 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.84 |
164.55 |
163.52 |
|
| R3 |
164.33 |
164.04 |
163.38 |
|
| R2 |
163.82 |
163.82 |
163.33 |
|
| R1 |
163.53 |
163.53 |
163.29 |
163.42 |
| PP |
163.31 |
163.31 |
163.31 |
163.26 |
| S1 |
163.02 |
163.02 |
163.19 |
162.91 |
| S2 |
162.80 |
162.80 |
163.15 |
|
| S3 |
162.29 |
162.51 |
163.10 |
|
| S4 |
161.78 |
162.00 |
162.96 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.20 |
167.48 |
164.67 |
|
| R3 |
166.76 |
166.04 |
164.28 |
|
| R2 |
165.32 |
165.32 |
164.14 |
|
| R1 |
164.60 |
164.60 |
164.01 |
164.24 |
| PP |
163.88 |
163.88 |
163.88 |
163.70 |
| S1 |
163.16 |
163.16 |
163.75 |
162.80 |
| S2 |
162.44 |
162.44 |
163.62 |
|
| S3 |
161.00 |
161.72 |
163.48 |
|
| S4 |
159.56 |
160.28 |
163.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.17 |
163.09 |
1.08 |
0.7% |
0.73 |
0.4% |
14% |
False |
True |
586,091 |
| 10 |
164.60 |
163.09 |
1.51 |
0.9% |
0.68 |
0.4% |
10% |
False |
True |
609,870 |
| 20 |
164.60 |
162.19 |
2.41 |
1.5% |
0.66 |
0.4% |
44% |
False |
False |
576,530 |
| 40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.74 |
0.5% |
64% |
False |
False |
532,150 |
| 60 |
164.60 |
158.77 |
5.83 |
3.6% |
0.72 |
0.4% |
77% |
False |
False |
357,394 |
| 80 |
164.60 |
155.33 |
9.27 |
5.7% |
0.64 |
0.4% |
85% |
False |
False |
268,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.77 |
|
2.618 |
164.94 |
|
1.618 |
164.43 |
|
1.000 |
164.11 |
|
0.618 |
163.92 |
|
HIGH |
163.60 |
|
0.618 |
163.41 |
|
0.500 |
163.35 |
|
0.382 |
163.28 |
|
LOW |
163.09 |
|
0.618 |
162.77 |
|
1.000 |
162.58 |
|
1.618 |
162.26 |
|
2.618 |
161.75 |
|
4.250 |
160.92 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.35 |
163.63 |
| PP |
163.31 |
163.50 |
| S1 |
163.28 |
163.37 |
|