Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
163.22 |
162.57 |
-0.65 |
-0.4% |
164.09 |
| High |
163.34 |
162.68 |
-0.66 |
-0.4% |
164.17 |
| Low |
162.33 |
162.34 |
0.01 |
0.0% |
162.33 |
| Close |
162.49 |
162.49 |
0.00 |
0.0% |
162.49 |
| Range |
1.01 |
0.34 |
-0.67 |
-66.3% |
1.84 |
| ATR |
0.76 |
0.73 |
-0.03 |
-3.9% |
0.00 |
| Volume |
551,579 |
722,562 |
170,983 |
31.0% |
3,469,210 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.52 |
163.35 |
162.68 |
|
| R3 |
163.18 |
163.01 |
162.58 |
|
| R2 |
162.84 |
162.84 |
162.55 |
|
| R1 |
162.67 |
162.67 |
162.52 |
162.59 |
| PP |
162.50 |
162.50 |
162.50 |
162.46 |
| S1 |
162.33 |
162.33 |
162.46 |
162.25 |
| S2 |
162.16 |
162.16 |
162.43 |
|
| S3 |
161.82 |
161.99 |
162.40 |
|
| S4 |
161.48 |
161.65 |
162.30 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.52 |
167.34 |
163.50 |
|
| R3 |
166.68 |
165.50 |
163.00 |
|
| R2 |
164.84 |
164.84 |
162.83 |
|
| R1 |
163.66 |
163.66 |
162.66 |
163.33 |
| PP |
163.00 |
163.00 |
163.00 |
162.83 |
| S1 |
161.82 |
161.82 |
162.32 |
161.49 |
| S2 |
161.16 |
161.16 |
162.15 |
|
| S3 |
159.32 |
159.98 |
161.98 |
|
| S4 |
157.48 |
158.14 |
161.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.17 |
162.33 |
1.84 |
1.1% |
0.64 |
0.4% |
9% |
False |
False |
693,842 |
| 10 |
164.60 |
162.33 |
2.27 |
1.4% |
0.72 |
0.4% |
7% |
False |
False |
665,044 |
| 20 |
164.60 |
162.33 |
2.27 |
1.4% |
0.65 |
0.4% |
7% |
False |
False |
613,005 |
| 40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.74 |
0.5% |
44% |
False |
False |
586,265 |
| 60 |
164.60 |
159.51 |
5.09 |
3.1% |
0.73 |
0.4% |
59% |
False |
False |
394,748 |
| 80 |
164.60 |
155.39 |
9.21 |
5.7% |
0.65 |
0.4% |
77% |
False |
False |
296,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.13 |
|
2.618 |
163.57 |
|
1.618 |
163.23 |
|
1.000 |
163.02 |
|
0.618 |
162.89 |
|
HIGH |
162.68 |
|
0.618 |
162.55 |
|
0.500 |
162.51 |
|
0.382 |
162.47 |
|
LOW |
162.34 |
|
0.618 |
162.13 |
|
1.000 |
162.00 |
|
1.618 |
161.79 |
|
2.618 |
161.45 |
|
4.250 |
160.90 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162.51 |
163.04 |
| PP |
162.50 |
162.85 |
| S1 |
162.50 |
162.67 |
|