Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
162.99 |
163.80 |
0.81 |
0.5% |
162.05 |
| High |
163.86 |
163.93 |
0.07 |
0.0% |
163.93 |
| Low |
162.73 |
163.42 |
0.69 |
0.4% |
161.84 |
| Close |
163.50 |
163.82 |
0.32 |
0.2% |
163.82 |
| Range |
1.13 |
0.51 |
-0.62 |
-54.9% |
2.09 |
| ATR |
0.79 |
0.77 |
-0.02 |
-2.6% |
0.00 |
| Volume |
597,664 |
609,686 |
12,022 |
2.0% |
3,320,811 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.25 |
165.05 |
164.10 |
|
| R3 |
164.74 |
164.54 |
163.96 |
|
| R2 |
164.23 |
164.23 |
163.91 |
|
| R1 |
164.03 |
164.03 |
163.87 |
164.13 |
| PP |
163.72 |
163.72 |
163.72 |
163.78 |
| S1 |
163.52 |
163.52 |
163.77 |
163.62 |
| S2 |
163.21 |
163.21 |
163.73 |
|
| S3 |
162.70 |
163.01 |
163.68 |
|
| S4 |
162.19 |
162.50 |
163.54 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.47 |
168.73 |
164.97 |
|
| R3 |
167.38 |
166.64 |
164.39 |
|
| R2 |
165.29 |
165.29 |
164.20 |
|
| R1 |
164.55 |
164.55 |
164.01 |
164.92 |
| PP |
163.20 |
163.20 |
163.20 |
163.38 |
| S1 |
162.46 |
162.46 |
163.63 |
162.83 |
| S2 |
161.11 |
161.11 |
163.44 |
|
| S3 |
159.02 |
160.37 |
163.25 |
|
| S4 |
156.93 |
158.28 |
162.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.93 |
161.84 |
2.09 |
1.3% |
0.77 |
0.5% |
95% |
True |
False |
664,162 |
| 10 |
163.93 |
161.46 |
2.47 |
1.5% |
0.78 |
0.5% |
96% |
True |
False |
666,461 |
| 20 |
164.60 |
161.46 |
3.14 |
1.9% |
0.75 |
0.5% |
75% |
False |
False |
665,752 |
| 40 |
164.60 |
160.81 |
3.79 |
2.3% |
0.75 |
0.5% |
79% |
False |
False |
614,931 |
| 60 |
164.60 |
160.81 |
3.79 |
2.3% |
0.75 |
0.5% |
79% |
False |
False |
504,863 |
| 80 |
164.60 |
157.07 |
7.53 |
4.6% |
0.70 |
0.4% |
90% |
False |
False |
379,647 |
| 100 |
164.60 |
154.70 |
9.90 |
6.0% |
0.63 |
0.4% |
92% |
False |
False |
303,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.10 |
|
2.618 |
165.27 |
|
1.618 |
164.76 |
|
1.000 |
164.44 |
|
0.618 |
164.25 |
|
HIGH |
163.93 |
|
0.618 |
163.74 |
|
0.500 |
163.68 |
|
0.382 |
163.61 |
|
LOW |
163.42 |
|
0.618 |
163.10 |
|
1.000 |
162.91 |
|
1.618 |
162.59 |
|
2.618 |
162.08 |
|
4.250 |
161.25 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.77 |
163.65 |
| PP |
163.72 |
163.47 |
| S1 |
163.68 |
163.30 |
|