Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 29-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
166.71 |
166.75 |
0.04 |
0.0% |
164.58 |
High |
166.90 |
167.12 |
0.22 |
0.1% |
168.86 |
Low |
166.27 |
166.64 |
0.37 |
0.2% |
163.52 |
Close |
166.86 |
166.92 |
0.06 |
0.0% |
165.99 |
Range |
0.63 |
0.48 |
-0.15 |
-23.8% |
5.34 |
ATR |
0.91 |
0.88 |
-0.03 |
-3.4% |
0.00 |
Volume |
519,761 |
851,364 |
331,603 |
63.8% |
3,271,479 |
|
Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.33 |
168.11 |
167.18 |
|
R3 |
167.85 |
167.63 |
167.05 |
|
R2 |
167.37 |
167.37 |
167.01 |
|
R1 |
167.15 |
167.15 |
166.96 |
167.26 |
PP |
166.89 |
166.89 |
166.89 |
166.95 |
S1 |
166.67 |
166.67 |
166.88 |
166.78 |
S2 |
166.41 |
166.41 |
166.83 |
|
S3 |
165.93 |
166.19 |
166.79 |
|
S4 |
165.45 |
165.71 |
166.66 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182.14 |
179.41 |
168.93 |
|
R3 |
176.80 |
174.07 |
167.46 |
|
R2 |
171.46 |
171.46 |
166.97 |
|
R1 |
168.73 |
168.73 |
166.48 |
170.10 |
PP |
166.12 |
166.12 |
166.12 |
166.81 |
S1 |
163.39 |
163.39 |
165.50 |
164.76 |
S2 |
160.78 |
160.78 |
165.01 |
|
S3 |
155.44 |
158.05 |
164.52 |
|
S4 |
150.10 |
152.71 |
163.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
168.86 |
163.52 |
5.34 |
3.2% |
1.28 |
0.8% |
64% |
False |
False |
680,866 |
10 |
168.86 |
163.52 |
5.34 |
3.2% |
0.92 |
0.5% |
64% |
False |
False |
638,115 |
20 |
168.86 |
162.85 |
6.01 |
3.6% |
0.75 |
0.4% |
68% |
False |
False |
665,008 |
40 |
168.86 |
161.74 |
7.12 |
4.3% |
0.65 |
0.4% |
73% |
False |
False |
362,369 |
60 |
168.86 |
160.43 |
8.43 |
5.1% |
0.59 |
0.4% |
77% |
False |
False |
243,657 |
80 |
168.86 |
160.12 |
8.74 |
5.2% |
0.54 |
0.3% |
78% |
False |
False |
183,013 |
100 |
168.86 |
160.12 |
8.74 |
5.2% |
0.44 |
0.3% |
78% |
False |
False |
146,411 |
120 |
168.86 |
155.69 |
13.17 |
7.9% |
0.36 |
0.2% |
85% |
False |
False |
122,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.16 |
2.618 |
168.38 |
1.618 |
167.90 |
1.000 |
167.60 |
0.618 |
167.42 |
HIGH |
167.12 |
0.618 |
166.94 |
0.500 |
166.88 |
0.382 |
166.82 |
LOW |
166.64 |
0.618 |
166.34 |
1.000 |
166.16 |
1.618 |
165.86 |
2.618 |
165.38 |
4.250 |
164.60 |
|
|
Fisher Pivots for day following 29-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
166.91 |
166.80 |
PP |
166.89 |
166.69 |
S1 |
166.88 |
166.57 |
|