Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 30-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
166.75 |
166.70 |
-0.05 |
0.0% |
164.58 |
High |
167.12 |
167.33 |
0.21 |
0.1% |
168.86 |
Low |
166.64 |
165.51 |
-1.13 |
-0.7% |
163.52 |
Close |
166.92 |
167.12 |
0.20 |
0.1% |
165.99 |
Range |
0.48 |
1.82 |
1.34 |
279.2% |
5.34 |
ATR |
0.88 |
0.95 |
0.07 |
7.6% |
0.00 |
Volume |
851,364 |
644,721 |
-206,643 |
-24.3% |
3,271,479 |
|
Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.11 |
171.44 |
168.12 |
|
R3 |
170.29 |
169.62 |
167.62 |
|
R2 |
168.47 |
168.47 |
167.45 |
|
R1 |
167.80 |
167.80 |
167.29 |
168.14 |
PP |
166.65 |
166.65 |
166.65 |
166.82 |
S1 |
165.98 |
165.98 |
166.95 |
166.32 |
S2 |
164.83 |
164.83 |
166.79 |
|
S3 |
163.01 |
164.16 |
166.62 |
|
S4 |
161.19 |
162.34 |
166.12 |
|
|
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 |
165.51 |
3.35 |
2.0% |
1.42 |
0.8% |
48% |
False |
True |
633,620 |
10 |
168.86 |
163.52 |
5.34 |
3.2% |
1.04 |
0.6% |
67% |
False |
False |
642,187 |
20 |
168.86 |
163.41 |
5.45 |
3.3% |
0.80 |
0.5% |
68% |
False |
False |
659,594 |
40 |
168.86 |
161.82 |
7.04 |
4.2% |
0.69 |
0.4% |
75% |
False |
False |
378,242 |
60 |
168.86 |
160.43 |
8.43 |
5.0% |
0.61 |
0.4% |
79% |
False |
False |
254,341 |
80 |
168.86 |
160.12 |
8.74 |
5.2% |
0.56 |
0.3% |
80% |
False |
False |
191,072 |
100 |
168.86 |
160.12 |
8.74 |
5.2% |
0.45 |
0.3% |
80% |
False |
False |
152,858 |
120 |
168.86 |
155.76 |
13.10 |
7.8% |
0.38 |
0.2% |
87% |
False |
False |
127,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
175.07 |
2.618 |
172.09 |
1.618 |
170.27 |
1.000 |
169.15 |
0.618 |
168.45 |
HIGH |
167.33 |
0.618 |
166.63 |
0.500 |
166.42 |
0.382 |
166.21 |
LOW |
165.51 |
0.618 |
164.39 |
1.000 |
163.69 |
1.618 |
162.57 |
2.618 |
160.75 |
4.250 |
157.78 |
|
|
Fisher Pivots for day following 30-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
166.89 |
166.89 |
PP |
166.65 |
166.65 |
S1 |
166.42 |
166.42 |
|