Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 06-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
167.30 |
167.98 |
0.68 |
0.4% |
166.05 |
High |
167.99 |
168.13 |
0.14 |
0.1% |
167.33 |
Low |
167.23 |
167.58 |
0.35 |
0.2% |
165.51 |
Close |
167.77 |
167.72 |
-0.05 |
0.0% |
166.97 |
Range |
0.76 |
0.55 |
-0.21 |
-27.6% |
1.82 |
ATR |
0.97 |
0.94 |
-0.03 |
-3.1% |
0.00 |
Volume |
612,857 |
556,051 |
-56,806 |
-9.3% |
2,782,374 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.46 |
169.14 |
168.02 |
|
R3 |
168.91 |
168.59 |
167.87 |
|
R2 |
168.36 |
168.36 |
167.82 |
|
R1 |
168.04 |
168.04 |
167.77 |
167.93 |
PP |
167.81 |
167.81 |
167.81 |
167.75 |
S1 |
167.49 |
167.49 |
167.67 |
167.38 |
S2 |
167.26 |
167.26 |
167.62 |
|
S3 |
166.71 |
166.94 |
167.57 |
|
S4 |
166.16 |
166.39 |
167.42 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.06 |
171.34 |
167.97 |
|
R3 |
170.24 |
169.52 |
167.47 |
|
R2 |
168.42 |
168.42 |
167.30 |
|
R1 |
167.70 |
167.70 |
167.14 |
168.06 |
PP |
166.60 |
166.60 |
166.60 |
166.79 |
S1 |
165.88 |
165.88 |
166.80 |
166.24 |
S2 |
164.78 |
164.78 |
166.64 |
|
S3 |
162.96 |
164.06 |
166.47 |
|
S4 |
161.14 |
162.24 |
165.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
168.13 |
165.51 |
2.62 |
1.6% |
0.97 |
0.6% |
84% |
True |
False |
580,164 |
10 |
168.86 |
163.52 |
5.34 |
3.2% |
1.12 |
0.7% |
79% |
False |
False |
619,097 |
20 |
168.86 |
163.52 |
5.34 |
3.2% |
0.83 |
0.5% |
79% |
False |
False |
604,638 |
40 |
168.86 |
162.12 |
6.74 |
4.0% |
0.70 |
0.4% |
83% |
False |
False |
412,563 |
60 |
168.86 |
160.43 |
8.43 |
5.0% |
0.64 |
0.4% |
86% |
False |
False |
277,553 |
80 |
168.86 |
160.12 |
8.74 |
5.2% |
0.56 |
0.3% |
87% |
False |
False |
208,624 |
100 |
168.86 |
160.12 |
8.74 |
5.2% |
0.48 |
0.3% |
87% |
False |
False |
166,905 |
120 |
168.86 |
156.54 |
12.32 |
7.3% |
0.40 |
0.2% |
91% |
False |
False |
139,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.47 |
2.618 |
169.57 |
1.618 |
169.02 |
1.000 |
168.68 |
0.618 |
168.47 |
HIGH |
168.13 |
0.618 |
167.92 |
0.500 |
167.86 |
0.382 |
167.79 |
LOW |
167.58 |
0.618 |
167.24 |
1.000 |
167.03 |
1.618 |
166.69 |
2.618 |
166.14 |
4.250 |
165.24 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
167.86 |
167.52 |
PP |
167.81 |
167.31 |
S1 |
167.77 |
167.11 |
|