Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
167.77 |
167.72 |
-0.05 |
0.0% |
167.30 |
High |
167.79 |
168.06 |
0.27 |
0.2% |
168.13 |
Low |
167.25 |
167.36 |
0.11 |
0.1% |
167.23 |
Close |
167.57 |
167.79 |
0.22 |
0.1% |
167.79 |
Range |
0.54 |
0.70 |
0.16 |
29.6% |
0.90 |
ATR |
0.91 |
0.90 |
-0.02 |
-1.7% |
0.00 |
Volume |
484,922 |
412,361 |
-72,561 |
-15.0% |
2,066,191 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.84 |
169.51 |
168.18 |
|
R3 |
169.14 |
168.81 |
167.98 |
|
R2 |
168.44 |
168.44 |
167.92 |
|
R1 |
168.11 |
168.11 |
167.85 |
168.28 |
PP |
167.74 |
167.74 |
167.74 |
167.82 |
S1 |
167.41 |
167.41 |
167.73 |
167.58 |
S2 |
167.04 |
167.04 |
167.66 |
|
S3 |
166.34 |
166.71 |
167.60 |
|
S4 |
165.64 |
166.01 |
167.41 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.42 |
170.00 |
168.29 |
|
R3 |
169.52 |
169.10 |
168.04 |
|
R2 |
168.62 |
168.62 |
167.96 |
|
R1 |
168.20 |
168.20 |
167.87 |
168.41 |
PP |
167.72 |
167.72 |
167.72 |
167.82 |
S1 |
167.30 |
167.30 |
167.71 |
167.51 |
S2 |
166.82 |
166.82 |
167.63 |
|
S3 |
165.92 |
166.40 |
167.54 |
|
S4 |
165.02 |
165.50 |
167.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
168.13 |
166.09 |
2.04 |
1.2% |
0.75 |
0.4% |
83% |
False |
False |
460,404 |
10 |
168.86 |
165.51 |
3.35 |
2.0% |
1.09 |
0.6% |
68% |
False |
False |
547,012 |
20 |
168.86 |
163.52 |
5.34 |
3.2% |
0.85 |
0.5% |
80% |
False |
False |
594,338 |
40 |
168.86 |
162.12 |
6.74 |
4.0% |
0.71 |
0.4% |
84% |
False |
False |
434,445 |
60 |
168.86 |
160.43 |
8.43 |
5.0% |
0.64 |
0.4% |
87% |
False |
False |
292,162 |
80 |
168.86 |
160.12 |
8.74 |
5.2% |
0.57 |
0.3% |
88% |
False |
False |
219,840 |
100 |
168.86 |
160.12 |
8.74 |
5.2% |
0.49 |
0.3% |
88% |
False |
False |
175,878 |
120 |
168.86 |
156.54 |
12.32 |
7.3% |
0.41 |
0.2% |
91% |
False |
False |
146,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.04 |
2.618 |
169.89 |
1.618 |
169.19 |
1.000 |
168.76 |
0.618 |
168.49 |
HIGH |
168.06 |
0.618 |
167.79 |
0.500 |
167.71 |
0.382 |
167.63 |
LOW |
167.36 |
0.618 |
166.93 |
1.000 |
166.66 |
1.618 |
166.23 |
2.618 |
165.53 |
4.250 |
164.39 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
167.76 |
167.76 |
PP |
167.74 |
167.72 |
S1 |
167.71 |
167.69 |
|