Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 11-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
167.72 |
167.85 |
0.13 |
0.1% |
167.30 |
High |
168.06 |
168.05 |
-0.01 |
0.0% |
168.13 |
Low |
167.36 |
167.43 |
0.07 |
0.0% |
167.23 |
Close |
167.79 |
167.58 |
-0.21 |
-0.1% |
167.79 |
Range |
0.70 |
0.62 |
-0.08 |
-11.4% |
0.90 |
ATR |
0.90 |
0.88 |
-0.02 |
-2.2% |
0.00 |
Volume |
412,361 |
715,733 |
303,372 |
73.6% |
2,066,191 |
|
Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.55 |
169.18 |
167.92 |
|
R3 |
168.93 |
168.56 |
167.75 |
|
R2 |
168.31 |
168.31 |
167.69 |
|
R1 |
167.94 |
167.94 |
167.64 |
167.82 |
PP |
167.69 |
167.69 |
167.69 |
167.62 |
S1 |
167.32 |
167.32 |
167.52 |
167.20 |
S2 |
167.07 |
167.07 |
167.47 |
|
S3 |
166.45 |
166.70 |
167.41 |
|
S4 |
165.83 |
166.08 |
167.24 |
|
|
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 |
167.23 |
0.90 |
0.5% |
0.63 |
0.4% |
39% |
False |
False |
556,384 |
10 |
168.13 |
165.51 |
2.62 |
1.6% |
0.82 |
0.5% |
79% |
False |
False |
556,429 |
20 |
168.86 |
163.52 |
5.34 |
3.2% |
0.86 |
0.5% |
76% |
False |
False |
602,330 |
40 |
168.86 |
162.12 |
6.74 |
4.0% |
0.71 |
0.4% |
81% |
False |
False |
452,006 |
60 |
168.86 |
160.43 |
8.43 |
5.0% |
0.65 |
0.4% |
85% |
False |
False |
304,082 |
80 |
168.86 |
160.43 |
8.43 |
5.0% |
0.57 |
0.3% |
85% |
False |
False |
228,787 |
100 |
168.86 |
160.12 |
8.74 |
5.2% |
0.50 |
0.3% |
85% |
False |
False |
183,035 |
120 |
168.86 |
157.48 |
11.38 |
6.8% |
0.42 |
0.2% |
89% |
False |
False |
152,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.69 |
2.618 |
169.67 |
1.618 |
169.05 |
1.000 |
168.67 |
0.618 |
168.43 |
HIGH |
168.05 |
0.618 |
167.81 |
0.500 |
167.74 |
0.382 |
167.67 |
LOW |
167.43 |
0.618 |
167.05 |
1.000 |
166.81 |
1.618 |
166.43 |
2.618 |
165.81 |
4.250 |
164.80 |
|
|
Fisher Pivots for day following 11-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
167.74 |
167.66 |
PP |
167.69 |
167.63 |
S1 |
167.63 |
167.61 |
|