Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 13-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
167.43 |
166.67 |
-0.76 |
-0.5% |
167.30 |
High |
167.47 |
167.37 |
-0.10 |
-0.1% |
168.13 |
Low |
166.32 |
166.62 |
0.30 |
0.2% |
167.23 |
Close |
166.65 |
167.29 |
0.64 |
0.4% |
167.79 |
Range |
1.15 |
0.75 |
-0.40 |
-34.8% |
0.90 |
ATR |
0.90 |
0.89 |
-0.01 |
-1.2% |
0.00 |
Volume |
612,640 |
643,851 |
31,211 |
5.1% |
2,066,191 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.34 |
169.07 |
167.70 |
|
R3 |
168.59 |
168.32 |
167.50 |
|
R2 |
167.84 |
167.84 |
167.43 |
|
R1 |
167.57 |
167.57 |
167.36 |
167.71 |
PP |
167.09 |
167.09 |
167.09 |
167.16 |
S1 |
166.82 |
166.82 |
167.22 |
166.96 |
S2 |
166.34 |
166.34 |
167.15 |
|
S3 |
165.59 |
166.07 |
167.08 |
|
S4 |
164.84 |
165.32 |
166.88 |
|
|
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 |
168.06 |
166.32 |
1.74 |
1.0% |
0.75 |
0.4% |
56% |
False |
False |
573,901 |
10 |
168.13 |
165.51 |
2.62 |
1.6% |
0.86 |
0.5% |
68% |
False |
False |
577,033 |
20 |
168.86 |
163.52 |
5.34 |
3.2% |
0.89 |
0.5% |
71% |
False |
False |
595,536 |
40 |
168.86 |
162.12 |
6.74 |
4.0% |
0.73 |
0.4% |
77% |
False |
False |
482,792 |
60 |
168.86 |
160.43 |
8.43 |
5.0% |
0.67 |
0.4% |
81% |
False |
False |
324,880 |
80 |
168.86 |
160.43 |
8.43 |
5.0% |
0.59 |
0.4% |
81% |
False |
False |
244,493 |
100 |
168.86 |
160.12 |
8.74 |
5.2% |
0.52 |
0.3% |
82% |
False |
False |
195,600 |
120 |
168.86 |
157.56 |
11.30 |
6.8% |
0.43 |
0.3% |
86% |
False |
False |
163,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.56 |
2.618 |
169.33 |
1.618 |
168.58 |
1.000 |
168.12 |
0.618 |
167.83 |
HIGH |
167.37 |
0.618 |
167.08 |
0.500 |
167.00 |
0.382 |
166.91 |
LOW |
166.62 |
0.618 |
166.16 |
1.000 |
165.87 |
1.618 |
165.41 |
2.618 |
164.66 |
4.250 |
163.43 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
167.19 |
167.26 |
PP |
167.09 |
167.22 |
S1 |
167.00 |
167.19 |
|