Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 14-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
166.67 |
167.07 |
0.40 |
0.2% |
167.30 |
High |
167.37 |
167.17 |
-0.20 |
-0.1% |
168.13 |
Low |
166.62 |
166.26 |
-0.36 |
-0.2% |
167.23 |
Close |
167.29 |
166.67 |
-0.62 |
-0.4% |
167.79 |
Range |
0.75 |
0.91 |
0.16 |
21.3% |
0.90 |
ATR |
0.89 |
0.90 |
0.01 |
1.1% |
0.00 |
Volume |
643,851 |
482,625 |
-161,226 |
-25.0% |
2,066,191 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.43 |
168.96 |
167.17 |
|
R3 |
168.52 |
168.05 |
166.92 |
|
R2 |
167.61 |
167.61 |
166.84 |
|
R1 |
167.14 |
167.14 |
166.75 |
166.92 |
PP |
166.70 |
166.70 |
166.70 |
166.59 |
S1 |
166.23 |
166.23 |
166.59 |
166.01 |
S2 |
165.79 |
165.79 |
166.50 |
|
S3 |
164.88 |
165.32 |
166.42 |
|
S4 |
163.97 |
164.41 |
166.17 |
|
|
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 |
166.26 |
1.80 |
1.1% |
0.83 |
0.5% |
23% |
False |
True |
573,442 |
10 |
168.13 |
165.51 |
2.62 |
1.6% |
0.90 |
0.5% |
44% |
False |
False |
540,159 |
20 |
168.86 |
163.52 |
5.34 |
3.2% |
0.91 |
0.5% |
59% |
False |
False |
589,137 |
40 |
168.86 |
162.12 |
6.74 |
4.0% |
0.74 |
0.4% |
68% |
False |
False |
494,394 |
60 |
168.86 |
160.43 |
8.43 |
5.1% |
0.68 |
0.4% |
74% |
False |
False |
332,911 |
80 |
168.86 |
160.43 |
8.43 |
5.1% |
0.60 |
0.4% |
74% |
False |
False |
250,526 |
100 |
168.86 |
160.12 |
8.74 |
5.2% |
0.53 |
0.3% |
75% |
False |
False |
200,427 |
120 |
168.86 |
157.76 |
11.10 |
6.7% |
0.44 |
0.3% |
80% |
False |
False |
167,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.04 |
2.618 |
169.55 |
1.618 |
168.64 |
1.000 |
168.08 |
0.618 |
167.73 |
HIGH |
167.17 |
0.618 |
166.82 |
0.500 |
166.72 |
0.382 |
166.61 |
LOW |
166.26 |
0.618 |
165.70 |
1.000 |
165.35 |
1.618 |
164.79 |
2.618 |
163.88 |
4.250 |
162.39 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
166.72 |
166.87 |
PP |
166.70 |
166.80 |
S1 |
166.69 |
166.74 |
|