Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 15-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
167.07 |
166.78 |
-0.29 |
-0.2% |
167.85 |
High |
167.17 |
166.84 |
-0.33 |
-0.2% |
168.05 |
Low |
166.26 |
165.95 |
-0.31 |
-0.2% |
165.95 |
Close |
166.67 |
166.06 |
-0.61 |
-0.4% |
166.06 |
Range |
0.91 |
0.89 |
-0.02 |
-2.2% |
2.10 |
ATR |
0.90 |
0.90 |
0.00 |
-0.1% |
0.00 |
Volume |
482,625 |
462,946 |
-19,679 |
-4.1% |
2,917,795 |
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.95 |
168.40 |
166.55 |
|
R3 |
168.06 |
167.51 |
166.30 |
|
R2 |
167.17 |
167.17 |
166.22 |
|
R1 |
166.62 |
166.62 |
166.14 |
166.45 |
PP |
166.28 |
166.28 |
166.28 |
166.20 |
S1 |
165.73 |
165.73 |
165.98 |
165.56 |
S2 |
165.39 |
165.39 |
165.90 |
|
S3 |
164.50 |
164.84 |
165.82 |
|
S4 |
163.61 |
163.95 |
165.57 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.99 |
171.62 |
167.22 |
|
R3 |
170.89 |
169.52 |
166.64 |
|
R2 |
168.79 |
168.79 |
166.45 |
|
R1 |
167.42 |
167.42 |
166.25 |
167.06 |
PP |
166.69 |
166.69 |
166.69 |
166.50 |
S1 |
165.32 |
165.32 |
165.87 |
164.96 |
S2 |
164.59 |
164.59 |
165.68 |
|
S3 |
162.49 |
163.22 |
165.48 |
|
S4 |
160.39 |
161.12 |
164.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
168.05 |
165.95 |
2.10 |
1.3% |
0.86 |
0.5% |
5% |
False |
True |
583,559 |
10 |
168.13 |
165.95 |
2.18 |
1.3% |
0.81 |
0.5% |
5% |
False |
True |
521,981 |
20 |
168.86 |
163.52 |
5.34 |
3.2% |
0.92 |
0.6% |
48% |
False |
False |
582,084 |
40 |
168.86 |
162.12 |
6.74 |
4.1% |
0.74 |
0.4% |
58% |
False |
False |
505,505 |
60 |
168.86 |
160.43 |
8.43 |
5.1% |
0.69 |
0.4% |
67% |
False |
False |
340,472 |
80 |
168.86 |
160.43 |
8.43 |
5.1% |
0.60 |
0.4% |
67% |
False |
False |
256,311 |
100 |
168.86 |
160.12 |
8.74 |
5.3% |
0.53 |
0.3% |
68% |
False |
False |
205,056 |
120 |
168.86 |
158.17 |
10.69 |
6.4% |
0.45 |
0.3% |
74% |
False |
False |
170,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.62 |
2.618 |
169.17 |
1.618 |
168.28 |
1.000 |
167.73 |
0.618 |
167.39 |
HIGH |
166.84 |
0.618 |
166.50 |
0.500 |
166.40 |
0.382 |
166.29 |
LOW |
165.95 |
0.618 |
165.40 |
1.000 |
165.06 |
1.618 |
164.51 |
2.618 |
163.62 |
4.250 |
162.17 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
166.40 |
166.66 |
PP |
166.28 |
166.46 |
S1 |
166.17 |
166.26 |
|