Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
166.78 |
166.27 |
-0.51 |
-0.3% |
167.85 |
High |
166.84 |
166.67 |
-0.17 |
-0.1% |
168.05 |
Low |
165.95 |
166.17 |
0.22 |
0.1% |
165.95 |
Close |
166.06 |
166.36 |
0.30 |
0.2% |
166.06 |
Range |
0.89 |
0.50 |
-0.39 |
-43.8% |
2.10 |
ATR |
0.90 |
0.88 |
-0.02 |
-2.3% |
0.00 |
Volume |
462,946 |
536,134 |
73,188 |
15.8% |
2,917,795 |
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.90 |
167.63 |
166.64 |
|
R3 |
167.40 |
167.13 |
166.50 |
|
R2 |
166.90 |
166.90 |
166.45 |
|
R1 |
166.63 |
166.63 |
166.41 |
166.77 |
PP |
166.40 |
166.40 |
166.40 |
166.47 |
S1 |
166.13 |
166.13 |
166.31 |
166.27 |
S2 |
165.90 |
165.90 |
166.27 |
|
S3 |
165.40 |
165.63 |
166.22 |
|
S4 |
164.90 |
165.13 |
166.09 |
|
|
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 |
167.47 |
165.95 |
1.52 |
0.9% |
0.84 |
0.5% |
27% |
False |
False |
547,639 |
10 |
168.13 |
165.95 |
2.18 |
1.3% |
0.74 |
0.4% |
19% |
False |
False |
552,012 |
20 |
168.86 |
163.52 |
5.34 |
3.2% |
0.92 |
0.6% |
53% |
False |
False |
578,698 |
40 |
168.86 |
162.13 |
6.73 |
4.0% |
0.74 |
0.4% |
63% |
False |
False |
518,484 |
60 |
168.86 |
160.43 |
8.43 |
5.1% |
0.69 |
0.4% |
70% |
False |
False |
349,310 |
80 |
168.86 |
160.43 |
8.43 |
5.1% |
0.60 |
0.4% |
70% |
False |
False |
262,940 |
100 |
168.86 |
160.12 |
8.74 |
5.3% |
0.54 |
0.3% |
71% |
False |
False |
210,417 |
120 |
168.86 |
158.21 |
10.65 |
6.4% |
0.45 |
0.3% |
77% |
False |
False |
175,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.80 |
2.618 |
167.98 |
1.618 |
167.48 |
1.000 |
167.17 |
0.618 |
166.98 |
HIGH |
166.67 |
0.618 |
166.48 |
0.500 |
166.42 |
0.382 |
166.36 |
LOW |
166.17 |
0.618 |
165.86 |
1.000 |
165.67 |
1.618 |
165.36 |
2.618 |
164.86 |
4.250 |
164.05 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
166.42 |
166.56 |
PP |
166.40 |
166.49 |
S1 |
166.38 |
166.43 |
|