Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
166.27 |
166.57 |
0.30 |
0.2% |
167.85 |
High |
166.67 |
166.87 |
0.20 |
0.1% |
168.05 |
Low |
166.17 |
166.33 |
0.16 |
0.1% |
165.95 |
Close |
166.36 |
166.49 |
0.13 |
0.1% |
166.06 |
Range |
0.50 |
0.54 |
0.04 |
8.0% |
2.10 |
ATR |
0.88 |
0.86 |
-0.02 |
-2.8% |
0.00 |
Volume |
536,134 |
540,753 |
4,619 |
0.9% |
2,917,795 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.18 |
167.88 |
166.79 |
|
R3 |
167.64 |
167.34 |
166.64 |
|
R2 |
167.10 |
167.10 |
166.59 |
|
R1 |
166.80 |
166.80 |
166.54 |
166.68 |
PP |
166.56 |
166.56 |
166.56 |
166.51 |
S1 |
166.26 |
166.26 |
166.44 |
166.14 |
S2 |
166.02 |
166.02 |
166.39 |
|
S3 |
165.48 |
165.72 |
166.34 |
|
S4 |
164.94 |
165.18 |
166.19 |
|
|
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 |
167.37 |
165.95 |
1.42 |
0.9% |
0.72 |
0.4% |
38% |
False |
False |
533,261 |
10 |
168.13 |
165.95 |
2.18 |
1.3% |
0.72 |
0.4% |
25% |
False |
False |
544,801 |
20 |
168.86 |
163.52 |
5.34 |
3.2% |
0.92 |
0.6% |
56% |
False |
False |
579,110 |
40 |
168.86 |
162.13 |
6.73 |
4.0% |
0.75 |
0.4% |
65% |
False |
False |
531,389 |
60 |
168.86 |
160.43 |
8.43 |
5.1% |
0.69 |
0.4% |
72% |
False |
False |
358,015 |
80 |
168.86 |
160.43 |
8.43 |
5.1% |
0.61 |
0.4% |
72% |
False |
False |
269,690 |
100 |
168.86 |
160.12 |
8.74 |
5.2% |
0.54 |
0.3% |
73% |
False |
False |
215,825 |
120 |
168.86 |
158.71 |
10.15 |
6.1% |
0.45 |
0.3% |
77% |
False |
False |
179,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.17 |
2.618 |
168.28 |
1.618 |
167.74 |
1.000 |
167.41 |
0.618 |
167.20 |
HIGH |
166.87 |
0.618 |
166.66 |
0.500 |
166.60 |
0.382 |
166.54 |
LOW |
166.33 |
0.618 |
166.00 |
1.000 |
165.79 |
1.618 |
165.46 |
2.618 |
164.92 |
4.250 |
164.04 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
166.60 |
166.46 |
PP |
166.56 |
166.44 |
S1 |
166.53 |
166.41 |
|