Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
166.31 |
166.58 |
0.27 |
0.2% |
166.27 |
High |
166.45 |
166.68 |
0.23 |
0.1% |
166.87 |
Low |
165.63 |
166.01 |
0.38 |
0.2% |
165.63 |
Close |
166.17 |
166.37 |
0.20 |
0.1% |
166.37 |
Range |
0.82 |
0.67 |
-0.15 |
-18.3% |
1.24 |
ATR |
0.84 |
0.82 |
-0.01 |
-1.4% |
0.00 |
Volume |
481,428 |
403,368 |
-78,060 |
-16.2% |
2,644,126 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.36 |
168.04 |
166.74 |
|
R3 |
167.69 |
167.37 |
166.55 |
|
R2 |
167.02 |
167.02 |
166.49 |
|
R1 |
166.70 |
166.70 |
166.43 |
166.53 |
PP |
166.35 |
166.35 |
166.35 |
166.27 |
S1 |
166.03 |
166.03 |
166.31 |
165.86 |
S2 |
165.68 |
165.68 |
166.25 |
|
S3 |
165.01 |
165.36 |
166.19 |
|
S4 |
164.34 |
164.69 |
166.00 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.01 |
169.43 |
167.05 |
|
R3 |
168.77 |
168.19 |
166.71 |
|
R2 |
167.53 |
167.53 |
166.60 |
|
R1 |
166.95 |
166.95 |
166.48 |
167.24 |
PP |
166.29 |
166.29 |
166.29 |
166.44 |
S1 |
165.71 |
165.71 |
166.26 |
166.00 |
S2 |
165.05 |
165.05 |
166.14 |
|
S3 |
163.81 |
164.47 |
166.03 |
|
S4 |
162.57 |
163.23 |
165.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
166.87 |
165.63 |
1.24 |
0.7% |
0.62 |
0.4% |
60% |
False |
False |
528,825 |
10 |
168.05 |
165.63 |
2.42 |
1.5% |
0.74 |
0.4% |
31% |
False |
False |
556,192 |
20 |
168.86 |
165.51 |
3.35 |
2.0% |
0.92 |
0.6% |
26% |
False |
False |
551,602 |
40 |
168.86 |
162.36 |
6.50 |
3.9% |
0.76 |
0.5% |
62% |
False |
False |
568,010 |
60 |
168.86 |
160.56 |
8.30 |
5.0% |
0.70 |
0.4% |
70% |
False |
False |
383,842 |
80 |
168.86 |
160.43 |
8.43 |
5.1% |
0.62 |
0.4% |
70% |
False |
False |
289,239 |
100 |
168.86 |
160.12 |
8.74 |
5.3% |
0.57 |
0.3% |
72% |
False |
False |
231,497 |
120 |
168.86 |
159.80 |
9.06 |
5.4% |
0.47 |
0.3% |
73% |
False |
False |
192,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.53 |
2.618 |
168.43 |
1.618 |
167.76 |
1.000 |
167.35 |
0.618 |
167.09 |
HIGH |
166.68 |
0.618 |
166.42 |
0.500 |
166.35 |
0.382 |
166.27 |
LOW |
166.01 |
0.618 |
165.60 |
1.000 |
165.34 |
1.618 |
164.93 |
2.618 |
164.26 |
4.250 |
163.16 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
166.36 |
166.31 |
PP |
166.35 |
166.25 |
S1 |
166.35 |
166.19 |
|