Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
166.58 |
166.42 |
-0.16 |
-0.1% |
166.27 |
High |
166.68 |
166.80 |
0.12 |
0.1% |
166.87 |
Low |
166.01 |
166.16 |
0.15 |
0.1% |
165.63 |
Close |
166.37 |
166.72 |
0.35 |
0.2% |
166.37 |
Range |
0.67 |
0.64 |
-0.03 |
-4.5% |
1.24 |
ATR |
0.82 |
0.81 |
-0.01 |
-1.6% |
0.00 |
Volume |
403,368 |
495,606 |
92,238 |
22.9% |
2,644,126 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.48 |
168.24 |
167.07 |
|
R3 |
167.84 |
167.60 |
166.90 |
|
R2 |
167.20 |
167.20 |
166.84 |
|
R1 |
166.96 |
166.96 |
166.78 |
167.08 |
PP |
166.56 |
166.56 |
166.56 |
166.62 |
S1 |
166.32 |
166.32 |
166.66 |
166.44 |
S2 |
165.92 |
165.92 |
166.60 |
|
S3 |
165.28 |
165.68 |
166.54 |
|
S4 |
164.64 |
165.04 |
166.37 |
|
|
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% |
0.65 |
0.4% |
88% |
False |
False |
520,719 |
10 |
167.47 |
165.63 |
1.84 |
1.1% |
0.75 |
0.4% |
59% |
False |
False |
534,179 |
20 |
168.13 |
165.51 |
2.62 |
1.6% |
0.78 |
0.5% |
46% |
False |
False |
545,304 |
40 |
168.86 |
162.36 |
6.50 |
3.9% |
0.76 |
0.5% |
67% |
False |
False |
579,321 |
60 |
168.86 |
160.56 |
8.30 |
5.0% |
0.70 |
0.4% |
74% |
False |
False |
392,023 |
80 |
168.86 |
160.43 |
8.43 |
5.1% |
0.62 |
0.4% |
75% |
False |
False |
295,410 |
100 |
168.86 |
160.12 |
8.74 |
5.2% |
0.57 |
0.3% |
76% |
False |
False |
236,453 |
120 |
168.86 |
159.95 |
8.91 |
5.3% |
0.48 |
0.3% |
76% |
False |
False |
197,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.52 |
2.618 |
168.48 |
1.618 |
167.84 |
1.000 |
167.44 |
0.618 |
167.20 |
HIGH |
166.80 |
0.618 |
166.56 |
0.500 |
166.48 |
0.382 |
166.40 |
LOW |
166.16 |
0.618 |
165.76 |
1.000 |
165.52 |
1.618 |
165.12 |
2.618 |
164.48 |
4.250 |
163.44 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
166.64 |
166.55 |
PP |
166.56 |
166.38 |
S1 |
166.48 |
166.22 |
|