Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
166.42 |
166.81 |
0.39 |
0.2% |
166.27 |
High |
166.80 |
167.03 |
0.23 |
0.1% |
166.87 |
Low |
166.16 |
166.42 |
0.26 |
0.2% |
165.63 |
Close |
166.72 |
166.49 |
-0.23 |
-0.1% |
166.37 |
Range |
0.64 |
0.61 |
-0.03 |
-4.7% |
1.24 |
ATR |
0.81 |
0.80 |
-0.01 |
-1.8% |
0.00 |
Volume |
495,606 |
525,250 |
29,644 |
6.0% |
2,644,126 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.48 |
168.09 |
166.83 |
|
R3 |
167.87 |
167.48 |
166.66 |
|
R2 |
167.26 |
167.26 |
166.60 |
|
R1 |
166.87 |
166.87 |
166.55 |
166.76 |
PP |
166.65 |
166.65 |
166.65 |
166.59 |
S1 |
166.26 |
166.26 |
166.43 |
166.15 |
S2 |
166.04 |
166.04 |
166.38 |
|
S3 |
165.43 |
165.65 |
166.32 |
|
S4 |
164.82 |
165.04 |
166.15 |
|
|
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 |
167.03 |
165.63 |
1.40 |
0.8% |
0.67 |
0.4% |
61% |
True |
False |
517,619 |
10 |
167.37 |
165.63 |
1.74 |
1.0% |
0.69 |
0.4% |
49% |
False |
False |
525,440 |
20 |
168.13 |
165.51 |
2.62 |
1.6% |
0.77 |
0.5% |
37% |
False |
False |
545,032 |
40 |
168.86 |
162.36 |
6.50 |
3.9% |
0.76 |
0.5% |
64% |
False |
False |
592,016 |
60 |
168.86 |
160.79 |
8.07 |
4.8% |
0.69 |
0.4% |
71% |
False |
False |
400,741 |
80 |
168.86 |
160.43 |
8.43 |
5.1% |
0.63 |
0.4% |
72% |
False |
False |
301,946 |
100 |
168.86 |
160.12 |
8.74 |
5.2% |
0.57 |
0.3% |
73% |
False |
False |
241,706 |
120 |
168.86 |
159.95 |
8.91 |
5.4% |
0.48 |
0.3% |
73% |
False |
False |
201,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.62 |
2.618 |
168.63 |
1.618 |
168.02 |
1.000 |
167.64 |
0.618 |
167.41 |
HIGH |
167.03 |
0.618 |
166.80 |
0.500 |
166.73 |
0.382 |
166.65 |
LOW |
166.42 |
0.618 |
166.04 |
1.000 |
165.81 |
1.618 |
165.43 |
2.618 |
164.82 |
4.250 |
163.83 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
166.73 |
166.52 |
PP |
166.65 |
166.51 |
S1 |
166.57 |
166.50 |
|