Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
167.55 |
167.05 |
-0.50 |
-0.3% |
166.42 |
High |
167.62 |
168.00 |
0.38 |
0.2% |
168.00 |
Low |
167.12 |
166.92 |
-0.20 |
-0.1% |
166.16 |
Close |
167.41 |
167.81 |
0.40 |
0.2% |
167.81 |
Range |
0.50 |
1.08 |
0.58 |
116.0% |
1.84 |
ATR |
0.81 |
0.83 |
0.02 |
2.4% |
0.00 |
Volume |
603,893 |
364,278 |
-239,615 |
-39.7% |
2,444,513 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.82 |
170.39 |
168.40 |
|
R3 |
169.74 |
169.31 |
168.11 |
|
R2 |
168.66 |
168.66 |
168.01 |
|
R1 |
168.23 |
168.23 |
167.91 |
168.45 |
PP |
167.58 |
167.58 |
167.58 |
167.68 |
S1 |
167.15 |
167.15 |
167.71 |
167.37 |
S2 |
166.50 |
166.50 |
167.61 |
|
S3 |
165.42 |
166.07 |
167.51 |
|
S4 |
164.34 |
164.99 |
167.22 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.84 |
172.17 |
168.82 |
|
R3 |
171.00 |
170.33 |
168.32 |
|
R2 |
169.16 |
169.16 |
168.15 |
|
R1 |
168.49 |
168.49 |
167.98 |
168.83 |
PP |
167.32 |
167.32 |
167.32 |
167.49 |
S1 |
166.65 |
166.65 |
167.64 |
166.99 |
S2 |
165.48 |
165.48 |
167.47 |
|
S3 |
163.64 |
164.81 |
167.30 |
|
S4 |
161.80 |
162.97 |
166.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
168.00 |
166.16 |
1.84 |
1.1% |
0.82 |
0.5% |
90% |
True |
False |
488,902 |
10 |
168.00 |
165.63 |
2.37 |
1.4% |
0.72 |
0.4% |
92% |
True |
False |
508,863 |
20 |
168.13 |
165.63 |
2.50 |
1.5% |
0.76 |
0.5% |
87% |
False |
False |
515,422 |
40 |
168.86 |
163.41 |
5.45 |
3.2% |
0.78 |
0.5% |
81% |
False |
False |
587,508 |
60 |
168.86 |
161.82 |
7.04 |
4.2% |
0.71 |
0.4% |
85% |
False |
False |
423,969 |
80 |
168.86 |
160.43 |
8.43 |
5.0% |
0.65 |
0.4% |
88% |
False |
False |
319,612 |
100 |
168.86 |
160.12 |
8.74 |
5.2% |
0.60 |
0.4% |
88% |
False |
False |
255,942 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.51 |
0.3% |
88% |
False |
False |
213,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172.59 |
2.618 |
170.83 |
1.618 |
169.75 |
1.000 |
169.08 |
0.618 |
168.67 |
HIGH |
168.00 |
0.618 |
167.59 |
0.500 |
167.46 |
0.382 |
167.33 |
LOW |
166.92 |
0.618 |
166.25 |
1.000 |
165.84 |
1.618 |
165.17 |
2.618 |
164.09 |
4.250 |
162.33 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
167.69 |
167.60 |
PP |
167.58 |
167.39 |
S1 |
167.46 |
167.18 |
|