Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
167.84 |
167.35 |
-0.49 |
-0.3% |
166.42 |
High |
167.85 |
167.40 |
-0.45 |
-0.3% |
168.00 |
Low |
167.37 |
166.38 |
-0.99 |
-0.6% |
166.16 |
Close |
167.45 |
166.59 |
-0.86 |
-0.5% |
167.81 |
Range |
0.48 |
1.02 |
0.54 |
112.5% |
1.84 |
ATR |
0.80 |
0.82 |
0.02 |
2.4% |
0.00 |
Volume |
688,028 |
438,835 |
-249,193 |
-36.2% |
2,444,513 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.85 |
169.24 |
167.15 |
|
R3 |
168.83 |
168.22 |
166.87 |
|
R2 |
167.81 |
167.81 |
166.78 |
|
R1 |
167.20 |
167.20 |
166.68 |
167.00 |
PP |
166.79 |
166.79 |
166.79 |
166.69 |
S1 |
166.18 |
166.18 |
166.50 |
165.98 |
S2 |
165.77 |
165.77 |
166.40 |
|
S3 |
164.75 |
165.16 |
166.31 |
|
S4 |
163.73 |
164.14 |
166.03 |
|
|
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 |
166.36 |
1.64 |
1.0% |
0.87 |
0.5% |
14% |
False |
False |
510,104 |
10 |
168.00 |
165.63 |
2.37 |
1.4% |
0.77 |
0.5% |
41% |
False |
False |
513,861 |
20 |
168.13 |
165.63 |
2.50 |
1.5% |
0.74 |
0.4% |
38% |
False |
False |
529,331 |
40 |
168.86 |
163.52 |
5.34 |
3.2% |
0.79 |
0.5% |
57% |
False |
False |
567,617 |
60 |
168.86 |
162.12 |
6.74 |
4.0% |
0.71 |
0.4% |
66% |
False |
False |
442,434 |
80 |
168.86 |
160.43 |
8.43 |
5.1% |
0.66 |
0.4% |
73% |
False |
False |
333,601 |
100 |
168.86 |
160.12 |
8.74 |
5.2% |
0.61 |
0.4% |
74% |
False |
False |
267,207 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.52 |
0.3% |
74% |
False |
False |
222,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.74 |
2.618 |
170.07 |
1.618 |
169.05 |
1.000 |
168.42 |
0.618 |
168.03 |
HIGH |
167.40 |
0.618 |
167.01 |
0.500 |
166.89 |
0.382 |
166.77 |
LOW |
166.38 |
0.618 |
165.75 |
1.000 |
165.36 |
1.618 |
164.73 |
2.618 |
163.71 |
4.250 |
162.05 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
166.89 |
167.19 |
PP |
166.79 |
166.99 |
S1 |
166.69 |
166.79 |
|