Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
167.62 |
166.98 |
-0.64 |
-0.4% |
167.84 |
High |
167.64 |
167.24 |
-0.40 |
-0.2% |
167.85 |
Low |
167.05 |
166.76 |
-0.29 |
-0.2% |
166.38 |
Close |
167.15 |
167.10 |
-0.05 |
0.0% |
167.15 |
Range |
0.59 |
0.48 |
-0.11 |
-18.6% |
1.47 |
ATR |
0.80 |
0.78 |
-0.02 |
-2.9% |
0.00 |
Volume |
393,233 |
438,210 |
44,977 |
11.4% |
2,607,477 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.47 |
168.27 |
167.36 |
|
R3 |
167.99 |
167.79 |
167.23 |
|
R2 |
167.51 |
167.51 |
167.19 |
|
R1 |
167.31 |
167.31 |
167.14 |
167.41 |
PP |
167.03 |
167.03 |
167.03 |
167.09 |
S1 |
166.83 |
166.83 |
167.06 |
166.93 |
S2 |
166.55 |
166.55 |
167.01 |
|
S3 |
166.07 |
166.35 |
166.97 |
|
S4 |
165.59 |
165.87 |
166.84 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.54 |
170.81 |
167.96 |
|
R3 |
170.07 |
169.34 |
167.55 |
|
R2 |
168.60 |
168.60 |
167.42 |
|
R1 |
167.87 |
167.87 |
167.28 |
167.50 |
PP |
167.13 |
167.13 |
167.13 |
166.94 |
S1 |
166.40 |
166.40 |
167.02 |
166.03 |
S2 |
165.66 |
165.66 |
166.88 |
|
S3 |
164.19 |
164.93 |
166.75 |
|
S4 |
162.72 |
163.46 |
166.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
167.69 |
166.38 |
1.31 |
0.8% |
0.74 |
0.4% |
55% |
False |
False |
471,531 |
10 |
168.00 |
166.36 |
1.64 |
1.0% |
0.76 |
0.5% |
45% |
False |
False |
499,459 |
20 |
168.00 |
165.63 |
2.37 |
1.4% |
0.76 |
0.5% |
62% |
False |
False |
516,819 |
40 |
168.86 |
163.52 |
5.34 |
3.2% |
0.81 |
0.5% |
67% |
False |
False |
559,574 |
60 |
168.86 |
162.12 |
6.74 |
4.0% |
0.72 |
0.4% |
74% |
False |
False |
473,610 |
80 |
168.86 |
160.43 |
8.43 |
5.0% |
0.68 |
0.4% |
79% |
False |
False |
357,266 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.61 |
0.4% |
79% |
False |
False |
286,393 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.54 |
0.3% |
80% |
False |
False |
238,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.28 |
2.618 |
168.50 |
1.618 |
168.02 |
1.000 |
167.72 |
0.618 |
167.54 |
HIGH |
167.24 |
0.618 |
167.06 |
0.500 |
167.00 |
0.382 |
166.94 |
LOW |
166.76 |
0.618 |
166.46 |
1.000 |
166.28 |
1.618 |
165.98 |
2.618 |
165.50 |
4.250 |
164.72 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.07 |
167.13 |
PP |
167.03 |
167.12 |
S1 |
167.00 |
167.11 |
|