Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
166.98 |
167.20 |
0.22 |
0.1% |
167.84 |
High |
167.24 |
167.57 |
0.33 |
0.2% |
167.85 |
Low |
166.76 |
166.91 |
0.15 |
0.1% |
166.38 |
Close |
167.10 |
167.44 |
0.34 |
0.2% |
167.15 |
Range |
0.48 |
0.66 |
0.18 |
37.5% |
1.47 |
ATR |
0.78 |
0.77 |
-0.01 |
-1.1% |
0.00 |
Volume |
438,210 |
490,783 |
52,573 |
12.0% |
2,607,477 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.29 |
169.02 |
167.80 |
|
R3 |
168.63 |
168.36 |
167.62 |
|
R2 |
167.97 |
167.97 |
167.56 |
|
R1 |
167.70 |
167.70 |
167.50 |
167.84 |
PP |
167.31 |
167.31 |
167.31 |
167.37 |
S1 |
167.04 |
167.04 |
167.38 |
167.18 |
S2 |
166.65 |
166.65 |
167.32 |
|
S3 |
165.99 |
166.38 |
167.26 |
|
S4 |
165.33 |
165.72 |
167.08 |
|
|
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 |
166.42 |
1.27 |
0.8% |
0.67 |
0.4% |
80% |
False |
False |
481,921 |
10 |
168.00 |
166.36 |
1.64 |
1.0% |
0.77 |
0.5% |
66% |
False |
False |
496,012 |
20 |
168.00 |
165.63 |
2.37 |
1.4% |
0.73 |
0.4% |
76% |
False |
False |
510,726 |
40 |
168.86 |
163.52 |
5.34 |
3.2% |
0.81 |
0.5% |
73% |
False |
False |
552,153 |
60 |
168.86 |
162.12 |
6.74 |
4.0% |
0.73 |
0.4% |
79% |
False |
False |
481,607 |
80 |
168.86 |
160.43 |
8.43 |
5.0% |
0.68 |
0.4% |
83% |
False |
False |
363,379 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.61 |
0.4% |
83% |
False |
False |
291,301 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.55 |
0.3% |
84% |
False |
False |
242,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.38 |
2.618 |
169.30 |
1.618 |
168.64 |
1.000 |
168.23 |
0.618 |
167.98 |
HIGH |
167.57 |
0.618 |
167.32 |
0.500 |
167.24 |
0.382 |
167.16 |
LOW |
166.91 |
0.618 |
166.50 |
1.000 |
166.25 |
1.618 |
165.84 |
2.618 |
165.18 |
4.250 |
164.11 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.37 |
167.36 |
PP |
167.31 |
167.28 |
S1 |
167.24 |
167.20 |
|