Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
167.20 |
167.60 |
0.40 |
0.2% |
167.84 |
High |
167.57 |
168.00 |
0.43 |
0.3% |
167.85 |
Low |
166.91 |
167.49 |
0.58 |
0.3% |
166.38 |
Close |
167.44 |
167.84 |
0.40 |
0.2% |
167.15 |
Range |
0.66 |
0.51 |
-0.15 |
-22.7% |
1.47 |
ATR |
0.77 |
0.76 |
-0.02 |
-2.0% |
0.00 |
Volume |
490,783 |
381,893 |
-108,890 |
-22.2% |
2,607,477 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.31 |
169.08 |
168.12 |
|
R3 |
168.80 |
168.57 |
167.98 |
|
R2 |
168.29 |
168.29 |
167.93 |
|
R1 |
168.06 |
168.06 |
167.89 |
168.18 |
PP |
167.78 |
167.78 |
167.78 |
167.83 |
S1 |
167.55 |
167.55 |
167.79 |
167.67 |
S2 |
167.27 |
167.27 |
167.75 |
|
S3 |
166.76 |
167.04 |
167.70 |
|
S4 |
166.25 |
166.53 |
167.56 |
|
|
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 |
168.00 |
166.56 |
1.44 |
0.9% |
0.67 |
0.4% |
89% |
True |
False |
426,156 |
10 |
168.00 |
166.38 |
1.62 |
1.0% |
0.70 |
0.4% |
90% |
True |
False |
488,653 |
20 |
168.00 |
165.63 |
2.37 |
1.4% |
0.72 |
0.4% |
93% |
True |
False |
497,628 |
40 |
168.86 |
163.52 |
5.34 |
3.2% |
0.81 |
0.5% |
81% |
False |
False |
546,582 |
60 |
168.86 |
162.12 |
6.74 |
4.0% |
0.73 |
0.4% |
85% |
False |
False |
487,737 |
80 |
168.86 |
160.43 |
8.43 |
5.0% |
0.68 |
0.4% |
88% |
False |
False |
368,067 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.61 |
0.4% |
88% |
False |
False |
295,120 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.55 |
0.3% |
88% |
False |
False |
245,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.17 |
2.618 |
169.34 |
1.618 |
168.83 |
1.000 |
168.51 |
0.618 |
168.32 |
HIGH |
168.00 |
0.618 |
167.81 |
0.500 |
167.75 |
0.382 |
167.68 |
LOW |
167.49 |
0.618 |
167.17 |
1.000 |
166.98 |
1.618 |
166.66 |
2.618 |
166.15 |
4.250 |
165.32 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.81 |
167.69 |
PP |
167.78 |
167.53 |
S1 |
167.75 |
167.38 |
|