Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
167.52 |
167.65 |
0.13 |
0.1% |
166.98 |
High |
167.97 |
167.86 |
-0.11 |
-0.1% |
168.02 |
Low |
167.40 |
167.17 |
-0.23 |
-0.1% |
166.76 |
Close |
167.78 |
167.24 |
-0.54 |
-0.3% |
167.78 |
Range |
0.57 |
0.69 |
0.12 |
21.1% |
1.26 |
ATR |
0.74 |
0.74 |
0.00 |
-0.5% |
0.00 |
Volume |
337,200 |
556,497 |
219,297 |
65.0% |
2,022,676 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.49 |
169.06 |
167.62 |
|
R3 |
168.80 |
168.37 |
167.43 |
|
R2 |
168.11 |
168.11 |
167.37 |
|
R1 |
167.68 |
167.68 |
167.30 |
167.55 |
PP |
167.42 |
167.42 |
167.42 |
167.36 |
S1 |
166.99 |
166.99 |
167.18 |
166.86 |
S2 |
166.73 |
166.73 |
167.11 |
|
S3 |
166.04 |
166.30 |
167.05 |
|
S4 |
165.35 |
165.61 |
166.86 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.30 |
170.80 |
168.47 |
|
R3 |
170.04 |
169.54 |
168.13 |
|
R2 |
168.78 |
168.78 |
168.01 |
|
R1 |
168.28 |
168.28 |
167.90 |
168.53 |
PP |
167.52 |
167.52 |
167.52 |
167.65 |
S1 |
167.02 |
167.02 |
167.66 |
167.27 |
S2 |
166.26 |
166.26 |
167.55 |
|
S3 |
165.00 |
165.76 |
167.43 |
|
S4 |
163.74 |
164.50 |
167.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
168.02 |
166.91 |
1.11 |
0.7% |
0.63 |
0.4% |
30% |
False |
False |
428,192 |
10 |
168.02 |
166.38 |
1.64 |
1.0% |
0.69 |
0.4% |
52% |
False |
False |
449,862 |
20 |
168.02 |
165.63 |
2.39 |
1.4% |
0.70 |
0.4% |
67% |
False |
False |
486,957 |
40 |
168.86 |
163.52 |
5.34 |
3.2% |
0.81 |
0.5% |
70% |
False |
False |
532,828 |
60 |
168.86 |
162.13 |
6.73 |
4.0% |
0.73 |
0.4% |
76% |
False |
False |
507,975 |
80 |
168.86 |
160.43 |
8.43 |
5.0% |
0.69 |
0.4% |
81% |
False |
False |
383,722 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.62 |
0.4% |
81% |
False |
False |
307,744 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.57 |
0.3% |
81% |
False |
False |
256,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.79 |
2.618 |
169.67 |
1.618 |
168.98 |
1.000 |
168.55 |
0.618 |
168.29 |
HIGH |
167.86 |
0.618 |
167.60 |
0.500 |
167.52 |
0.382 |
167.43 |
LOW |
167.17 |
0.618 |
166.74 |
1.000 |
166.48 |
1.618 |
166.05 |
2.618 |
165.36 |
4.250 |
164.24 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.52 |
167.60 |
PP |
167.42 |
167.48 |
S1 |
167.33 |
167.36 |
|