Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
167.65 |
167.40 |
-0.25 |
-0.1% |
166.98 |
High |
167.86 |
167.61 |
-0.25 |
-0.1% |
168.02 |
Low |
167.17 |
166.66 |
-0.51 |
-0.3% |
166.76 |
Close |
167.24 |
166.70 |
-0.54 |
-0.3% |
167.78 |
Range |
0.69 |
0.95 |
0.26 |
37.7% |
1.26 |
ATR |
0.74 |
0.75 |
0.02 |
2.1% |
0.00 |
Volume |
556,497 |
458,737 |
-97,760 |
-17.6% |
2,022,676 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.84 |
169.22 |
167.22 |
|
R3 |
168.89 |
168.27 |
166.96 |
|
R2 |
167.94 |
167.94 |
166.87 |
|
R1 |
167.32 |
167.32 |
166.79 |
167.16 |
PP |
166.99 |
166.99 |
166.99 |
166.91 |
S1 |
166.37 |
166.37 |
166.61 |
166.21 |
S2 |
166.04 |
166.04 |
166.53 |
|
S3 |
165.09 |
165.42 |
166.44 |
|
S4 |
164.14 |
164.47 |
166.18 |
|
|
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 |
166.66 |
1.36 |
0.8% |
0.69 |
0.4% |
3% |
False |
True |
421,783 |
10 |
168.02 |
166.42 |
1.60 |
1.0% |
0.68 |
0.4% |
18% |
False |
False |
451,852 |
20 |
168.02 |
165.63 |
2.39 |
1.4% |
0.72 |
0.4% |
45% |
False |
False |
482,856 |
40 |
168.86 |
163.52 |
5.34 |
3.2% |
0.82 |
0.5% |
60% |
False |
False |
530,983 |
60 |
168.86 |
162.13 |
6.73 |
4.0% |
0.74 |
0.4% |
68% |
False |
False |
515,212 |
80 |
168.86 |
160.43 |
8.43 |
5.1% |
0.70 |
0.4% |
74% |
False |
False |
389,225 |
100 |
168.86 |
160.43 |
8.43 |
5.1% |
0.63 |
0.4% |
74% |
False |
False |
312,323 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.57 |
0.3% |
75% |
False |
False |
260,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.65 |
2.618 |
170.10 |
1.618 |
169.15 |
1.000 |
168.56 |
0.618 |
168.20 |
HIGH |
167.61 |
0.618 |
167.25 |
0.500 |
167.14 |
0.382 |
167.02 |
LOW |
166.66 |
0.618 |
166.07 |
1.000 |
165.71 |
1.618 |
165.12 |
2.618 |
164.17 |
4.250 |
162.62 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.14 |
167.32 |
PP |
166.99 |
167.11 |
S1 |
166.85 |
166.91 |
|