Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
167.40 |
166.82 |
-0.58 |
-0.3% |
166.98 |
High |
167.61 |
167.31 |
-0.30 |
-0.2% |
168.02 |
Low |
166.66 |
166.65 |
-0.01 |
0.0% |
166.76 |
Close |
166.70 |
166.95 |
0.25 |
0.1% |
167.78 |
Range |
0.95 |
0.66 |
-0.29 |
-30.5% |
1.26 |
ATR |
0.75 |
0.75 |
-0.01 |
-0.9% |
0.00 |
Volume |
458,737 |
400,111 |
-58,626 |
-12.8% |
2,022,676 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.95 |
168.61 |
167.31 |
|
R3 |
168.29 |
167.95 |
167.13 |
|
R2 |
167.63 |
167.63 |
167.07 |
|
R1 |
167.29 |
167.29 |
167.01 |
167.46 |
PP |
166.97 |
166.97 |
166.97 |
167.06 |
S1 |
166.63 |
166.63 |
166.89 |
166.80 |
S2 |
166.31 |
166.31 |
166.83 |
|
S3 |
165.65 |
165.97 |
166.77 |
|
S4 |
164.99 |
165.31 |
166.59 |
|
|
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 |
166.65 |
1.37 |
0.8% |
0.72 |
0.4% |
22% |
False |
True |
425,427 |
10 |
168.02 |
166.56 |
1.46 |
0.9% |
0.70 |
0.4% |
27% |
False |
False |
425,791 |
20 |
168.02 |
165.63 |
2.39 |
1.4% |
0.73 |
0.4% |
55% |
False |
False |
468,740 |
40 |
168.86 |
163.52 |
5.34 |
3.2% |
0.82 |
0.5% |
64% |
False |
False |
528,504 |
60 |
168.86 |
162.13 |
6.73 |
4.0% |
0.74 |
0.4% |
72% |
False |
False |
521,568 |
80 |
168.86 |
160.43 |
8.43 |
5.0% |
0.70 |
0.4% |
77% |
False |
False |
394,179 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.63 |
0.4% |
77% |
False |
False |
316,317 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.58 |
0.3% |
78% |
False |
False |
263,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.12 |
2.618 |
169.04 |
1.618 |
168.38 |
1.000 |
167.97 |
0.618 |
167.72 |
HIGH |
167.31 |
0.618 |
167.06 |
0.500 |
166.98 |
0.382 |
166.90 |
LOW |
166.65 |
0.618 |
166.24 |
1.000 |
165.99 |
1.618 |
165.58 |
2.618 |
164.92 |
4.250 |
163.85 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
166.98 |
167.26 |
PP |
166.97 |
167.15 |
S1 |
166.96 |
167.05 |
|