Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
166.82 |
167.24 |
0.42 |
0.3% |
166.98 |
High |
167.31 |
167.68 |
0.37 |
0.2% |
168.02 |
Low |
166.65 |
167.16 |
0.51 |
0.3% |
166.76 |
Close |
166.95 |
167.46 |
0.51 |
0.3% |
167.78 |
Range |
0.66 |
0.52 |
-0.14 |
-21.2% |
1.26 |
ATR |
0.75 |
0.74 |
0.00 |
-0.2% |
0.00 |
Volume |
400,111 |
414,153 |
14,042 |
3.5% |
2,022,676 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.99 |
168.75 |
167.75 |
|
R3 |
168.47 |
168.23 |
167.60 |
|
R2 |
167.95 |
167.95 |
167.56 |
|
R1 |
167.71 |
167.71 |
167.51 |
167.83 |
PP |
167.43 |
167.43 |
167.43 |
167.50 |
S1 |
167.19 |
167.19 |
167.41 |
167.31 |
S2 |
166.91 |
166.91 |
167.36 |
|
S3 |
166.39 |
166.67 |
167.32 |
|
S4 |
165.87 |
166.15 |
167.17 |
|
|
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 |
167.97 |
166.65 |
1.32 |
0.8% |
0.68 |
0.4% |
61% |
False |
False |
433,339 |
10 |
168.02 |
166.65 |
1.37 |
0.8% |
0.63 |
0.4% |
59% |
False |
False |
424,540 |
20 |
168.02 |
166.01 |
2.01 |
1.2% |
0.71 |
0.4% |
72% |
False |
False |
465,376 |
40 |
168.86 |
163.52 |
5.34 |
3.2% |
0.82 |
0.5% |
74% |
False |
False |
520,429 |
60 |
168.86 |
162.13 |
6.73 |
4.0% |
0.74 |
0.4% |
79% |
False |
False |
527,859 |
80 |
168.86 |
160.52 |
8.34 |
5.0% |
0.70 |
0.4% |
83% |
False |
False |
399,275 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.64 |
0.4% |
83% |
False |
False |
320,448 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.58 |
0.3% |
84% |
False |
False |
267,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.89 |
2.618 |
169.04 |
1.618 |
168.52 |
1.000 |
168.20 |
0.618 |
168.00 |
HIGH |
167.68 |
0.618 |
167.48 |
0.500 |
167.42 |
0.382 |
167.36 |
LOW |
167.16 |
0.618 |
166.84 |
1.000 |
166.64 |
1.618 |
166.32 |
2.618 |
165.80 |
4.250 |
164.95 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.45 |
167.36 |
PP |
167.43 |
167.26 |
S1 |
167.42 |
167.17 |
|