Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
167.24 |
167.46 |
0.22 |
0.1% |
167.65 |
High |
167.68 |
167.59 |
-0.09 |
-0.1% |
167.86 |
Low |
167.16 |
166.76 |
-0.40 |
-0.2% |
166.65 |
Close |
167.46 |
166.97 |
-0.49 |
-0.3% |
166.97 |
Range |
0.52 |
0.83 |
0.31 |
59.6% |
1.21 |
ATR |
0.74 |
0.75 |
0.01 |
0.8% |
0.00 |
Volume |
414,153 |
432,532 |
18,379 |
4.4% |
2,262,030 |
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.60 |
169.11 |
167.43 |
|
R3 |
168.77 |
168.28 |
167.20 |
|
R2 |
167.94 |
167.94 |
167.12 |
|
R1 |
167.45 |
167.45 |
167.05 |
167.28 |
PP |
167.11 |
167.11 |
167.11 |
167.02 |
S1 |
166.62 |
166.62 |
166.89 |
166.45 |
S2 |
166.28 |
166.28 |
166.82 |
|
S3 |
165.45 |
165.79 |
166.74 |
|
S4 |
164.62 |
164.96 |
166.51 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.79 |
170.09 |
167.64 |
|
R3 |
169.58 |
168.88 |
167.30 |
|
R2 |
168.37 |
168.37 |
167.19 |
|
R1 |
167.67 |
167.67 |
167.08 |
167.42 |
PP |
167.16 |
167.16 |
167.16 |
167.03 |
S1 |
166.46 |
166.46 |
166.86 |
166.21 |
S2 |
165.95 |
165.95 |
166.75 |
|
S3 |
164.74 |
165.25 |
166.64 |
|
S4 |
163.53 |
164.04 |
166.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
167.86 |
166.65 |
1.21 |
0.7% |
0.73 |
0.4% |
26% |
False |
False |
452,406 |
10 |
168.02 |
166.65 |
1.37 |
0.8% |
0.66 |
0.4% |
23% |
False |
False |
428,470 |
20 |
168.02 |
166.16 |
1.86 |
1.1% |
0.72 |
0.4% |
44% |
False |
False |
466,834 |
40 |
168.86 |
165.51 |
3.35 |
2.0% |
0.82 |
0.5% |
44% |
False |
False |
509,218 |
60 |
168.86 |
162.36 |
6.50 |
3.9% |
0.74 |
0.4% |
71% |
False |
False |
534,285 |
80 |
168.86 |
160.56 |
8.30 |
5.0% |
0.70 |
0.4% |
77% |
False |
False |
404,590 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.64 |
0.4% |
78% |
False |
False |
324,758 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.59 |
0.4% |
78% |
False |
False |
270,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.12 |
2.618 |
169.76 |
1.618 |
168.93 |
1.000 |
168.42 |
0.618 |
168.10 |
HIGH |
167.59 |
0.618 |
167.27 |
0.500 |
167.18 |
0.382 |
167.08 |
LOW |
166.76 |
0.618 |
166.25 |
1.000 |
165.93 |
1.618 |
165.42 |
2.618 |
164.59 |
4.250 |
163.23 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.18 |
167.17 |
PP |
167.11 |
167.10 |
S1 |
167.04 |
167.04 |
|