Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 24-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
167.50 |
167.67 |
0.17 |
0.1% |
167.65 |
High |
167.84 |
167.73 |
-0.11 |
-0.1% |
167.86 |
Low |
167.37 |
167.44 |
0.07 |
0.0% |
166.65 |
Close |
167.67 |
167.56 |
-0.11 |
-0.1% |
166.97 |
Range |
0.47 |
0.29 |
-0.18 |
-38.3% |
1.21 |
ATR |
0.73 |
0.70 |
-0.03 |
-4.3% |
0.00 |
Volume |
401,549 |
455,930 |
54,381 |
13.5% |
2,262,030 |
|
Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.45 |
168.29 |
167.72 |
|
R3 |
168.16 |
168.00 |
167.64 |
|
R2 |
167.87 |
167.87 |
167.61 |
|
R1 |
167.71 |
167.71 |
167.59 |
167.65 |
PP |
167.58 |
167.58 |
167.58 |
167.54 |
S1 |
167.42 |
167.42 |
167.53 |
167.36 |
S2 |
167.29 |
167.29 |
167.51 |
|
S3 |
167.00 |
167.13 |
167.48 |
|
S4 |
166.71 |
166.84 |
167.40 |
|
|
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 |
167.84 |
166.76 |
1.08 |
0.6% |
0.58 |
0.3% |
74% |
False |
False |
436,149 |
10 |
168.02 |
166.65 |
1.37 |
0.8% |
0.65 |
0.4% |
66% |
False |
False |
430,788 |
20 |
168.02 |
166.38 |
1.64 |
1.0% |
0.67 |
0.4% |
72% |
False |
False |
459,720 |
40 |
168.13 |
165.51 |
2.62 |
1.6% |
0.74 |
0.4% |
78% |
False |
False |
500,769 |
60 |
168.86 |
162.85 |
6.01 |
3.6% |
0.74 |
0.4% |
78% |
False |
False |
550,465 |
80 |
168.86 |
160.97 |
7.89 |
4.7% |
0.70 |
0.4% |
84% |
False |
False |
421,097 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.65 |
0.4% |
85% |
False |
False |
338,034 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.60 |
0.4% |
85% |
False |
False |
281,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.96 |
2.618 |
168.49 |
1.618 |
168.20 |
1.000 |
168.02 |
0.618 |
167.91 |
HIGH |
167.73 |
0.618 |
167.62 |
0.500 |
167.59 |
0.382 |
167.55 |
LOW |
167.44 |
0.618 |
167.26 |
1.000 |
167.15 |
1.618 |
166.97 |
2.618 |
166.68 |
4.250 |
166.21 |
|
|
Fisher Pivots for day following 24-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.59 |
167.49 |
PP |
167.58 |
167.42 |
S1 |
167.57 |
167.35 |
|