Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
167.67 |
167.60 |
-0.07 |
0.0% |
167.65 |
High |
167.73 |
167.64 |
-0.09 |
-0.1% |
167.86 |
Low |
167.44 |
167.12 |
-0.32 |
-0.2% |
166.65 |
Close |
167.56 |
167.47 |
-0.09 |
-0.1% |
166.97 |
Range |
0.29 |
0.52 |
0.23 |
79.3% |
1.21 |
ATR |
0.70 |
0.69 |
-0.01 |
-1.9% |
0.00 |
Volume |
455,930 |
478,784 |
22,854 |
5.0% |
2,262,030 |
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.97 |
168.74 |
167.76 |
|
R3 |
168.45 |
168.22 |
167.61 |
|
R2 |
167.93 |
167.93 |
167.57 |
|
R1 |
167.70 |
167.70 |
167.52 |
167.56 |
PP |
167.41 |
167.41 |
167.41 |
167.34 |
S1 |
167.18 |
167.18 |
167.42 |
167.04 |
S2 |
166.89 |
166.89 |
167.37 |
|
S3 |
166.37 |
166.66 |
167.33 |
|
S4 |
165.85 |
166.14 |
167.18 |
|
|
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% |
66% |
False |
False |
449,075 |
10 |
167.97 |
166.65 |
1.32 |
0.8% |
0.63 |
0.4% |
62% |
False |
False |
441,207 |
20 |
168.02 |
166.38 |
1.64 |
1.0% |
0.67 |
0.4% |
66% |
False |
False |
453,465 |
40 |
168.13 |
165.51 |
2.62 |
1.6% |
0.74 |
0.4% |
75% |
False |
False |
491,455 |
60 |
168.86 |
162.85 |
6.01 |
3.6% |
0.74 |
0.4% |
77% |
False |
False |
549,306 |
80 |
168.86 |
161.74 |
7.12 |
4.3% |
0.69 |
0.4% |
80% |
False |
False |
426,912 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.65 |
0.4% |
84% |
False |
False |
342,776 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.60 |
0.4% |
84% |
False |
False |
285,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.85 |
2.618 |
169.00 |
1.618 |
168.48 |
1.000 |
168.16 |
0.618 |
167.96 |
HIGH |
167.64 |
0.618 |
167.44 |
0.500 |
167.38 |
0.382 |
167.32 |
LOW |
167.12 |
0.618 |
166.80 |
1.000 |
166.60 |
1.618 |
166.28 |
2.618 |
165.76 |
4.250 |
164.91 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.44 |
167.48 |
PP |
167.41 |
167.48 |
S1 |
167.38 |
167.47 |
|