Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 26-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
167.60 |
167.49 |
-0.11 |
-0.1% |
166.90 |
High |
167.64 |
167.76 |
0.12 |
0.1% |
167.84 |
Low |
167.12 |
166.87 |
-0.25 |
-0.1% |
166.85 |
Close |
167.47 |
167.70 |
0.23 |
0.1% |
167.70 |
Range |
0.52 |
0.89 |
0.37 |
71.2% |
0.99 |
ATR |
0.69 |
0.70 |
0.01 |
2.1% |
0.00 |
Volume |
478,784 |
351,011 |
-127,773 |
-26.7% |
2,163,857 |
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.11 |
169.80 |
168.19 |
|
R3 |
169.22 |
168.91 |
167.94 |
|
R2 |
168.33 |
168.33 |
167.86 |
|
R1 |
168.02 |
168.02 |
167.78 |
168.18 |
PP |
167.44 |
167.44 |
167.44 |
167.52 |
S1 |
167.13 |
167.13 |
167.62 |
167.29 |
S2 |
166.55 |
166.55 |
167.54 |
|
S3 |
165.66 |
166.24 |
167.46 |
|
S4 |
164.77 |
165.35 |
167.21 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.43 |
170.06 |
168.24 |
|
R3 |
169.44 |
169.07 |
167.97 |
|
R2 |
168.45 |
168.45 |
167.88 |
|
R1 |
168.08 |
168.08 |
167.79 |
168.27 |
PP |
167.46 |
167.46 |
167.46 |
167.56 |
S1 |
167.09 |
167.09 |
167.61 |
167.28 |
S2 |
166.47 |
166.47 |
167.52 |
|
S3 |
165.48 |
166.10 |
167.43 |
|
S4 |
164.49 |
165.11 |
167.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
167.84 |
166.85 |
0.99 |
0.6% |
0.59 |
0.4% |
86% |
False |
False |
432,771 |
10 |
167.86 |
166.65 |
1.21 |
0.7% |
0.66 |
0.4% |
87% |
False |
False |
442,588 |
20 |
168.02 |
166.38 |
1.64 |
1.0% |
0.66 |
0.4% |
80% |
False |
False |
452,802 |
40 |
168.13 |
165.63 |
2.50 |
1.5% |
0.71 |
0.4% |
83% |
False |
False |
484,112 |
60 |
168.86 |
163.41 |
5.45 |
3.2% |
0.74 |
0.4% |
79% |
False |
False |
542,606 |
80 |
168.86 |
161.82 |
7.04 |
4.2% |
0.70 |
0.4% |
84% |
False |
False |
431,177 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.65 |
0.4% |
86% |
False |
False |
346,250 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.61 |
0.4% |
87% |
False |
False |
288,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.54 |
2.618 |
170.09 |
1.618 |
169.20 |
1.000 |
168.65 |
0.618 |
168.31 |
HIGH |
167.76 |
0.618 |
167.42 |
0.500 |
167.32 |
0.382 |
167.21 |
LOW |
166.87 |
0.618 |
166.32 |
1.000 |
165.98 |
1.618 |
165.43 |
2.618 |
164.54 |
4.250 |
163.09 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.57 |
167.57 |
PP |
167.44 |
167.44 |
S1 |
167.32 |
167.32 |
|