Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
167.49 |
166.96 |
-0.53 |
-0.3% |
166.90 |
High |
167.76 |
167.75 |
-0.01 |
0.0% |
167.84 |
Low |
166.87 |
166.55 |
-0.32 |
-0.2% |
166.85 |
Close |
167.70 |
167.57 |
-0.13 |
-0.1% |
167.70 |
Range |
0.89 |
1.20 |
0.31 |
34.8% |
0.99 |
ATR |
0.70 |
0.74 |
0.04 |
5.0% |
0.00 |
Volume |
351,011 |
530,082 |
179,071 |
51.0% |
2,163,857 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.89 |
170.43 |
168.23 |
|
R3 |
169.69 |
169.23 |
167.90 |
|
R2 |
168.49 |
168.49 |
167.79 |
|
R1 |
168.03 |
168.03 |
167.68 |
168.26 |
PP |
167.29 |
167.29 |
167.29 |
167.41 |
S1 |
166.83 |
166.83 |
167.46 |
167.06 |
S2 |
166.09 |
166.09 |
167.35 |
|
S3 |
164.89 |
165.63 |
167.24 |
|
S4 |
163.69 |
164.43 |
166.91 |
|
|
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 |
166.55 |
1.29 |
0.8% |
0.67 |
0.4% |
79% |
False |
True |
443,471 |
10 |
167.84 |
166.55 |
1.29 |
0.8% |
0.71 |
0.4% |
79% |
False |
True |
439,947 |
20 |
168.02 |
166.38 |
1.64 |
1.0% |
0.70 |
0.4% |
73% |
False |
False |
444,904 |
40 |
168.13 |
165.63 |
2.50 |
1.5% |
0.71 |
0.4% |
78% |
False |
False |
491,468 |
60 |
168.86 |
163.52 |
5.34 |
3.2% |
0.75 |
0.4% |
76% |
False |
False |
536,566 |
80 |
168.86 |
162.12 |
6.74 |
4.0% |
0.70 |
0.4% |
81% |
False |
False |
437,689 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.66 |
0.4% |
85% |
False |
False |
351,510 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.62 |
0.4% |
85% |
False |
False |
293,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172.85 |
2.618 |
170.89 |
1.618 |
169.69 |
1.000 |
168.95 |
0.618 |
168.49 |
HIGH |
167.75 |
0.618 |
167.29 |
0.500 |
167.15 |
0.382 |
167.01 |
LOW |
166.55 |
0.618 |
165.81 |
1.000 |
165.35 |
1.618 |
164.61 |
2.618 |
163.41 |
4.250 |
161.45 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.43 |
167.43 |
PP |
167.29 |
167.29 |
S1 |
167.15 |
167.16 |
|