Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
166.96 |
167.60 |
0.64 |
0.4% |
166.90 |
High |
167.75 |
167.86 |
0.11 |
0.1% |
167.84 |
Low |
166.55 |
167.37 |
0.82 |
0.5% |
166.85 |
Close |
167.57 |
167.73 |
0.16 |
0.1% |
167.70 |
Range |
1.20 |
0.49 |
-0.71 |
-59.2% |
0.99 |
ATR |
0.74 |
0.72 |
-0.02 |
-2.4% |
0.00 |
Volume |
530,082 |
579,312 |
49,230 |
9.3% |
2,163,857 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.12 |
168.92 |
168.00 |
|
R3 |
168.63 |
168.43 |
167.86 |
|
R2 |
168.14 |
168.14 |
167.82 |
|
R1 |
167.94 |
167.94 |
167.77 |
168.04 |
PP |
167.65 |
167.65 |
167.65 |
167.71 |
S1 |
167.45 |
167.45 |
167.69 |
167.55 |
S2 |
167.16 |
167.16 |
167.64 |
|
S3 |
166.67 |
166.96 |
167.60 |
|
S4 |
166.18 |
166.47 |
167.46 |
|
|
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 |
167.86 |
166.55 |
1.31 |
0.8% |
0.68 |
0.4% |
90% |
True |
False |
479,023 |
10 |
167.86 |
166.55 |
1.31 |
0.8% |
0.67 |
0.4% |
90% |
True |
False |
452,004 |
20 |
168.02 |
166.42 |
1.60 |
1.0% |
0.67 |
0.4% |
82% |
False |
False |
451,928 |
40 |
168.13 |
165.63 |
2.50 |
1.5% |
0.71 |
0.4% |
84% |
False |
False |
490,630 |
60 |
168.86 |
163.52 |
5.34 |
3.2% |
0.75 |
0.4% |
79% |
False |
False |
529,054 |
80 |
168.86 |
162.12 |
6.74 |
4.0% |
0.70 |
0.4% |
83% |
False |
False |
444,807 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.67 |
0.4% |
87% |
False |
False |
357,266 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.62 |
0.4% |
87% |
False |
False |
297,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.94 |
2.618 |
169.14 |
1.618 |
168.65 |
1.000 |
168.35 |
0.618 |
168.16 |
HIGH |
167.86 |
0.618 |
167.67 |
0.500 |
167.62 |
0.382 |
167.56 |
LOW |
167.37 |
0.618 |
167.07 |
1.000 |
166.88 |
1.618 |
166.58 |
2.618 |
166.09 |
4.250 |
165.29 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.69 |
167.56 |
PP |
167.65 |
167.38 |
S1 |
167.62 |
167.21 |
|