Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
167.60 |
167.74 |
0.14 |
0.1% |
166.90 |
High |
167.86 |
167.76 |
-0.10 |
-0.1% |
167.84 |
Low |
167.37 |
167.25 |
-0.12 |
-0.1% |
166.85 |
Close |
167.73 |
167.38 |
-0.35 |
-0.2% |
167.70 |
Range |
0.49 |
0.51 |
0.02 |
4.1% |
0.99 |
ATR |
0.72 |
0.71 |
-0.02 |
-2.1% |
0.00 |
Volume |
579,312 |
928,286 |
348,974 |
60.2% |
2,163,857 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.99 |
168.70 |
167.66 |
|
R3 |
168.48 |
168.19 |
167.52 |
|
R2 |
167.97 |
167.97 |
167.47 |
|
R1 |
167.68 |
167.68 |
167.43 |
167.57 |
PP |
167.46 |
167.46 |
167.46 |
167.41 |
S1 |
167.17 |
167.17 |
167.33 |
167.06 |
S2 |
166.95 |
166.95 |
167.29 |
|
S3 |
166.44 |
166.66 |
167.24 |
|
S4 |
165.93 |
166.15 |
167.10 |
|
|
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% |
0.72 |
0.4% |
63% |
False |
False |
573,495 |
10 |
167.86 |
166.55 |
1.31 |
0.8% |
0.65 |
0.4% |
63% |
False |
False |
504,822 |
20 |
168.02 |
166.55 |
1.47 |
0.9% |
0.67 |
0.4% |
56% |
False |
False |
465,306 |
40 |
168.06 |
165.63 |
2.43 |
1.5% |
0.71 |
0.4% |
72% |
False |
False |
499,935 |
60 |
168.86 |
163.52 |
5.34 |
3.2% |
0.75 |
0.4% |
72% |
False |
False |
534,836 |
80 |
168.86 |
162.12 |
6.74 |
4.0% |
0.70 |
0.4% |
78% |
False |
False |
456,249 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.66 |
0.4% |
82% |
False |
False |
366,506 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.61 |
0.4% |
83% |
False |
False |
305,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.93 |
2.618 |
169.10 |
1.618 |
168.59 |
1.000 |
168.27 |
0.618 |
168.08 |
HIGH |
167.76 |
0.618 |
167.57 |
0.500 |
167.51 |
0.382 |
167.44 |
LOW |
167.25 |
0.618 |
166.93 |
1.000 |
166.74 |
1.618 |
166.42 |
2.618 |
165.91 |
4.250 |
165.08 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
167.51 |
167.32 |
PP |
167.46 |
167.26 |
S1 |
167.42 |
167.21 |
|