Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 01-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
167.74 |
167.26 |
-0.48 |
-0.3% |
166.90 |
High |
167.76 |
167.48 |
-0.28 |
-0.2% |
167.84 |
Low |
167.25 |
166.95 |
-0.30 |
-0.2% |
166.85 |
Close |
167.38 |
167.38 |
0.00 |
0.0% |
167.70 |
Range |
0.51 |
0.53 |
0.02 |
3.9% |
0.99 |
ATR |
0.71 |
0.69 |
-0.01 |
-1.8% |
0.00 |
Volume |
928,286 |
900,033 |
-28,253 |
-3.0% |
2,163,857 |
|
Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.86 |
168.65 |
167.67 |
|
R3 |
168.33 |
168.12 |
167.53 |
|
R2 |
167.80 |
167.80 |
167.48 |
|
R1 |
167.59 |
167.59 |
167.43 |
167.70 |
PP |
167.27 |
167.27 |
167.27 |
167.32 |
S1 |
167.06 |
167.06 |
167.33 |
167.17 |
S2 |
166.74 |
166.74 |
167.28 |
|
S3 |
166.21 |
166.53 |
167.23 |
|
S4 |
165.68 |
166.00 |
167.09 |
|
|
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 |
657,744 |
10 |
167.86 |
166.55 |
1.31 |
0.8% |
0.65 |
0.4% |
63% |
False |
False |
553,410 |
20 |
168.02 |
166.55 |
1.47 |
0.9% |
0.64 |
0.4% |
56% |
False |
False |
488,975 |
40 |
168.06 |
165.63 |
2.43 |
1.5% |
0.71 |
0.4% |
72% |
False |
False |
510,313 |
60 |
168.86 |
163.52 |
5.34 |
3.2% |
0.75 |
0.4% |
72% |
False |
False |
540,472 |
80 |
168.86 |
162.12 |
6.74 |
4.0% |
0.71 |
0.4% |
78% |
False |
False |
467,477 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.67 |
0.4% |
82% |
False |
False |
375,372 |
120 |
168.86 |
160.12 |
8.74 |
5.2% |
0.61 |
0.4% |
83% |
False |
False |
313,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.73 |
2.618 |
168.87 |
1.618 |
168.34 |
1.000 |
168.01 |
0.618 |
167.81 |
HIGH |
167.48 |
0.618 |
167.28 |
0.500 |
167.22 |
0.382 |
167.15 |
LOW |
166.95 |
0.618 |
166.62 |
1.000 |
166.42 |
1.618 |
166.09 |
2.618 |
165.56 |
4.250 |
164.70 |
|
|
Fisher Pivots for day following 01-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
167.33 |
167.41 |
PP |
167.27 |
167.40 |
S1 |
167.22 |
167.39 |
|