Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
167.29 |
168.12 |
0.83 |
0.5% |
166.96 |
High |
168.21 |
168.42 |
0.21 |
0.1% |
167.86 |
Low |
167.15 |
168.06 |
0.91 |
0.5% |
166.55 |
Close |
168.06 |
168.32 |
0.26 |
0.2% |
166.96 |
Range |
1.06 |
0.36 |
-0.70 |
-66.0% |
1.31 |
ATR |
0.74 |
0.71 |
-0.03 |
-3.7% |
0.00 |
Volume |
272,180 |
272,180 |
0 |
0.0% |
3,900,686 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.35 |
169.19 |
168.52 |
|
R3 |
168.99 |
168.83 |
168.42 |
|
R2 |
168.63 |
168.63 |
168.39 |
|
R1 |
168.47 |
168.47 |
168.35 |
168.55 |
PP |
168.27 |
168.27 |
168.27 |
168.31 |
S1 |
168.11 |
168.11 |
168.29 |
168.19 |
S2 |
167.91 |
167.91 |
168.25 |
|
S3 |
167.55 |
167.75 |
168.22 |
|
S4 |
167.19 |
167.39 |
168.12 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.05 |
170.32 |
167.68 |
|
R3 |
169.74 |
169.01 |
167.32 |
|
R2 |
168.43 |
168.43 |
167.20 |
|
R1 |
167.70 |
167.70 |
167.08 |
167.62 |
PP |
167.12 |
167.12 |
167.12 |
167.08 |
S1 |
166.39 |
166.39 |
166.84 |
166.31 |
S2 |
165.81 |
165.81 |
166.72 |
|
S3 |
164.50 |
165.08 |
166.60 |
|
S4 |
163.19 |
163.77 |
166.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
168.42 |
166.92 |
1.50 |
0.9% |
0.65 |
0.4% |
93% |
True |
False |
667,130 |
10 |
168.42 |
166.55 |
1.87 |
1.1% |
0.66 |
0.4% |
95% |
True |
False |
573,077 |
20 |
168.42 |
166.55 |
1.87 |
1.1% |
0.67 |
0.4% |
95% |
True |
False |
498,230 |
40 |
168.42 |
165.63 |
2.79 |
1.7% |
0.70 |
0.4% |
96% |
True |
False |
504,478 |
60 |
168.86 |
163.52 |
5.34 |
3.2% |
0.77 |
0.5% |
90% |
False |
False |
534,179 |
80 |
168.86 |
162.12 |
6.74 |
4.0% |
0.71 |
0.4% |
92% |
False |
False |
485,763 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.68 |
0.4% |
94% |
False |
False |
390,349 |
120 |
168.86 |
160.43 |
8.43 |
5.0% |
0.62 |
0.4% |
94% |
False |
False |
325,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.95 |
2.618 |
169.36 |
1.618 |
169.00 |
1.000 |
168.78 |
0.618 |
168.64 |
HIGH |
168.42 |
0.618 |
168.28 |
0.500 |
168.24 |
0.382 |
168.20 |
LOW |
168.06 |
0.618 |
167.84 |
1.000 |
167.70 |
1.618 |
167.48 |
2.618 |
167.12 |
4.250 |
166.53 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
168.29 |
168.10 |
PP |
168.27 |
167.89 |
S1 |
168.24 |
167.67 |
|