Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
168.12 |
168.31 |
0.19 |
0.1% |
166.96 |
High |
168.42 |
168.37 |
-0.05 |
0.0% |
167.86 |
Low |
168.06 |
168.12 |
0.06 |
0.0% |
166.55 |
Close |
168.32 |
168.14 |
-0.18 |
-0.1% |
166.96 |
Range |
0.36 |
0.25 |
-0.11 |
-30.6% |
1.31 |
ATR |
0.71 |
0.68 |
-0.03 |
-4.6% |
0.00 |
Volume |
272,180 |
28,163 |
-244,017 |
-89.7% |
3,900,686 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.96 |
168.80 |
168.28 |
|
R3 |
168.71 |
168.55 |
168.21 |
|
R2 |
168.46 |
168.46 |
168.19 |
|
R1 |
168.30 |
168.30 |
168.16 |
168.26 |
PP |
168.21 |
168.21 |
168.21 |
168.19 |
S1 |
168.05 |
168.05 |
168.12 |
168.01 |
S2 |
167.96 |
167.96 |
168.09 |
|
S3 |
167.71 |
167.80 |
168.07 |
|
S4 |
167.46 |
167.55 |
168.00 |
|
|
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% |
0.60 |
0.4% |
81% |
False |
False |
487,105 |
10 |
168.42 |
166.55 |
1.87 |
1.1% |
0.66 |
0.4% |
85% |
False |
False |
530,300 |
20 |
168.42 |
166.55 |
1.87 |
1.1% |
0.65 |
0.4% |
85% |
False |
False |
480,544 |
40 |
168.42 |
165.63 |
2.79 |
1.7% |
0.69 |
0.4% |
90% |
False |
False |
489,086 |
60 |
168.86 |
163.52 |
5.34 |
3.2% |
0.75 |
0.4% |
87% |
False |
False |
524,569 |
80 |
168.86 |
162.12 |
6.74 |
4.0% |
0.71 |
0.4% |
89% |
False |
False |
485,939 |
100 |
168.86 |
160.43 |
8.43 |
5.0% |
0.68 |
0.4% |
91% |
False |
False |
390,562 |
120 |
168.86 |
160.43 |
8.43 |
5.0% |
0.62 |
0.4% |
91% |
False |
False |
326,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.43 |
2.618 |
169.02 |
1.618 |
168.77 |
1.000 |
168.62 |
0.618 |
168.52 |
HIGH |
168.37 |
0.618 |
168.27 |
0.500 |
168.25 |
0.382 |
168.22 |
LOW |
168.12 |
0.618 |
167.97 |
1.000 |
167.87 |
1.618 |
167.72 |
2.618 |
167.47 |
4.250 |
167.06 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
168.25 |
168.02 |
PP |
168.21 |
167.90 |
S1 |
168.18 |
167.79 |
|