Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
164.05 |
163.75 |
-0.30 |
-0.2% |
163.50 |
High |
164.52 |
164.52 |
0.00 |
0.0% |
164.52 |
Low |
163.10 |
163.75 |
0.65 |
0.4% |
163.10 |
Close |
164.42 |
164.33 |
-0.09 |
-0.1% |
164.33 |
Range |
1.42 |
0.77 |
-0.65 |
-45.8% |
1.42 |
ATR |
0.71 |
0.71 |
0.00 |
0.6% |
0.00 |
Volume |
35 |
4 |
-31 |
-88.6% |
138 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.51 |
166.19 |
164.75 |
|
R3 |
165.74 |
165.42 |
164.54 |
|
R2 |
164.97 |
164.97 |
164.47 |
|
R1 |
164.65 |
164.65 |
164.40 |
164.81 |
PP |
164.20 |
164.20 |
164.20 |
164.28 |
S1 |
163.88 |
163.88 |
164.26 |
164.04 |
S2 |
163.43 |
163.43 |
164.19 |
|
S3 |
162.66 |
163.11 |
164.12 |
|
S4 |
161.89 |
162.34 |
163.91 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.24 |
167.71 |
165.11 |
|
R3 |
166.82 |
166.29 |
164.72 |
|
R2 |
165.40 |
165.40 |
164.59 |
|
R1 |
164.87 |
164.87 |
164.46 |
165.14 |
PP |
163.98 |
163.98 |
163.98 |
164.12 |
S1 |
163.45 |
163.45 |
164.20 |
163.72 |
S2 |
162.56 |
162.56 |
164.07 |
|
S3 |
161.14 |
162.03 |
163.94 |
|
S4 |
159.72 |
160.61 |
163.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.52 |
163.10 |
1.42 |
0.9% |
0.69 |
0.4% |
87% |
True |
False |
27 |
10 |
165.63 |
161.11 |
4.52 |
2.8% |
0.72 |
0.4% |
71% |
False |
False |
22 |
20 |
165.63 |
161.11 |
4.52 |
2.8% |
0.53 |
0.3% |
71% |
False |
False |
23 |
40 |
165.63 |
159.58 |
6.05 |
3.7% |
0.41 |
0.2% |
79% |
False |
False |
13 |
60 |
165.63 |
159.13 |
6.50 |
4.0% |
0.27 |
0.2% |
80% |
False |
False |
9 |
80 |
165.63 |
158.66 |
6.97 |
4.2% |
0.20 |
0.1% |
81% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.79 |
2.618 |
166.54 |
1.618 |
165.77 |
1.000 |
165.29 |
0.618 |
165.00 |
HIGH |
164.52 |
0.618 |
164.23 |
0.500 |
164.14 |
0.382 |
164.04 |
LOW |
163.75 |
0.618 |
163.27 |
1.000 |
162.98 |
1.618 |
162.50 |
2.618 |
161.73 |
4.250 |
160.48 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
164.27 |
164.16 |
PP |
164.20 |
163.98 |
S1 |
164.14 |
163.81 |
|