Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 04-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
04-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
163.75 |
164.27 |
0.52 |
0.3% |
163.50 |
High |
164.52 |
164.44 |
-0.08 |
0.0% |
164.52 |
Low |
163.75 |
164.27 |
0.52 |
0.3% |
163.10 |
Close |
164.33 |
164.44 |
0.11 |
0.1% |
164.33 |
Range |
0.77 |
0.17 |
-0.60 |
-77.9% |
1.42 |
ATR |
0.71 |
0.68 |
-0.04 |
-5.4% |
0.00 |
Volume |
4 |
29 |
25 |
625.0% |
138 |
|
Daily Pivots for day following 04-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.89 |
164.84 |
164.53 |
|
R3 |
164.72 |
164.67 |
164.49 |
|
R2 |
164.55 |
164.55 |
164.47 |
|
R1 |
164.50 |
164.50 |
164.46 |
164.53 |
PP |
164.38 |
164.38 |
164.38 |
164.40 |
S1 |
164.33 |
164.33 |
164.42 |
164.36 |
S2 |
164.21 |
164.21 |
164.41 |
|
S3 |
164.04 |
164.16 |
164.39 |
|
S4 |
163.87 |
163.99 |
164.35 |
|
|
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% |
0.60 |
0.4% |
94% |
False |
False |
18 |
10 |
165.63 |
161.11 |
4.52 |
2.7% |
0.71 |
0.4% |
74% |
False |
False |
22 |
20 |
165.63 |
161.11 |
4.52 |
2.7% |
0.53 |
0.3% |
74% |
False |
False |
23 |
40 |
165.63 |
159.75 |
5.88 |
3.6% |
0.35 |
0.2% |
80% |
False |
False |
14 |
60 |
165.63 |
159.13 |
6.50 |
4.0% |
0.27 |
0.2% |
82% |
False |
False |
9 |
80 |
165.63 |
158.67 |
6.96 |
4.2% |
0.20 |
0.1% |
83% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.16 |
2.618 |
164.89 |
1.618 |
164.72 |
1.000 |
164.61 |
0.618 |
164.55 |
HIGH |
164.44 |
0.618 |
164.38 |
0.500 |
164.36 |
0.382 |
164.33 |
LOW |
164.27 |
0.618 |
164.16 |
1.000 |
164.10 |
1.618 |
163.99 |
2.618 |
163.82 |
4.250 |
163.55 |
|
|
Fisher Pivots for day following 04-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
164.41 |
164.23 |
PP |
164.38 |
164.02 |
S1 |
164.36 |
163.81 |
|