Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 05-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
164.27 |
164.63 |
0.36 |
0.2% |
163.50 |
High |
164.44 |
165.19 |
0.75 |
0.5% |
164.52 |
Low |
164.27 |
164.63 |
0.36 |
0.2% |
163.10 |
Close |
164.44 |
165.05 |
0.61 |
0.4% |
164.33 |
Range |
0.17 |
0.56 |
0.39 |
229.4% |
1.42 |
ATR |
0.68 |
0.68 |
0.01 |
0.8% |
0.00 |
Volume |
29 |
65 |
36 |
124.1% |
138 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.64 |
166.40 |
165.36 |
|
R3 |
166.08 |
165.84 |
165.20 |
|
R2 |
165.52 |
165.52 |
165.15 |
|
R1 |
165.28 |
165.28 |
165.10 |
165.40 |
PP |
164.96 |
164.96 |
164.96 |
165.02 |
S1 |
164.72 |
164.72 |
165.00 |
164.84 |
S2 |
164.40 |
164.40 |
164.95 |
|
S3 |
163.84 |
164.16 |
164.90 |
|
S4 |
163.28 |
163.60 |
164.74 |
|
|
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 |
165.19 |
163.10 |
2.09 |
1.3% |
0.64 |
0.4% |
93% |
True |
False |
30 |
10 |
165.63 |
161.11 |
4.52 |
2.7% |
0.73 |
0.4% |
87% |
False |
False |
29 |
20 |
165.63 |
161.11 |
4.52 |
2.7% |
0.53 |
0.3% |
87% |
False |
False |
23 |
40 |
165.63 |
159.75 |
5.88 |
3.6% |
0.36 |
0.2% |
90% |
False |
False |
15 |
60 |
165.63 |
159.13 |
6.50 |
3.9% |
0.28 |
0.2% |
91% |
False |
False |
10 |
80 |
165.63 |
158.67 |
6.96 |
4.2% |
0.21 |
0.1% |
92% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.57 |
2.618 |
166.66 |
1.618 |
166.10 |
1.000 |
165.75 |
0.618 |
165.54 |
HIGH |
165.19 |
0.618 |
164.98 |
0.500 |
164.91 |
0.382 |
164.84 |
LOW |
164.63 |
0.618 |
164.28 |
1.000 |
164.07 |
1.618 |
163.72 |
2.618 |
163.16 |
4.250 |
162.25 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
165.00 |
164.86 |
PP |
164.96 |
164.66 |
S1 |
164.91 |
164.47 |
|