Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 06-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
164.63 |
165.23 |
0.60 |
0.4% |
163.50 |
High |
165.19 |
165.38 |
0.19 |
0.1% |
164.52 |
Low |
164.63 |
164.93 |
0.30 |
0.2% |
163.10 |
Close |
165.05 |
165.02 |
-0.03 |
0.0% |
164.33 |
Range |
0.56 |
0.45 |
-0.11 |
-19.6% |
1.42 |
ATR |
0.68 |
0.66 |
-0.02 |
-2.4% |
0.00 |
Volume |
65 |
27 |
-38 |
-58.5% |
138 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.46 |
166.19 |
165.27 |
|
R3 |
166.01 |
165.74 |
165.14 |
|
R2 |
165.56 |
165.56 |
165.10 |
|
R1 |
165.29 |
165.29 |
165.06 |
165.20 |
PP |
165.11 |
165.11 |
165.11 |
165.07 |
S1 |
164.84 |
164.84 |
164.98 |
164.75 |
S2 |
164.66 |
164.66 |
164.94 |
|
S3 |
164.21 |
164.39 |
164.90 |
|
S4 |
163.76 |
163.94 |
164.77 |
|
|
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 |
165.38 |
163.10 |
2.28 |
1.4% |
0.67 |
0.4% |
84% |
True |
False |
32 |
10 |
165.63 |
161.11 |
4.52 |
2.7% |
0.76 |
0.5% |
87% |
False |
False |
30 |
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% |
0.33 |
0.2% |
90% |
False |
False |
15 |
60 |
165.63 |
159.13 |
6.50 |
3.9% |
0.29 |
0.2% |
91% |
False |
False |
11 |
80 |
165.63 |
158.67 |
6.96 |
4.2% |
0.22 |
0.1% |
91% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.29 |
2.618 |
166.56 |
1.618 |
166.11 |
1.000 |
165.83 |
0.618 |
165.66 |
HIGH |
165.38 |
0.618 |
165.21 |
0.500 |
165.16 |
0.382 |
165.10 |
LOW |
164.93 |
0.618 |
164.65 |
1.000 |
164.48 |
1.618 |
164.20 |
2.618 |
163.75 |
4.250 |
163.02 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
165.16 |
164.96 |
PP |
165.11 |
164.89 |
S1 |
165.07 |
164.83 |
|