Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
164.71 |
165.02 |
0.31 |
0.2% |
164.27 |
High |
164.90 |
165.37 |
0.47 |
0.3% |
165.38 |
Low |
164.59 |
164.96 |
0.37 |
0.2% |
164.27 |
Close |
164.90 |
165.11 |
0.21 |
0.1% |
165.11 |
Range |
0.31 |
0.41 |
0.10 |
32.3% |
1.11 |
ATR |
0.65 |
0.63 |
-0.01 |
-2.0% |
0.00 |
Volume |
570 |
65 |
-505 |
-88.6% |
756 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.38 |
166.15 |
165.34 |
|
R3 |
165.97 |
165.74 |
165.22 |
|
R2 |
165.56 |
165.56 |
165.19 |
|
R1 |
165.33 |
165.33 |
165.15 |
165.45 |
PP |
165.15 |
165.15 |
165.15 |
165.20 |
S1 |
164.92 |
164.92 |
165.07 |
165.04 |
S2 |
164.74 |
164.74 |
165.03 |
|
S3 |
164.33 |
164.51 |
165.00 |
|
S4 |
163.92 |
164.10 |
164.88 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.25 |
167.79 |
165.72 |
|
R3 |
167.14 |
166.68 |
165.42 |
|
R2 |
166.03 |
166.03 |
165.31 |
|
R1 |
165.57 |
165.57 |
165.21 |
165.80 |
PP |
164.92 |
164.92 |
164.92 |
165.04 |
S1 |
164.46 |
164.46 |
165.01 |
164.69 |
S2 |
163.81 |
163.81 |
164.91 |
|
S3 |
162.70 |
163.35 |
164.80 |
|
S4 |
161.59 |
162.24 |
164.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.38 |
164.27 |
1.11 |
0.7% |
0.38 |
0.2% |
76% |
False |
False |
151 |
10 |
165.38 |
163.10 |
2.28 |
1.4% |
0.53 |
0.3% |
88% |
False |
False |
89 |
20 |
165.63 |
161.11 |
4.52 |
2.7% |
0.55 |
0.3% |
88% |
False |
False |
53 |
40 |
165.63 |
159.75 |
5.88 |
3.6% |
0.34 |
0.2% |
91% |
False |
False |
31 |
60 |
165.63 |
159.13 |
6.50 |
3.9% |
0.30 |
0.2% |
92% |
False |
False |
22 |
80 |
165.63 |
159.13 |
6.50 |
3.9% |
0.23 |
0.1% |
92% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.11 |
2.618 |
166.44 |
1.618 |
166.03 |
1.000 |
165.78 |
0.618 |
165.62 |
HIGH |
165.37 |
0.618 |
165.21 |
0.500 |
165.17 |
0.382 |
165.12 |
LOW |
164.96 |
0.618 |
164.71 |
1.000 |
164.55 |
1.618 |
164.30 |
2.618 |
163.89 |
4.250 |
163.22 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
165.17 |
165.07 |
PP |
165.15 |
165.03 |
S1 |
165.13 |
164.99 |
|