Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 11-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
165.02 |
165.11 |
0.09 |
0.1% |
164.27 |
High |
165.37 |
165.25 |
-0.12 |
-0.1% |
165.38 |
Low |
164.96 |
164.86 |
-0.10 |
-0.1% |
164.27 |
Close |
165.11 |
164.90 |
-0.21 |
-0.1% |
165.11 |
Range |
0.41 |
0.39 |
-0.02 |
-4.9% |
1.11 |
ATR |
0.63 |
0.62 |
-0.02 |
-2.8% |
0.00 |
Volume |
65 |
65 |
0 |
0.0% |
756 |
|
Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.17 |
165.93 |
165.11 |
|
R3 |
165.78 |
165.54 |
165.01 |
|
R2 |
165.39 |
165.39 |
164.97 |
|
R1 |
165.15 |
165.15 |
164.94 |
165.08 |
PP |
165.00 |
165.00 |
165.00 |
164.97 |
S1 |
164.76 |
164.76 |
164.86 |
164.69 |
S2 |
164.61 |
164.61 |
164.83 |
|
S3 |
164.22 |
164.37 |
164.79 |
|
S4 |
163.83 |
163.98 |
164.69 |
|
|
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 |
164.59 |
0.79 |
0.5% |
0.42 |
0.3% |
39% |
False |
False |
158 |
10 |
165.38 |
163.10 |
2.28 |
1.4% |
0.51 |
0.3% |
79% |
False |
False |
88 |
20 |
165.63 |
161.11 |
4.52 |
2.7% |
0.56 |
0.3% |
84% |
False |
False |
55 |
40 |
165.63 |
159.75 |
5.88 |
3.6% |
0.35 |
0.2% |
88% |
False |
False |
33 |
60 |
165.63 |
159.13 |
6.50 |
3.9% |
0.31 |
0.2% |
89% |
False |
False |
23 |
80 |
165.63 |
159.13 |
6.50 |
3.9% |
0.23 |
0.1% |
89% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.91 |
2.618 |
166.27 |
1.618 |
165.88 |
1.000 |
165.64 |
0.618 |
165.49 |
HIGH |
165.25 |
0.618 |
165.10 |
0.500 |
165.06 |
0.382 |
165.01 |
LOW |
164.86 |
0.618 |
164.62 |
1.000 |
164.47 |
1.618 |
164.23 |
2.618 |
163.84 |
4.250 |
163.20 |
|
|
Fisher Pivots for day following 11-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
165.06 |
164.98 |
PP |
165.00 |
164.95 |
S1 |
164.95 |
164.93 |
|