Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
165.11 |
164.75 |
-0.36 |
-0.2% |
164.27 |
High |
165.25 |
164.75 |
-0.50 |
-0.3% |
165.38 |
Low |
164.86 |
163.97 |
-0.89 |
-0.5% |
164.27 |
Close |
164.90 |
163.97 |
-0.93 |
-0.6% |
165.11 |
Range |
0.39 |
0.78 |
0.39 |
100.0% |
1.11 |
ATR |
0.62 |
0.64 |
0.02 |
3.6% |
0.00 |
Volume |
65 |
181 |
116 |
178.5% |
756 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.57 |
166.05 |
164.40 |
|
R3 |
165.79 |
165.27 |
164.18 |
|
R2 |
165.01 |
165.01 |
164.11 |
|
R1 |
164.49 |
164.49 |
164.04 |
164.36 |
PP |
164.23 |
164.23 |
164.23 |
164.17 |
S1 |
163.71 |
163.71 |
163.90 |
163.58 |
S2 |
163.45 |
163.45 |
163.83 |
|
S3 |
162.67 |
162.93 |
163.76 |
|
S4 |
161.89 |
162.15 |
163.54 |
|
|
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 |
163.97 |
1.41 |
0.9% |
0.47 |
0.3% |
0% |
False |
True |
181 |
10 |
165.38 |
163.10 |
2.28 |
1.4% |
0.55 |
0.3% |
38% |
False |
False |
106 |
20 |
165.63 |
161.11 |
4.52 |
2.8% |
0.57 |
0.3% |
63% |
False |
False |
63 |
40 |
165.63 |
159.75 |
5.88 |
3.6% |
0.37 |
0.2% |
72% |
False |
False |
37 |
60 |
165.63 |
159.13 |
6.50 |
4.0% |
0.32 |
0.2% |
74% |
False |
False |
26 |
80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.24 |
0.1% |
74% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.07 |
2.618 |
166.79 |
1.618 |
166.01 |
1.000 |
165.53 |
0.618 |
165.23 |
HIGH |
164.75 |
0.618 |
164.45 |
0.500 |
164.36 |
0.382 |
164.27 |
LOW |
163.97 |
0.618 |
163.49 |
1.000 |
163.19 |
1.618 |
162.71 |
2.618 |
161.93 |
4.250 |
160.66 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
164.36 |
164.67 |
PP |
164.23 |
164.44 |
S1 |
164.10 |
164.20 |
|