Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 13-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
164.75 |
164.34 |
-0.41 |
-0.2% |
164.27 |
High |
164.75 |
164.64 |
-0.11 |
-0.1% |
165.38 |
Low |
163.97 |
164.09 |
0.12 |
0.1% |
164.27 |
Close |
163.97 |
164.60 |
0.63 |
0.4% |
165.11 |
Range |
0.78 |
0.55 |
-0.23 |
-29.5% |
1.11 |
ATR |
0.64 |
0.64 |
0.00 |
0.3% |
0.00 |
Volume |
181 |
23 |
-158 |
-87.3% |
756 |
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.09 |
165.90 |
164.90 |
|
R3 |
165.54 |
165.35 |
164.75 |
|
R2 |
164.99 |
164.99 |
164.70 |
|
R1 |
164.80 |
164.80 |
164.65 |
164.90 |
PP |
164.44 |
164.44 |
164.44 |
164.49 |
S1 |
164.25 |
164.25 |
164.55 |
164.35 |
S2 |
163.89 |
163.89 |
164.50 |
|
S3 |
163.34 |
163.70 |
164.45 |
|
S4 |
162.79 |
163.15 |
164.30 |
|
|
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 |
165.37 |
163.97 |
1.40 |
0.9% |
0.49 |
0.3% |
45% |
False |
False |
180 |
10 |
165.38 |
163.10 |
2.28 |
1.4% |
0.58 |
0.4% |
66% |
False |
False |
106 |
20 |
165.63 |
161.11 |
4.52 |
2.7% |
0.58 |
0.4% |
77% |
False |
False |
63 |
40 |
165.63 |
159.75 |
5.88 |
3.6% |
0.39 |
0.2% |
82% |
False |
False |
38 |
60 |
165.63 |
159.13 |
6.50 |
3.9% |
0.33 |
0.2% |
84% |
False |
False |
26 |
80 |
165.63 |
159.13 |
6.50 |
3.9% |
0.25 |
0.2% |
84% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.98 |
2.618 |
166.08 |
1.618 |
165.53 |
1.000 |
165.19 |
0.618 |
164.98 |
HIGH |
164.64 |
0.618 |
164.43 |
0.500 |
164.37 |
0.382 |
164.30 |
LOW |
164.09 |
0.618 |
163.75 |
1.000 |
163.54 |
1.618 |
163.20 |
2.618 |
162.65 |
4.250 |
161.75 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
164.52 |
164.61 |
PP |
164.44 |
164.61 |
S1 |
164.37 |
164.60 |
|