Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 14-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
164.34 |
164.43 |
0.09 |
0.1% |
164.27 |
High |
164.64 |
164.44 |
-0.20 |
-0.1% |
165.38 |
Low |
164.09 |
163.62 |
-0.47 |
-0.3% |
164.27 |
Close |
164.60 |
163.99 |
-0.61 |
-0.4% |
165.11 |
Range |
0.55 |
0.82 |
0.27 |
49.1% |
1.11 |
ATR |
0.64 |
0.67 |
0.02 |
3.8% |
0.00 |
Volume |
23 |
168 |
145 |
630.4% |
756 |
|
Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.48 |
166.05 |
164.44 |
|
R3 |
165.66 |
165.23 |
164.22 |
|
R2 |
164.84 |
164.84 |
164.14 |
|
R1 |
164.41 |
164.41 |
164.07 |
164.22 |
PP |
164.02 |
164.02 |
164.02 |
163.92 |
S1 |
163.59 |
163.59 |
163.91 |
163.40 |
S2 |
163.20 |
163.20 |
163.84 |
|
S3 |
162.38 |
162.77 |
163.76 |
|
S4 |
161.56 |
161.95 |
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 |
165.37 |
163.62 |
1.75 |
1.1% |
0.59 |
0.4% |
21% |
False |
True |
100 |
10 |
165.38 |
163.62 |
1.76 |
1.1% |
0.52 |
0.3% |
21% |
False |
True |
119 |
20 |
165.63 |
161.11 |
4.52 |
2.8% |
0.60 |
0.4% |
64% |
False |
False |
71 |
40 |
165.63 |
159.75 |
5.88 |
3.6% |
0.40 |
0.2% |
72% |
False |
False |
42 |
60 |
165.63 |
159.13 |
6.50 |
4.0% |
0.34 |
0.2% |
75% |
False |
False |
29 |
80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.26 |
0.2% |
75% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.93 |
2.618 |
166.59 |
1.618 |
165.77 |
1.000 |
165.26 |
0.618 |
164.95 |
HIGH |
164.44 |
0.618 |
164.13 |
0.500 |
164.03 |
0.382 |
163.93 |
LOW |
163.62 |
0.618 |
163.11 |
1.000 |
162.80 |
1.618 |
162.29 |
2.618 |
161.47 |
4.250 |
160.14 |
|
|
Fisher Pivots for day following 14-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
164.03 |
164.19 |
PP |
164.02 |
164.12 |
S1 |
164.00 |
164.06 |
|