Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
163.76 |
164.01 |
0.25 |
0.2% |
165.11 |
| High |
163.76 |
164.08 |
0.32 |
0.2% |
165.25 |
| Low |
163.66 |
163.73 |
0.07 |
0.0% |
163.37 |
| Close |
163.66 |
163.80 |
0.14 |
0.1% |
163.37 |
| Range |
0.10 |
0.35 |
0.25 |
250.0% |
1.88 |
| ATR |
0.65 |
0.63 |
-0.02 |
-2.5% |
0.00 |
| Volume |
2,417 |
11,807 |
9,390 |
388.5% |
2,048 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.92 |
164.71 |
163.99 |
|
| R3 |
164.57 |
164.36 |
163.90 |
|
| R2 |
164.22 |
164.22 |
163.86 |
|
| R1 |
164.01 |
164.01 |
163.83 |
163.94 |
| PP |
163.87 |
163.87 |
163.87 |
163.84 |
| S1 |
163.66 |
163.66 |
163.77 |
163.59 |
| S2 |
163.52 |
163.52 |
163.74 |
|
| S3 |
163.17 |
163.31 |
163.70 |
|
| S4 |
162.82 |
162.96 |
163.61 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.64 |
168.38 |
164.40 |
|
| R3 |
167.76 |
166.50 |
163.89 |
|
| R2 |
165.88 |
165.88 |
163.71 |
|
| R1 |
164.62 |
164.62 |
163.54 |
164.31 |
| PP |
164.00 |
164.00 |
164.00 |
163.84 |
| S1 |
162.74 |
162.74 |
163.20 |
162.43 |
| S2 |
162.12 |
162.12 |
163.03 |
|
| S3 |
160.24 |
160.86 |
162.85 |
|
| S4 |
158.36 |
158.98 |
162.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.64 |
163.37 |
1.27 |
0.8% |
0.50 |
0.3% |
34% |
False |
False |
3,205 |
| 10 |
165.38 |
163.37 |
2.01 |
1.2% |
0.49 |
0.3% |
21% |
False |
False |
1,693 |
| 20 |
165.63 |
161.11 |
4.52 |
2.8% |
0.61 |
0.4% |
60% |
False |
False |
861 |
| 40 |
165.63 |
159.98 |
5.65 |
3.4% |
0.43 |
0.3% |
68% |
False |
False |
438 |
| 60 |
165.63 |
159.35 |
6.28 |
3.8% |
0.36 |
0.2% |
71% |
False |
False |
293 |
| 80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.27 |
0.2% |
72% |
False |
False |
219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.57 |
|
2.618 |
165.00 |
|
1.618 |
164.65 |
|
1.000 |
164.43 |
|
0.618 |
164.30 |
|
HIGH |
164.08 |
|
0.618 |
163.95 |
|
0.500 |
163.91 |
|
0.382 |
163.86 |
|
LOW |
163.73 |
|
0.618 |
163.51 |
|
1.000 |
163.38 |
|
1.618 |
163.16 |
|
2.618 |
162.81 |
|
4.250 |
162.24 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.91 |
163.78 |
| PP |
163.87 |
163.75 |
| S1 |
163.84 |
163.73 |
|