Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 20-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
164.01 |
163.92 |
-0.09 |
-0.1% |
165.11 |
High |
164.08 |
164.01 |
-0.07 |
0.0% |
165.25 |
Low |
163.73 |
163.54 |
-0.19 |
-0.1% |
163.37 |
Close |
163.80 |
163.62 |
-0.18 |
-0.1% |
163.37 |
Range |
0.35 |
0.47 |
0.12 |
34.3% |
1.88 |
ATR |
0.63 |
0.62 |
-0.01 |
-1.8% |
0.00 |
Volume |
11,807 |
1,079 |
-10,728 |
-90.9% |
2,048 |
|
Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.13 |
164.85 |
163.88 |
|
R3 |
164.66 |
164.38 |
163.75 |
|
R2 |
164.19 |
164.19 |
163.71 |
|
R1 |
163.91 |
163.91 |
163.66 |
163.82 |
PP |
163.72 |
163.72 |
163.72 |
163.68 |
S1 |
163.44 |
163.44 |
163.58 |
163.35 |
S2 |
163.25 |
163.25 |
163.53 |
|
S3 |
162.78 |
162.97 |
163.49 |
|
S4 |
162.31 |
162.50 |
163.36 |
|
|
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 |
164.44 |
163.37 |
1.07 |
0.7% |
0.49 |
0.3% |
23% |
False |
False |
3,416 |
10 |
165.37 |
163.37 |
2.00 |
1.2% |
0.49 |
0.3% |
13% |
False |
False |
1,798 |
20 |
165.63 |
161.11 |
4.52 |
2.8% |
0.62 |
0.4% |
56% |
False |
False |
914 |
40 |
165.63 |
159.98 |
5.65 |
3.5% |
0.44 |
0.3% |
64% |
False |
False |
465 |
60 |
165.63 |
159.36 |
6.27 |
3.8% |
0.37 |
0.2% |
68% |
False |
False |
311 |
80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.28 |
0.2% |
69% |
False |
False |
233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.01 |
2.618 |
165.24 |
1.618 |
164.77 |
1.000 |
164.48 |
0.618 |
164.30 |
HIGH |
164.01 |
0.618 |
163.83 |
0.500 |
163.78 |
0.382 |
163.72 |
LOW |
163.54 |
0.618 |
163.25 |
1.000 |
163.07 |
1.618 |
162.78 |
2.618 |
162.31 |
4.250 |
161.54 |
|
|
Fisher Pivots for day following 20-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
163.78 |
163.81 |
PP |
163.72 |
163.75 |
S1 |
163.67 |
163.68 |
|