Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 21-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
163.92 |
163.20 |
-0.72 |
-0.4% |
165.11 |
High |
164.01 |
163.69 |
-0.32 |
-0.2% |
165.25 |
Low |
163.54 |
163.04 |
-0.50 |
-0.3% |
163.37 |
Close |
163.62 |
163.47 |
-0.15 |
-0.1% |
163.37 |
Range |
0.47 |
0.65 |
0.18 |
38.3% |
1.88 |
ATR |
0.62 |
0.62 |
0.00 |
0.3% |
0.00 |
Volume |
1,079 |
2,477 |
1,398 |
129.6% |
2,048 |
|
Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.35 |
165.06 |
163.83 |
|
R3 |
164.70 |
164.41 |
163.65 |
|
R2 |
164.05 |
164.05 |
163.59 |
|
R1 |
163.76 |
163.76 |
163.53 |
163.91 |
PP |
163.40 |
163.40 |
163.40 |
163.47 |
S1 |
163.11 |
163.11 |
163.41 |
163.26 |
S2 |
162.75 |
162.75 |
163.35 |
|
S3 |
162.10 |
162.46 |
163.29 |
|
S4 |
161.45 |
161.81 |
163.11 |
|
|
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 |
164.08 |
163.04 |
1.04 |
0.6% |
0.45 |
0.3% |
41% |
False |
True |
3,878 |
10 |
165.37 |
163.04 |
2.33 |
1.4% |
0.52 |
0.3% |
18% |
False |
True |
1,989 |
20 |
165.63 |
163.04 |
2.59 |
1.6% |
0.63 |
0.4% |
17% |
False |
True |
1,036 |
40 |
165.63 |
159.98 |
5.65 |
3.5% |
0.46 |
0.3% |
62% |
False |
False |
527 |
60 |
165.63 |
159.36 |
6.27 |
3.8% |
0.38 |
0.2% |
66% |
False |
False |
352 |
80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.29 |
0.2% |
67% |
False |
False |
264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.45 |
2.618 |
165.39 |
1.618 |
164.74 |
1.000 |
164.34 |
0.618 |
164.09 |
HIGH |
163.69 |
0.618 |
163.44 |
0.500 |
163.37 |
0.382 |
163.29 |
LOW |
163.04 |
0.618 |
162.64 |
1.000 |
162.39 |
1.618 |
161.99 |
2.618 |
161.34 |
4.250 |
160.28 |
|
|
Fisher Pivots for day following 21-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
163.44 |
163.56 |
PP |
163.40 |
163.53 |
S1 |
163.37 |
163.50 |
|