Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
163.20 |
163.69 |
0.49 |
0.3% |
163.76 |
| High |
163.69 |
163.95 |
0.26 |
0.2% |
164.08 |
| Low |
163.04 |
163.40 |
0.36 |
0.2% |
163.04 |
| Close |
163.47 |
163.67 |
0.20 |
0.1% |
163.67 |
| Range |
0.65 |
0.55 |
-0.10 |
-15.4% |
1.04 |
| ATR |
0.62 |
0.62 |
-0.01 |
-0.8% |
0.00 |
| Volume |
2,477 |
513 |
-1,964 |
-79.3% |
18,293 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.32 |
165.05 |
163.97 |
|
| R3 |
164.77 |
164.50 |
163.82 |
|
| R2 |
164.22 |
164.22 |
163.77 |
|
| R1 |
163.95 |
163.95 |
163.72 |
163.81 |
| PP |
163.67 |
163.67 |
163.67 |
163.61 |
| S1 |
163.40 |
163.40 |
163.62 |
163.26 |
| S2 |
163.12 |
163.12 |
163.57 |
|
| S3 |
162.57 |
162.85 |
163.52 |
|
| S4 |
162.02 |
162.30 |
163.37 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.72 |
166.23 |
164.24 |
|
| R3 |
165.68 |
165.19 |
163.96 |
|
| R2 |
164.64 |
164.64 |
163.86 |
|
| R1 |
164.15 |
164.15 |
163.77 |
163.88 |
| PP |
163.60 |
163.60 |
163.60 |
163.46 |
| S1 |
163.11 |
163.11 |
163.57 |
162.84 |
| S2 |
162.56 |
162.56 |
163.48 |
|
| S3 |
161.52 |
162.07 |
163.38 |
|
| S4 |
160.48 |
161.03 |
163.10 |
|
|
| 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% |
0.42 |
0.3% |
61% |
False |
False |
3,658 |
| 10 |
165.25 |
163.04 |
2.21 |
1.4% |
0.54 |
0.3% |
29% |
False |
False |
2,034 |
| 20 |
165.38 |
163.04 |
2.34 |
1.4% |
0.53 |
0.3% |
27% |
False |
False |
1,061 |
| 40 |
165.63 |
159.98 |
5.65 |
3.5% |
0.47 |
0.3% |
65% |
False |
False |
539 |
| 60 |
165.63 |
159.36 |
6.27 |
3.8% |
0.39 |
0.2% |
69% |
False |
False |
361 |
| 80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.29 |
0.2% |
70% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.29 |
|
2.618 |
165.39 |
|
1.618 |
164.84 |
|
1.000 |
164.50 |
|
0.618 |
164.29 |
|
HIGH |
163.95 |
|
0.618 |
163.74 |
|
0.500 |
163.68 |
|
0.382 |
163.61 |
|
LOW |
163.40 |
|
0.618 |
163.06 |
|
1.000 |
162.85 |
|
1.618 |
162.51 |
|
2.618 |
161.96 |
|
4.250 |
161.06 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.68 |
163.62 |
| PP |
163.67 |
163.57 |
| S1 |
163.67 |
163.53 |
|