Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
163.69 |
163.74 |
0.05 |
0.0% |
163.76 |
High |
163.95 |
164.08 |
0.13 |
0.1% |
164.08 |
Low |
163.40 |
163.51 |
0.11 |
0.1% |
163.04 |
Close |
163.67 |
164.01 |
0.34 |
0.2% |
163.67 |
Range |
0.55 |
0.57 |
0.02 |
3.6% |
1.04 |
ATR |
0.62 |
0.61 |
0.00 |
-0.5% |
0.00 |
Volume |
513 |
1,649 |
1,136 |
221.4% |
18,293 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.58 |
165.36 |
164.32 |
|
R3 |
165.01 |
164.79 |
164.17 |
|
R2 |
164.44 |
164.44 |
164.11 |
|
R1 |
164.22 |
164.22 |
164.06 |
164.33 |
PP |
163.87 |
163.87 |
163.87 |
163.92 |
S1 |
163.65 |
163.65 |
163.96 |
163.76 |
S2 |
163.30 |
163.30 |
163.91 |
|
S3 |
162.73 |
163.08 |
163.85 |
|
S4 |
162.16 |
162.51 |
163.70 |
|
|
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% |
0.52 |
0.3% |
93% |
True |
False |
3,505 |
10 |
164.75 |
163.04 |
1.71 |
1.0% |
0.55 |
0.3% |
57% |
False |
False |
2,192 |
20 |
165.38 |
163.04 |
2.34 |
1.4% |
0.53 |
0.3% |
41% |
False |
False |
1,140 |
40 |
165.63 |
160.30 |
5.33 |
3.2% |
0.49 |
0.3% |
70% |
False |
False |
581 |
60 |
165.63 |
159.58 |
6.05 |
3.7% |
0.40 |
0.2% |
73% |
False |
False |
388 |
80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.30 |
0.2% |
75% |
False |
False |
291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.50 |
2.618 |
165.57 |
1.618 |
165.00 |
1.000 |
164.65 |
0.618 |
164.43 |
HIGH |
164.08 |
0.618 |
163.86 |
0.500 |
163.80 |
0.382 |
163.73 |
LOW |
163.51 |
0.618 |
163.16 |
1.000 |
162.94 |
1.618 |
162.59 |
2.618 |
162.02 |
4.250 |
161.09 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
163.94 |
163.86 |
PP |
163.87 |
163.71 |
S1 |
163.80 |
163.56 |
|