Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
163.74 |
164.10 |
0.36 |
0.2% |
163.76 |
High |
164.08 |
164.28 |
0.20 |
0.1% |
164.08 |
Low |
163.51 |
163.78 |
0.27 |
0.2% |
163.04 |
Close |
164.01 |
163.78 |
-0.23 |
-0.1% |
163.67 |
Range |
0.57 |
0.50 |
-0.07 |
-12.3% |
1.04 |
ATR |
0.61 |
0.61 |
-0.01 |
-1.3% |
0.00 |
Volume |
1,649 |
5,039 |
3,390 |
205.6% |
18,293 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.45 |
165.11 |
164.06 |
|
R3 |
164.95 |
164.61 |
163.92 |
|
R2 |
164.45 |
164.45 |
163.87 |
|
R1 |
164.11 |
164.11 |
163.83 |
164.03 |
PP |
163.95 |
163.95 |
163.95 |
163.91 |
S1 |
163.61 |
163.61 |
163.73 |
163.53 |
S2 |
163.45 |
163.45 |
163.69 |
|
S3 |
162.95 |
163.11 |
163.64 |
|
S4 |
162.45 |
162.61 |
163.51 |
|
|
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 |
164.28 |
163.04 |
1.24 |
0.8% |
0.55 |
0.3% |
60% |
True |
False |
2,151 |
10 |
164.64 |
163.04 |
1.60 |
1.0% |
0.53 |
0.3% |
46% |
False |
False |
2,678 |
20 |
165.38 |
163.04 |
2.34 |
1.4% |
0.54 |
0.3% |
32% |
False |
False |
1,392 |
40 |
165.63 |
160.33 |
5.30 |
3.2% |
0.50 |
0.3% |
65% |
False |
False |
707 |
60 |
165.63 |
159.58 |
6.05 |
3.7% |
0.41 |
0.2% |
69% |
False |
False |
472 |
80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.31 |
0.2% |
72% |
False |
False |
354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.41 |
2.618 |
165.59 |
1.618 |
165.09 |
1.000 |
164.78 |
0.618 |
164.59 |
HIGH |
164.28 |
0.618 |
164.09 |
0.500 |
164.03 |
0.382 |
163.97 |
LOW |
163.78 |
0.618 |
163.47 |
1.000 |
163.28 |
1.618 |
162.97 |
2.618 |
162.47 |
4.250 |
161.66 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
164.03 |
163.84 |
PP |
163.95 |
163.82 |
S1 |
163.86 |
163.80 |
|