Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 27-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
164.10 |
163.67 |
-0.43 |
-0.3% |
163.76 |
High |
164.28 |
164.64 |
0.36 |
0.2% |
164.08 |
Low |
163.78 |
163.67 |
-0.11 |
-0.1% |
163.04 |
Close |
163.78 |
164.64 |
0.86 |
0.5% |
163.67 |
Range |
0.50 |
0.97 |
0.47 |
94.0% |
1.04 |
ATR |
0.61 |
0.63 |
0.03 |
4.3% |
0.00 |
Volume |
5,039 |
2,687 |
-2,352 |
-46.7% |
18,293 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.23 |
166.90 |
165.17 |
|
R3 |
166.26 |
165.93 |
164.91 |
|
R2 |
165.29 |
165.29 |
164.82 |
|
R1 |
164.96 |
164.96 |
164.73 |
165.13 |
PP |
164.32 |
164.32 |
164.32 |
164.40 |
S1 |
163.99 |
163.99 |
164.55 |
164.16 |
S2 |
163.35 |
163.35 |
164.46 |
|
S3 |
162.38 |
163.02 |
164.37 |
|
S4 |
161.41 |
162.05 |
164.11 |
|
|
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 |
164.64 |
163.04 |
1.60 |
1.0% |
0.65 |
0.4% |
100% |
True |
False |
2,473 |
10 |
164.64 |
163.04 |
1.60 |
1.0% |
0.57 |
0.3% |
100% |
True |
False |
2,944 |
20 |
165.38 |
163.04 |
2.34 |
1.4% |
0.57 |
0.3% |
68% |
False |
False |
1,525 |
40 |
165.63 |
160.60 |
5.03 |
3.1% |
0.52 |
0.3% |
80% |
False |
False |
774 |
60 |
165.63 |
159.58 |
6.05 |
3.7% |
0.43 |
0.3% |
84% |
False |
False |
517 |
80 |
165.63 |
159.13 |
6.50 |
3.9% |
0.32 |
0.2% |
85% |
False |
False |
387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.76 |
2.618 |
167.18 |
1.618 |
166.21 |
1.000 |
165.61 |
0.618 |
165.24 |
HIGH |
164.64 |
0.618 |
164.27 |
0.500 |
164.16 |
0.382 |
164.04 |
LOW |
163.67 |
0.618 |
163.07 |
1.000 |
162.70 |
1.618 |
162.10 |
2.618 |
161.13 |
4.250 |
159.55 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
164.48 |
164.45 |
PP |
164.32 |
164.26 |
S1 |
164.16 |
164.08 |
|