Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
163.67 |
164.74 |
1.07 |
0.7% |
163.76 |
High |
164.64 |
164.82 |
0.18 |
0.1% |
164.08 |
Low |
163.67 |
164.44 |
0.77 |
0.5% |
163.04 |
Close |
164.64 |
164.70 |
0.06 |
0.0% |
163.67 |
Range |
0.97 |
0.38 |
-0.59 |
-60.8% |
1.04 |
ATR |
0.63 |
0.61 |
-0.02 |
-2.8% |
0.00 |
Volume |
2,687 |
3,676 |
989 |
36.8% |
18,293 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.79 |
165.63 |
164.91 |
|
R3 |
165.41 |
165.25 |
164.80 |
|
R2 |
165.03 |
165.03 |
164.77 |
|
R1 |
164.87 |
164.87 |
164.73 |
164.76 |
PP |
164.65 |
164.65 |
164.65 |
164.60 |
S1 |
164.49 |
164.49 |
164.67 |
164.38 |
S2 |
164.27 |
164.27 |
164.63 |
|
S3 |
163.89 |
164.11 |
164.60 |
|
S4 |
163.51 |
163.73 |
164.49 |
|
|
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 |
164.82 |
163.40 |
1.42 |
0.9% |
0.59 |
0.4% |
92% |
True |
False |
2,712 |
10 |
164.82 |
163.04 |
1.78 |
1.1% |
0.52 |
0.3% |
93% |
True |
False |
3,295 |
20 |
165.38 |
163.04 |
2.34 |
1.4% |
0.52 |
0.3% |
71% |
False |
False |
1,707 |
40 |
165.63 |
160.79 |
4.84 |
2.9% |
0.52 |
0.3% |
81% |
False |
False |
866 |
60 |
165.63 |
159.58 |
6.05 |
3.7% |
0.43 |
0.3% |
85% |
False |
False |
578 |
80 |
165.63 |
159.13 |
6.50 |
3.9% |
0.32 |
0.2% |
86% |
False |
False |
433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.44 |
2.618 |
165.81 |
1.618 |
165.43 |
1.000 |
165.20 |
0.618 |
165.05 |
HIGH |
164.82 |
0.618 |
164.67 |
0.500 |
164.63 |
0.382 |
164.59 |
LOW |
164.44 |
0.618 |
164.21 |
1.000 |
164.06 |
1.618 |
163.83 |
2.618 |
163.45 |
4.250 |
162.83 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
164.68 |
164.55 |
PP |
164.65 |
164.40 |
S1 |
164.63 |
164.25 |
|