Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
164.74 |
164.37 |
-0.37 |
-0.2% |
163.74 |
High |
164.82 |
165.28 |
0.46 |
0.3% |
165.28 |
Low |
164.44 |
164.30 |
-0.14 |
-0.1% |
163.51 |
Close |
164.70 |
165.10 |
0.40 |
0.2% |
165.10 |
Range |
0.38 |
0.98 |
0.60 |
157.9% |
1.77 |
ATR |
0.61 |
0.64 |
0.03 |
4.3% |
0.00 |
Volume |
3,676 |
6,089 |
2,413 |
65.6% |
19,140 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.83 |
167.45 |
165.64 |
|
R3 |
166.85 |
166.47 |
165.37 |
|
R2 |
165.87 |
165.87 |
165.28 |
|
R1 |
165.49 |
165.49 |
165.19 |
165.68 |
PP |
164.89 |
164.89 |
164.89 |
164.99 |
S1 |
164.51 |
164.51 |
165.01 |
164.70 |
S2 |
163.91 |
163.91 |
164.92 |
|
S3 |
162.93 |
163.53 |
164.83 |
|
S4 |
161.95 |
162.55 |
164.56 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.94 |
169.29 |
166.07 |
|
R3 |
168.17 |
167.52 |
165.59 |
|
R2 |
166.40 |
166.40 |
165.42 |
|
R1 |
165.75 |
165.75 |
165.26 |
166.08 |
PP |
164.63 |
164.63 |
164.63 |
164.79 |
S1 |
163.98 |
163.98 |
164.94 |
164.31 |
S2 |
162.86 |
162.86 |
164.78 |
|
S3 |
161.09 |
162.21 |
164.61 |
|
S4 |
159.32 |
160.44 |
164.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.28 |
163.51 |
1.77 |
1.1% |
0.68 |
0.4% |
90% |
True |
False |
3,828 |
10 |
165.28 |
163.04 |
2.24 |
1.4% |
0.55 |
0.3% |
92% |
True |
False |
3,743 |
20 |
165.38 |
163.04 |
2.34 |
1.4% |
0.53 |
0.3% |
88% |
False |
False |
2,011 |
40 |
165.63 |
161.11 |
4.52 |
2.7% |
0.53 |
0.3% |
88% |
False |
False |
1,017 |
60 |
165.63 |
159.58 |
6.05 |
3.7% |
0.45 |
0.3% |
91% |
False |
False |
679 |
80 |
165.63 |
159.13 |
6.50 |
3.9% |
0.34 |
0.2% |
92% |
False |
False |
510 |
100 |
165.63 |
158.66 |
6.97 |
4.2% |
0.27 |
0.2% |
92% |
False |
False |
408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.45 |
2.618 |
167.85 |
1.618 |
166.87 |
1.000 |
166.26 |
0.618 |
165.89 |
HIGH |
165.28 |
0.618 |
164.91 |
0.500 |
164.79 |
0.382 |
164.67 |
LOW |
164.30 |
0.618 |
163.69 |
1.000 |
163.32 |
1.618 |
162.71 |
2.618 |
161.73 |
4.250 |
160.14 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
165.00 |
164.89 |
PP |
164.89 |
164.68 |
S1 |
164.79 |
164.48 |
|