Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.37 |
164.95 |
0.58 |
0.4% |
163.74 |
High |
165.28 |
165.02 |
-0.26 |
-0.2% |
165.28 |
Low |
164.30 |
164.75 |
0.45 |
0.3% |
163.51 |
Close |
165.10 |
164.75 |
-0.35 |
-0.2% |
165.10 |
Range |
0.98 |
0.27 |
-0.71 |
-72.4% |
1.77 |
ATR |
0.64 |
0.62 |
-0.02 |
-3.2% |
0.00 |
Volume |
6,089 |
14,754 |
8,665 |
142.3% |
19,140 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.65 |
165.47 |
164.90 |
|
R3 |
165.38 |
165.20 |
164.82 |
|
R2 |
165.11 |
165.11 |
164.80 |
|
R1 |
164.93 |
164.93 |
164.77 |
164.89 |
PP |
164.84 |
164.84 |
164.84 |
164.82 |
S1 |
164.66 |
164.66 |
164.73 |
164.62 |
S2 |
164.57 |
164.57 |
164.70 |
|
S3 |
164.30 |
164.39 |
164.68 |
|
S4 |
164.03 |
164.12 |
164.60 |
|
|
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 |
163.67 |
1.61 |
1.0% |
0.62 |
0.4% |
67% |
False |
False |
6,449 |
10 |
165.28 |
163.04 |
2.24 |
1.4% |
0.57 |
0.3% |
76% |
False |
False |
4,977 |
20 |
165.38 |
163.04 |
2.34 |
1.4% |
0.54 |
0.3% |
73% |
False |
False |
2,748 |
40 |
165.63 |
161.11 |
4.52 |
2.7% |
0.53 |
0.3% |
81% |
False |
False |
1,385 |
60 |
165.63 |
159.75 |
5.88 |
3.6% |
0.41 |
0.3% |
85% |
False |
False |
925 |
80 |
165.63 |
159.13 |
6.50 |
3.9% |
0.34 |
0.2% |
86% |
False |
False |
694 |
100 |
165.63 |
158.67 |
6.96 |
4.2% |
0.27 |
0.2% |
87% |
False |
False |
555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.17 |
2.618 |
165.73 |
1.618 |
165.46 |
1.000 |
165.29 |
0.618 |
165.19 |
HIGH |
165.02 |
0.618 |
164.92 |
0.500 |
164.89 |
0.382 |
164.85 |
LOW |
164.75 |
0.618 |
164.58 |
1.000 |
164.48 |
1.618 |
164.31 |
2.618 |
164.04 |
4.250 |
163.60 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.89 |
164.79 |
PP |
164.84 |
164.78 |
S1 |
164.80 |
164.76 |
|