Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.95 |
164.55 |
-0.40 |
-0.2% |
163.74 |
High |
165.02 |
164.60 |
-0.42 |
-0.3% |
165.28 |
Low |
164.75 |
163.68 |
-1.07 |
-0.6% |
163.51 |
Close |
164.75 |
163.88 |
-0.87 |
-0.5% |
165.10 |
Range |
0.27 |
0.92 |
0.65 |
240.7% |
1.77 |
ATR |
0.62 |
0.65 |
0.03 |
5.2% |
0.00 |
Volume |
14,754 |
780 |
-13,974 |
-94.7% |
19,140 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.81 |
166.27 |
164.39 |
|
R3 |
165.89 |
165.35 |
164.13 |
|
R2 |
164.97 |
164.97 |
164.05 |
|
R1 |
164.43 |
164.43 |
163.96 |
164.24 |
PP |
164.05 |
164.05 |
164.05 |
163.96 |
S1 |
163.51 |
163.51 |
163.80 |
163.32 |
S2 |
163.13 |
163.13 |
163.71 |
|
S3 |
162.21 |
162.59 |
163.63 |
|
S4 |
161.29 |
161.67 |
163.37 |
|
|
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% |
0.70 |
0.4% |
13% |
False |
False |
5,597 |
10 |
165.28 |
163.04 |
2.24 |
1.4% |
0.63 |
0.4% |
38% |
False |
False |
3,874 |
20 |
165.38 |
163.04 |
2.34 |
1.4% |
0.56 |
0.3% |
36% |
False |
False |
2,783 |
40 |
165.63 |
161.11 |
4.52 |
2.8% |
0.54 |
0.3% |
61% |
False |
False |
1,403 |
60 |
165.63 |
159.75 |
5.88 |
3.6% |
0.43 |
0.3% |
70% |
False |
False |
938 |
80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.35 |
0.2% |
73% |
False |
False |
704 |
100 |
165.63 |
158.67 |
6.96 |
4.2% |
0.28 |
0.2% |
75% |
False |
False |
563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.51 |
2.618 |
167.01 |
1.618 |
166.09 |
1.000 |
165.52 |
0.618 |
165.17 |
HIGH |
164.60 |
0.618 |
164.25 |
0.500 |
164.14 |
0.382 |
164.03 |
LOW |
163.68 |
0.618 |
163.11 |
1.000 |
162.76 |
1.618 |
162.19 |
2.618 |
161.27 |
4.250 |
159.77 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.14 |
164.48 |
PP |
164.05 |
164.28 |
S1 |
163.97 |
164.08 |
|