Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
163.77 |
163.99 |
0.22 |
0.1% |
163.74 |
High |
164.19 |
164.96 |
0.77 |
0.5% |
165.28 |
Low |
163.77 |
163.93 |
0.16 |
0.1% |
163.51 |
Close |
163.94 |
164.87 |
0.93 |
0.6% |
165.10 |
Range |
0.42 |
1.03 |
0.61 |
145.2% |
1.77 |
ATR |
0.63 |
0.66 |
0.03 |
4.4% |
0.00 |
Volume |
6,564 |
3,434 |
-3,130 |
-47.7% |
19,140 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.68 |
167.30 |
165.44 |
|
R3 |
166.65 |
166.27 |
165.15 |
|
R2 |
165.62 |
165.62 |
165.06 |
|
R1 |
165.24 |
165.24 |
164.96 |
165.43 |
PP |
164.59 |
164.59 |
164.59 |
164.68 |
S1 |
164.21 |
164.21 |
164.78 |
164.40 |
S2 |
163.56 |
163.56 |
164.68 |
|
S3 |
162.53 |
163.18 |
164.59 |
|
S4 |
161.50 |
162.15 |
164.30 |
|
|
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 |
163.68 |
1.60 |
1.0% |
0.72 |
0.4% |
74% |
False |
False |
6,324 |
10 |
165.28 |
163.40 |
1.88 |
1.1% |
0.66 |
0.4% |
78% |
False |
False |
4,518 |
20 |
165.37 |
163.04 |
2.33 |
1.4% |
0.59 |
0.4% |
79% |
False |
False |
3,253 |
40 |
165.63 |
161.11 |
4.52 |
2.7% |
0.57 |
0.3% |
83% |
False |
False |
1,652 |
60 |
165.63 |
159.75 |
5.88 |
3.6% |
0.42 |
0.3% |
87% |
False |
False |
1,104 |
80 |
165.63 |
159.13 |
6.50 |
3.9% |
0.37 |
0.2% |
88% |
False |
False |
829 |
100 |
165.63 |
159.00 |
6.63 |
4.0% |
0.30 |
0.2% |
89% |
False |
False |
663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.34 |
2.618 |
167.66 |
1.618 |
166.63 |
1.000 |
165.99 |
0.618 |
165.60 |
HIGH |
164.96 |
0.618 |
164.57 |
0.500 |
164.45 |
0.382 |
164.32 |
LOW |
163.93 |
0.618 |
163.29 |
1.000 |
162.90 |
1.618 |
162.26 |
2.618 |
161.23 |
4.250 |
159.55 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.73 |
164.69 |
PP |
164.59 |
164.50 |
S1 |
164.45 |
164.32 |
|