Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 05-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
163.99 |
164.72 |
0.73 |
0.4% |
164.95 |
High |
164.96 |
164.73 |
-0.23 |
-0.1% |
165.02 |
Low |
163.93 |
164.37 |
0.44 |
0.3% |
163.68 |
Close |
164.87 |
164.43 |
-0.44 |
-0.3% |
164.43 |
Range |
1.03 |
0.36 |
-0.67 |
-65.0% |
1.34 |
ATR |
0.66 |
0.65 |
-0.01 |
-1.8% |
0.00 |
Volume |
3,434 |
4,651 |
1,217 |
35.4% |
30,183 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.59 |
165.37 |
164.63 |
|
R3 |
165.23 |
165.01 |
164.53 |
|
R2 |
164.87 |
164.87 |
164.50 |
|
R1 |
164.65 |
164.65 |
164.46 |
164.58 |
PP |
164.51 |
164.51 |
164.51 |
164.48 |
S1 |
164.29 |
164.29 |
164.40 |
164.22 |
S2 |
164.15 |
164.15 |
164.36 |
|
S3 |
163.79 |
163.93 |
164.33 |
|
S4 |
163.43 |
163.57 |
164.23 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.40 |
167.75 |
165.17 |
|
R3 |
167.06 |
166.41 |
164.80 |
|
R2 |
165.72 |
165.72 |
164.68 |
|
R1 |
165.07 |
165.07 |
164.55 |
164.73 |
PP |
164.38 |
164.38 |
164.38 |
164.20 |
S1 |
163.73 |
163.73 |
164.31 |
163.39 |
S2 |
163.04 |
163.04 |
164.18 |
|
S3 |
161.70 |
162.39 |
164.06 |
|
S4 |
160.36 |
161.05 |
163.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.02 |
163.68 |
1.34 |
0.8% |
0.60 |
0.4% |
56% |
False |
False |
6,036 |
10 |
165.28 |
163.51 |
1.77 |
1.1% |
0.64 |
0.4% |
52% |
False |
False |
4,932 |
20 |
165.28 |
163.04 |
2.24 |
1.4% |
0.59 |
0.4% |
62% |
False |
False |
3,483 |
40 |
165.63 |
161.11 |
4.52 |
2.7% |
0.57 |
0.3% |
73% |
False |
False |
1,768 |
60 |
165.63 |
159.75 |
5.88 |
3.6% |
0.42 |
0.3% |
80% |
False |
False |
1,181 |
80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.37 |
0.2% |
82% |
False |
False |
887 |
100 |
165.63 |
159.13 |
6.50 |
4.0% |
0.30 |
0.2% |
82% |
False |
False |
709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.26 |
2.618 |
165.67 |
1.618 |
165.31 |
1.000 |
165.09 |
0.618 |
164.95 |
HIGH |
164.73 |
0.618 |
164.59 |
0.500 |
164.55 |
0.382 |
164.51 |
LOW |
164.37 |
0.618 |
164.15 |
1.000 |
164.01 |
1.618 |
163.79 |
2.618 |
163.43 |
4.250 |
162.84 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.55 |
164.41 |
PP |
164.51 |
164.39 |
S1 |
164.47 |
164.37 |
|