Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.72 |
164.13 |
-0.59 |
-0.4% |
164.95 |
High |
164.73 |
164.52 |
-0.21 |
-0.1% |
165.02 |
Low |
164.37 |
164.11 |
-0.26 |
-0.2% |
163.68 |
Close |
164.43 |
164.39 |
-0.04 |
0.0% |
164.43 |
Range |
0.36 |
0.41 |
0.05 |
13.9% |
1.34 |
ATR |
0.65 |
0.63 |
-0.02 |
-2.6% |
0.00 |
Volume |
4,651 |
4,923 |
272 |
5.8% |
30,183 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.57 |
165.39 |
164.62 |
|
R3 |
165.16 |
164.98 |
164.50 |
|
R2 |
164.75 |
164.75 |
164.47 |
|
R1 |
164.57 |
164.57 |
164.43 |
164.66 |
PP |
164.34 |
164.34 |
164.34 |
164.39 |
S1 |
164.16 |
164.16 |
164.35 |
164.25 |
S2 |
163.93 |
163.93 |
164.31 |
|
S3 |
163.52 |
163.75 |
164.28 |
|
S4 |
163.11 |
163.34 |
164.16 |
|
|
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 |
164.96 |
163.68 |
1.28 |
0.8% |
0.63 |
0.4% |
55% |
False |
False |
4,070 |
10 |
165.28 |
163.67 |
1.61 |
1.0% |
0.62 |
0.4% |
45% |
False |
False |
5,259 |
20 |
165.28 |
163.04 |
2.24 |
1.4% |
0.59 |
0.4% |
60% |
False |
False |
3,726 |
40 |
165.63 |
161.11 |
4.52 |
2.7% |
0.58 |
0.4% |
73% |
False |
False |
1,890 |
60 |
165.63 |
159.75 |
5.88 |
3.6% |
0.43 |
0.3% |
79% |
False |
False |
1,264 |
80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.38 |
0.2% |
81% |
False |
False |
948 |
100 |
165.63 |
159.13 |
6.50 |
4.0% |
0.30 |
0.2% |
81% |
False |
False |
759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.26 |
2.618 |
165.59 |
1.618 |
165.18 |
1.000 |
164.93 |
0.618 |
164.77 |
HIGH |
164.52 |
0.618 |
164.36 |
0.500 |
164.32 |
0.382 |
164.27 |
LOW |
164.11 |
0.618 |
163.86 |
1.000 |
163.70 |
1.618 |
163.45 |
2.618 |
163.04 |
4.250 |
162.37 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.37 |
164.45 |
PP |
164.34 |
164.43 |
S1 |
164.32 |
164.41 |
|