Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.13 |
164.46 |
0.33 |
0.2% |
164.95 |
High |
164.52 |
164.85 |
0.33 |
0.2% |
165.02 |
Low |
164.11 |
164.33 |
0.22 |
0.1% |
163.68 |
Close |
164.39 |
164.73 |
0.34 |
0.2% |
164.43 |
Range |
0.41 |
0.52 |
0.11 |
26.8% |
1.34 |
ATR |
0.63 |
0.63 |
-0.01 |
-1.3% |
0.00 |
Volume |
4,923 |
1,445 |
-3,478 |
-70.6% |
30,183 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.20 |
165.98 |
165.02 |
|
R3 |
165.68 |
165.46 |
164.87 |
|
R2 |
165.16 |
165.16 |
164.83 |
|
R1 |
164.94 |
164.94 |
164.78 |
165.05 |
PP |
164.64 |
164.64 |
164.64 |
164.69 |
S1 |
164.42 |
164.42 |
164.68 |
164.53 |
S2 |
164.12 |
164.12 |
164.63 |
|
S3 |
163.60 |
163.90 |
164.59 |
|
S4 |
163.08 |
163.38 |
164.44 |
|
|
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 |
163.77 |
1.19 |
0.7% |
0.55 |
0.3% |
81% |
False |
False |
4,203 |
10 |
165.28 |
163.67 |
1.61 |
1.0% |
0.63 |
0.4% |
66% |
False |
False |
4,900 |
20 |
165.28 |
163.04 |
2.24 |
1.4% |
0.58 |
0.3% |
75% |
False |
False |
3,789 |
40 |
165.63 |
161.11 |
4.52 |
2.7% |
0.57 |
0.3% |
80% |
False |
False |
1,926 |
60 |
165.63 |
159.75 |
5.88 |
3.6% |
0.44 |
0.3% |
85% |
False |
False |
1,288 |
80 |
165.63 |
159.13 |
6.50 |
3.9% |
0.38 |
0.2% |
86% |
False |
False |
966 |
100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.31 |
0.2% |
86% |
False |
False |
773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.06 |
2.618 |
166.21 |
1.618 |
165.69 |
1.000 |
165.37 |
0.618 |
165.17 |
HIGH |
164.85 |
0.618 |
164.65 |
0.500 |
164.59 |
0.382 |
164.53 |
LOW |
164.33 |
0.618 |
164.01 |
1.000 |
163.81 |
1.618 |
163.49 |
2.618 |
162.97 |
4.250 |
162.12 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.68 |
164.65 |
PP |
164.64 |
164.56 |
S1 |
164.59 |
164.48 |
|