Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.46 |
164.85 |
0.39 |
0.2% |
164.95 |
High |
164.85 |
165.26 |
0.41 |
0.2% |
165.02 |
Low |
164.33 |
164.85 |
0.52 |
0.3% |
163.68 |
Close |
164.73 |
165.13 |
0.40 |
0.2% |
164.43 |
Range |
0.52 |
0.41 |
-0.11 |
-21.2% |
1.34 |
ATR |
0.63 |
0.62 |
-0.01 |
-1.1% |
0.00 |
Volume |
1,445 |
1,860 |
415 |
28.7% |
30,183 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.31 |
166.13 |
165.36 |
|
R3 |
165.90 |
165.72 |
165.24 |
|
R2 |
165.49 |
165.49 |
165.21 |
|
R1 |
165.31 |
165.31 |
165.17 |
165.40 |
PP |
165.08 |
165.08 |
165.08 |
165.13 |
S1 |
164.90 |
164.90 |
165.09 |
164.99 |
S2 |
164.67 |
164.67 |
165.05 |
|
S3 |
164.26 |
164.49 |
165.02 |
|
S4 |
163.85 |
164.08 |
164.90 |
|
|
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 |
165.26 |
163.93 |
1.33 |
0.8% |
0.55 |
0.3% |
90% |
True |
False |
3,262 |
10 |
165.28 |
163.68 |
1.60 |
1.0% |
0.57 |
0.3% |
91% |
False |
False |
4,817 |
20 |
165.28 |
163.04 |
2.24 |
1.4% |
0.57 |
0.3% |
93% |
False |
False |
3,881 |
40 |
165.63 |
161.11 |
4.52 |
2.7% |
0.58 |
0.3% |
89% |
False |
False |
1,972 |
60 |
165.63 |
159.75 |
5.88 |
3.6% |
0.45 |
0.3% |
91% |
False |
False |
1,319 |
80 |
165.63 |
159.13 |
6.50 |
3.9% |
0.39 |
0.2% |
92% |
False |
False |
990 |
100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.31 |
0.2% |
92% |
False |
False |
792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.00 |
2.618 |
166.33 |
1.618 |
165.92 |
1.000 |
165.67 |
0.618 |
165.51 |
HIGH |
165.26 |
0.618 |
165.10 |
0.500 |
165.06 |
0.382 |
165.01 |
LOW |
164.85 |
0.618 |
164.60 |
1.000 |
164.44 |
1.618 |
164.19 |
2.618 |
163.78 |
4.250 |
163.11 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
165.11 |
164.98 |
PP |
165.08 |
164.83 |
S1 |
165.06 |
164.69 |
|