Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 11-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.85 |
165.20 |
0.35 |
0.2% |
164.95 |
High |
165.26 |
165.28 |
0.02 |
0.0% |
165.02 |
Low |
164.85 |
164.65 |
-0.20 |
-0.1% |
163.68 |
Close |
165.13 |
164.95 |
-0.18 |
-0.1% |
164.43 |
Range |
0.41 |
0.63 |
0.22 |
53.7% |
1.34 |
ATR |
0.62 |
0.62 |
0.00 |
0.1% |
0.00 |
Volume |
1,860 |
151 |
-1,709 |
-91.9% |
30,183 |
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.85 |
166.53 |
165.30 |
|
R3 |
166.22 |
165.90 |
165.12 |
|
R2 |
165.59 |
165.59 |
165.07 |
|
R1 |
165.27 |
165.27 |
165.01 |
165.12 |
PP |
164.96 |
164.96 |
164.96 |
164.88 |
S1 |
164.64 |
164.64 |
164.89 |
164.49 |
S2 |
164.33 |
164.33 |
164.83 |
|
S3 |
163.70 |
164.01 |
164.78 |
|
S4 |
163.07 |
163.38 |
164.60 |
|
|
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 |
165.28 |
164.11 |
1.17 |
0.7% |
0.47 |
0.3% |
72% |
True |
False |
2,606 |
10 |
165.28 |
163.68 |
1.60 |
1.0% |
0.60 |
0.4% |
79% |
True |
False |
4,465 |
20 |
165.28 |
163.04 |
2.24 |
1.4% |
0.56 |
0.3% |
85% |
True |
False |
3,880 |
40 |
165.63 |
161.11 |
4.52 |
2.7% |
0.58 |
0.4% |
85% |
False |
False |
1,975 |
60 |
165.63 |
159.75 |
5.88 |
3.6% |
0.46 |
0.3% |
88% |
False |
False |
1,321 |
80 |
165.63 |
159.13 |
6.50 |
3.9% |
0.40 |
0.2% |
90% |
False |
False |
992 |
100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.32 |
0.2% |
90% |
False |
False |
793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.96 |
2.618 |
166.93 |
1.618 |
166.30 |
1.000 |
165.91 |
0.618 |
165.67 |
HIGH |
165.28 |
0.618 |
165.04 |
0.500 |
164.97 |
0.382 |
164.89 |
LOW |
164.65 |
0.618 |
164.26 |
1.000 |
164.02 |
1.618 |
163.63 |
2.618 |
163.00 |
4.250 |
161.97 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.97 |
164.90 |
PP |
164.96 |
164.85 |
S1 |
164.96 |
164.81 |
|