Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 12-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
165.20 |
164.77 |
-0.43 |
-0.3% |
164.13 |
High |
165.28 |
165.24 |
-0.04 |
0.0% |
165.28 |
Low |
164.65 |
164.76 |
0.11 |
0.1% |
164.11 |
Close |
164.95 |
165.07 |
0.12 |
0.1% |
165.07 |
Range |
0.63 |
0.48 |
-0.15 |
-23.8% |
1.17 |
ATR |
0.62 |
0.61 |
-0.01 |
-1.6% |
0.00 |
Volume |
151 |
8,242 |
8,091 |
5,358.3% |
16,621 |
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.46 |
166.25 |
165.33 |
|
R3 |
165.98 |
165.77 |
165.20 |
|
R2 |
165.50 |
165.50 |
165.16 |
|
R1 |
165.29 |
165.29 |
165.11 |
165.40 |
PP |
165.02 |
165.02 |
165.02 |
165.08 |
S1 |
164.81 |
164.81 |
165.03 |
164.92 |
S2 |
164.54 |
164.54 |
164.98 |
|
S3 |
164.06 |
164.33 |
164.94 |
|
S4 |
163.58 |
163.85 |
164.81 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.33 |
167.87 |
165.71 |
|
R3 |
167.16 |
166.70 |
165.39 |
|
R2 |
165.99 |
165.99 |
165.28 |
|
R1 |
165.53 |
165.53 |
165.18 |
165.76 |
PP |
164.82 |
164.82 |
164.82 |
164.94 |
S1 |
164.36 |
164.36 |
164.96 |
164.59 |
S2 |
163.65 |
163.65 |
164.86 |
|
S3 |
162.48 |
163.19 |
164.75 |
|
S4 |
161.31 |
162.02 |
164.43 |
|
|
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% |
0.49 |
0.3% |
82% |
False |
False |
3,324 |
10 |
165.28 |
163.68 |
1.60 |
1.0% |
0.55 |
0.3% |
87% |
False |
False |
4,680 |
20 |
165.28 |
163.04 |
2.24 |
1.4% |
0.55 |
0.3% |
91% |
False |
False |
4,211 |
40 |
165.63 |
161.11 |
4.52 |
2.7% |
0.58 |
0.4% |
88% |
False |
False |
2,181 |
60 |
165.63 |
159.75 |
5.88 |
3.6% |
0.46 |
0.3% |
90% |
False |
False |
1,458 |
80 |
165.63 |
159.13 |
6.50 |
3.9% |
0.40 |
0.2% |
91% |
False |
False |
1,095 |
100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.32 |
0.2% |
91% |
False |
False |
876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.28 |
2.618 |
166.50 |
1.618 |
166.02 |
1.000 |
165.72 |
0.618 |
165.54 |
HIGH |
165.24 |
0.618 |
165.06 |
0.500 |
165.00 |
0.382 |
164.94 |
LOW |
164.76 |
0.618 |
164.46 |
1.000 |
164.28 |
1.618 |
163.98 |
2.618 |
163.50 |
4.250 |
162.72 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
165.05 |
165.04 |
PP |
165.02 |
165.00 |
S1 |
165.00 |
164.97 |
|