Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.77 |
165.10 |
0.33 |
0.2% |
164.13 |
High |
165.24 |
165.10 |
-0.14 |
-0.1% |
165.28 |
Low |
164.76 |
164.52 |
-0.24 |
-0.1% |
164.11 |
Close |
165.07 |
164.53 |
-0.54 |
-0.3% |
165.07 |
Range |
0.48 |
0.58 |
0.10 |
20.8% |
1.17 |
ATR |
0.61 |
0.61 |
0.00 |
-0.4% |
0.00 |
Volume |
8,242 |
9,405 |
1,163 |
14.1% |
16,621 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.46 |
166.07 |
164.85 |
|
R3 |
165.88 |
165.49 |
164.69 |
|
R2 |
165.30 |
165.30 |
164.64 |
|
R1 |
164.91 |
164.91 |
164.58 |
164.82 |
PP |
164.72 |
164.72 |
164.72 |
164.67 |
S1 |
164.33 |
164.33 |
164.48 |
164.24 |
S2 |
164.14 |
164.14 |
164.42 |
|
S3 |
163.56 |
163.75 |
164.37 |
|
S4 |
162.98 |
163.17 |
164.21 |
|
|
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 |
164.33 |
0.95 |
0.6% |
0.52 |
0.3% |
21% |
False |
False |
4,220 |
10 |
165.28 |
163.68 |
1.60 |
1.0% |
0.58 |
0.4% |
53% |
False |
False |
4,145 |
20 |
165.28 |
163.04 |
2.24 |
1.4% |
0.57 |
0.3% |
67% |
False |
False |
4,561 |
40 |
165.63 |
161.11 |
4.52 |
2.7% |
0.59 |
0.4% |
76% |
False |
False |
2,416 |
60 |
165.63 |
159.84 |
5.79 |
3.5% |
0.47 |
0.3% |
81% |
False |
False |
1,615 |
80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.41 |
0.2% |
83% |
False |
False |
1,212 |
100 |
165.63 |
159.13 |
6.50 |
4.0% |
0.33 |
0.2% |
83% |
False |
False |
970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.57 |
2.618 |
166.62 |
1.618 |
166.04 |
1.000 |
165.68 |
0.618 |
165.46 |
HIGH |
165.10 |
0.618 |
164.88 |
0.500 |
164.81 |
0.382 |
164.74 |
LOW |
164.52 |
0.618 |
164.16 |
1.000 |
163.94 |
1.618 |
163.58 |
2.618 |
163.00 |
4.250 |
162.06 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.81 |
164.90 |
PP |
164.72 |
164.78 |
S1 |
164.62 |
164.65 |
|