Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
165.10 |
164.66 |
-0.44 |
-0.3% |
164.13 |
High |
165.10 |
164.87 |
-0.23 |
-0.1% |
165.28 |
Low |
164.52 |
163.97 |
-0.55 |
-0.3% |
164.11 |
Close |
164.53 |
163.99 |
-0.54 |
-0.3% |
165.07 |
Range |
0.58 |
0.90 |
0.32 |
55.2% |
1.17 |
ATR |
0.61 |
0.63 |
0.02 |
3.4% |
0.00 |
Volume |
9,405 |
2,017 |
-7,388 |
-78.6% |
16,621 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.98 |
166.38 |
164.49 |
|
R3 |
166.08 |
165.48 |
164.24 |
|
R2 |
165.18 |
165.18 |
164.16 |
|
R1 |
164.58 |
164.58 |
164.07 |
164.43 |
PP |
164.28 |
164.28 |
164.28 |
164.20 |
S1 |
163.68 |
163.68 |
163.91 |
163.53 |
S2 |
163.38 |
163.38 |
163.83 |
|
S3 |
162.48 |
162.78 |
163.74 |
|
S4 |
161.58 |
161.88 |
163.50 |
|
|
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 |
163.97 |
1.31 |
0.8% |
0.60 |
0.4% |
2% |
False |
True |
4,335 |
10 |
165.28 |
163.77 |
1.51 |
0.9% |
0.57 |
0.4% |
15% |
False |
False |
4,269 |
20 |
165.28 |
163.04 |
2.24 |
1.4% |
0.60 |
0.4% |
42% |
False |
False |
4,071 |
40 |
165.63 |
161.11 |
4.52 |
2.8% |
0.60 |
0.4% |
64% |
False |
False |
2,466 |
60 |
165.63 |
159.98 |
5.65 |
3.4% |
0.49 |
0.3% |
71% |
False |
False |
1,649 |
80 |
165.63 |
159.35 |
6.28 |
3.8% |
0.42 |
0.3% |
74% |
False |
False |
1,237 |
100 |
165.63 |
159.13 |
6.50 |
4.0% |
0.34 |
0.2% |
75% |
False |
False |
990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.70 |
2.618 |
167.23 |
1.618 |
166.33 |
1.000 |
165.77 |
0.618 |
165.43 |
HIGH |
164.87 |
0.618 |
164.53 |
0.500 |
164.42 |
0.382 |
164.31 |
LOW |
163.97 |
0.618 |
163.41 |
1.000 |
163.07 |
1.618 |
162.51 |
2.618 |
161.61 |
4.250 |
160.15 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.42 |
164.61 |
PP |
164.28 |
164.40 |
S1 |
164.13 |
164.20 |
|