Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.66 |
164.21 |
-0.45 |
-0.3% |
164.13 |
High |
164.87 |
164.58 |
-0.29 |
-0.2% |
165.28 |
Low |
163.97 |
163.95 |
-0.02 |
0.0% |
164.11 |
Close |
163.99 |
164.24 |
0.25 |
0.2% |
165.07 |
Range |
0.90 |
0.63 |
-0.27 |
-30.0% |
1.17 |
ATR |
0.63 |
0.63 |
0.00 |
0.0% |
0.00 |
Volume |
2,017 |
4,409 |
2,392 |
118.6% |
16,621 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.15 |
165.82 |
164.59 |
|
R3 |
165.52 |
165.19 |
164.41 |
|
R2 |
164.89 |
164.89 |
164.36 |
|
R1 |
164.56 |
164.56 |
164.30 |
164.73 |
PP |
164.26 |
164.26 |
164.26 |
164.34 |
S1 |
163.93 |
163.93 |
164.18 |
164.10 |
S2 |
163.63 |
163.63 |
164.12 |
|
S3 |
163.00 |
163.30 |
164.07 |
|
S4 |
162.37 |
162.67 |
163.89 |
|
|
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 |
163.95 |
1.33 |
0.8% |
0.64 |
0.4% |
22% |
False |
True |
4,844 |
10 |
165.28 |
163.93 |
1.35 |
0.8% |
0.60 |
0.4% |
23% |
False |
False |
4,053 |
20 |
165.28 |
163.04 |
2.24 |
1.4% |
0.61 |
0.4% |
54% |
False |
False |
4,238 |
40 |
165.63 |
161.11 |
4.52 |
2.8% |
0.62 |
0.4% |
69% |
False |
False |
2,576 |
60 |
165.63 |
159.98 |
5.65 |
3.4% |
0.50 |
0.3% |
75% |
False |
False |
1,722 |
80 |
165.63 |
159.36 |
6.27 |
3.8% |
0.43 |
0.3% |
78% |
False |
False |
1,292 |
100 |
165.63 |
159.13 |
6.50 |
4.0% |
0.34 |
0.2% |
79% |
False |
False |
1,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.26 |
2.618 |
166.23 |
1.618 |
165.60 |
1.000 |
165.21 |
0.618 |
164.97 |
HIGH |
164.58 |
0.618 |
164.34 |
0.500 |
164.27 |
0.382 |
164.19 |
LOW |
163.95 |
0.618 |
163.56 |
1.000 |
163.32 |
1.618 |
162.93 |
2.618 |
162.30 |
4.250 |
161.27 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.27 |
164.53 |
PP |
164.26 |
164.43 |
S1 |
164.25 |
164.34 |
|