Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.21 |
164.60 |
0.39 |
0.2% |
164.13 |
High |
164.58 |
164.96 |
0.38 |
0.2% |
165.28 |
Low |
163.95 |
164.46 |
0.51 |
0.3% |
164.11 |
Close |
164.24 |
164.75 |
0.51 |
0.3% |
165.07 |
Range |
0.63 |
0.50 |
-0.13 |
-20.6% |
1.17 |
ATR |
0.63 |
0.64 |
0.01 |
1.0% |
0.00 |
Volume |
4,409 |
15,913 |
11,504 |
260.9% |
16,621 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.22 |
165.99 |
165.03 |
|
R3 |
165.72 |
165.49 |
164.89 |
|
R2 |
165.22 |
165.22 |
164.84 |
|
R1 |
164.99 |
164.99 |
164.80 |
165.11 |
PP |
164.72 |
164.72 |
164.72 |
164.78 |
S1 |
164.49 |
164.49 |
164.70 |
164.61 |
S2 |
164.22 |
164.22 |
164.66 |
|
S3 |
163.72 |
163.99 |
164.61 |
|
S4 |
163.22 |
163.49 |
164.48 |
|
|
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 |
165.24 |
163.95 |
1.29 |
0.8% |
0.62 |
0.4% |
62% |
False |
False |
7,997 |
10 |
165.28 |
163.95 |
1.33 |
0.8% |
0.54 |
0.3% |
60% |
False |
False |
5,301 |
20 |
165.28 |
163.40 |
1.88 |
1.1% |
0.60 |
0.4% |
72% |
False |
False |
4,910 |
40 |
165.63 |
163.04 |
2.59 |
1.6% |
0.61 |
0.4% |
66% |
False |
False |
2,973 |
60 |
165.63 |
159.98 |
5.65 |
3.4% |
0.51 |
0.3% |
84% |
False |
False |
1,988 |
80 |
165.63 |
159.36 |
6.27 |
3.8% |
0.44 |
0.3% |
86% |
False |
False |
1,491 |
100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.35 |
0.2% |
86% |
False |
False |
1,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.09 |
2.618 |
166.27 |
1.618 |
165.77 |
1.000 |
165.46 |
0.618 |
165.27 |
HIGH |
164.96 |
0.618 |
164.77 |
0.500 |
164.71 |
0.382 |
164.65 |
LOW |
164.46 |
0.618 |
164.15 |
1.000 |
163.96 |
1.618 |
163.65 |
2.618 |
163.15 |
4.250 |
162.34 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.74 |
164.65 |
PP |
164.72 |
164.55 |
S1 |
164.71 |
164.46 |
|