Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.60 |
164.77 |
0.17 |
0.1% |
165.10 |
High |
164.96 |
164.85 |
-0.11 |
-0.1% |
165.10 |
Low |
164.46 |
164.07 |
-0.39 |
-0.2% |
163.95 |
Close |
164.75 |
164.26 |
-0.49 |
-0.3% |
164.26 |
Range |
0.50 |
0.78 |
0.28 |
56.0% |
1.15 |
ATR |
0.64 |
0.65 |
0.01 |
1.6% |
0.00 |
Volume |
15,913 |
13,654 |
-2,259 |
-14.2% |
45,398 |
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.73 |
166.28 |
164.69 |
|
R3 |
165.95 |
165.50 |
164.47 |
|
R2 |
165.17 |
165.17 |
164.40 |
|
R1 |
164.72 |
164.72 |
164.33 |
164.56 |
PP |
164.39 |
164.39 |
164.39 |
164.31 |
S1 |
163.94 |
163.94 |
164.19 |
163.78 |
S2 |
163.61 |
163.61 |
164.12 |
|
S3 |
162.83 |
163.16 |
164.05 |
|
S4 |
162.05 |
162.38 |
163.83 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.89 |
167.22 |
164.89 |
|
R3 |
166.74 |
166.07 |
164.58 |
|
R2 |
165.59 |
165.59 |
164.47 |
|
R1 |
164.92 |
164.92 |
164.37 |
164.68 |
PP |
164.44 |
164.44 |
164.44 |
164.32 |
S1 |
163.77 |
163.77 |
164.15 |
163.53 |
S2 |
163.29 |
163.29 |
164.05 |
|
S3 |
162.14 |
162.62 |
163.94 |
|
S4 |
160.99 |
161.47 |
163.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.10 |
163.95 |
1.15 |
0.7% |
0.68 |
0.4% |
27% |
False |
False |
9,079 |
10 |
165.28 |
163.95 |
1.33 |
0.8% |
0.58 |
0.4% |
23% |
False |
False |
6,201 |
20 |
165.28 |
163.51 |
1.77 |
1.1% |
0.61 |
0.4% |
42% |
False |
False |
5,567 |
40 |
165.38 |
163.04 |
2.34 |
1.4% |
0.57 |
0.3% |
52% |
False |
False |
3,314 |
60 |
165.63 |
159.98 |
5.65 |
3.4% |
0.52 |
0.3% |
76% |
False |
False |
2,215 |
80 |
165.63 |
159.36 |
6.27 |
3.8% |
0.45 |
0.3% |
78% |
False |
False |
1,662 |
100 |
165.63 |
159.13 |
6.50 |
4.0% |
0.36 |
0.2% |
79% |
False |
False |
1,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.17 |
2.618 |
166.89 |
1.618 |
166.11 |
1.000 |
165.63 |
0.618 |
165.33 |
HIGH |
164.85 |
0.618 |
164.55 |
0.500 |
164.46 |
0.382 |
164.37 |
LOW |
164.07 |
0.618 |
163.59 |
1.000 |
163.29 |
1.618 |
162.81 |
2.618 |
162.03 |
4.250 |
160.76 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.46 |
164.46 |
PP |
164.39 |
164.39 |
S1 |
164.33 |
164.33 |
|