Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.77 |
164.18 |
-0.59 |
-0.4% |
165.10 |
High |
164.85 |
164.92 |
0.07 |
0.0% |
165.10 |
Low |
164.07 |
164.18 |
0.11 |
0.1% |
163.95 |
Close |
164.26 |
164.78 |
0.52 |
0.3% |
164.26 |
Range |
0.78 |
0.74 |
-0.04 |
-5.1% |
1.15 |
ATR |
0.65 |
0.65 |
0.01 |
1.0% |
0.00 |
Volume |
13,654 |
18,435 |
4,781 |
35.0% |
45,398 |
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.85 |
166.55 |
165.19 |
|
R3 |
166.11 |
165.81 |
164.98 |
|
R2 |
165.37 |
165.37 |
164.92 |
|
R1 |
165.07 |
165.07 |
164.85 |
165.22 |
PP |
164.63 |
164.63 |
164.63 |
164.70 |
S1 |
164.33 |
164.33 |
164.71 |
164.48 |
S2 |
163.89 |
163.89 |
164.64 |
|
S3 |
163.15 |
163.59 |
164.58 |
|
S4 |
162.41 |
162.85 |
164.37 |
|
|
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 |
164.96 |
163.95 |
1.01 |
0.6% |
0.71 |
0.4% |
82% |
False |
False |
10,885 |
10 |
165.28 |
163.95 |
1.33 |
0.8% |
0.62 |
0.4% |
62% |
False |
False |
7,553 |
20 |
165.28 |
163.67 |
1.61 |
1.0% |
0.62 |
0.4% |
69% |
False |
False |
6,406 |
40 |
165.38 |
163.04 |
2.34 |
1.4% |
0.58 |
0.4% |
74% |
False |
False |
3,773 |
60 |
165.63 |
160.30 |
5.33 |
3.2% |
0.53 |
0.3% |
84% |
False |
False |
2,522 |
80 |
165.63 |
159.58 |
6.05 |
3.7% |
0.46 |
0.3% |
86% |
False |
False |
1,892 |
100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.36 |
0.2% |
87% |
False |
False |
1,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.07 |
2.618 |
166.86 |
1.618 |
166.12 |
1.000 |
165.66 |
0.618 |
165.38 |
HIGH |
164.92 |
0.618 |
164.64 |
0.500 |
164.55 |
0.382 |
164.46 |
LOW |
164.18 |
0.618 |
163.72 |
1.000 |
163.44 |
1.618 |
162.98 |
2.618 |
162.24 |
4.250 |
161.04 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.70 |
164.69 |
PP |
164.63 |
164.60 |
S1 |
164.55 |
164.52 |
|