Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 26-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.80 |
164.74 |
-0.06 |
0.0% |
164.18 |
High |
164.90 |
165.04 |
0.14 |
0.1% |
165.10 |
Low |
164.43 |
164.18 |
-0.25 |
-0.2% |
164.18 |
Close |
164.75 |
164.98 |
0.23 |
0.1% |
164.98 |
Range |
0.47 |
0.86 |
0.39 |
83.0% |
0.92 |
ATR |
0.60 |
0.62 |
0.02 |
3.1% |
0.00 |
Volume |
25,681 |
52,485 |
26,804 |
104.4% |
140,497 |
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.31 |
167.01 |
165.45 |
|
R3 |
166.45 |
166.15 |
165.22 |
|
R2 |
165.59 |
165.59 |
165.14 |
|
R1 |
165.29 |
165.29 |
165.06 |
165.44 |
PP |
164.73 |
164.73 |
164.73 |
164.81 |
S1 |
164.43 |
164.43 |
164.90 |
164.58 |
S2 |
163.87 |
163.87 |
164.82 |
|
S3 |
163.01 |
163.57 |
164.74 |
|
S4 |
162.15 |
162.71 |
164.51 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.51 |
167.17 |
165.49 |
|
R3 |
166.59 |
166.25 |
165.23 |
|
R2 |
165.67 |
165.67 |
165.15 |
|
R1 |
165.33 |
165.33 |
165.06 |
165.50 |
PP |
164.75 |
164.75 |
164.75 |
164.84 |
S1 |
164.41 |
164.41 |
164.90 |
164.58 |
S2 |
163.83 |
163.83 |
164.81 |
|
S3 |
162.91 |
163.49 |
164.73 |
|
S4 |
161.99 |
162.57 |
164.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.10 |
164.18 |
0.92 |
0.6% |
0.56 |
0.3% |
87% |
False |
True |
28,099 |
10 |
165.10 |
163.95 |
1.15 |
0.7% |
0.62 |
0.4% |
90% |
False |
False |
18,589 |
20 |
165.28 |
163.68 |
1.60 |
1.0% |
0.58 |
0.4% |
81% |
False |
False |
11,634 |
40 |
165.38 |
163.04 |
2.34 |
1.4% |
0.56 |
0.3% |
83% |
False |
False |
6,823 |
60 |
165.63 |
161.11 |
4.52 |
2.7% |
0.55 |
0.3% |
86% |
False |
False |
4,556 |
80 |
165.63 |
159.58 |
6.05 |
3.7% |
0.48 |
0.3% |
89% |
False |
False |
3,418 |
100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.38 |
0.2% |
90% |
False |
False |
2,735 |
120 |
165.63 |
158.66 |
6.97 |
4.2% |
0.32 |
0.2% |
91% |
False |
False |
2,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.70 |
2.618 |
167.29 |
1.618 |
166.43 |
1.000 |
165.90 |
0.618 |
165.57 |
HIGH |
165.04 |
0.618 |
164.71 |
0.500 |
164.61 |
0.382 |
164.51 |
LOW |
164.18 |
0.618 |
163.65 |
1.000 |
163.32 |
1.618 |
162.79 |
2.618 |
161.93 |
4.250 |
160.53 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.86 |
164.86 |
PP |
164.73 |
164.73 |
S1 |
164.61 |
164.61 |
|