Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.74 |
164.29 |
-0.45 |
-0.3% |
164.18 |
High |
165.04 |
165.04 |
0.00 |
0.0% |
165.10 |
Low |
164.18 |
163.78 |
-0.40 |
-0.2% |
164.18 |
Close |
164.98 |
164.86 |
-0.12 |
-0.1% |
164.98 |
Range |
0.86 |
1.26 |
0.40 |
46.5% |
0.92 |
ATR |
0.62 |
0.67 |
0.05 |
7.4% |
0.00 |
Volume |
52,485 |
41,684 |
-10,801 |
-20.6% |
140,497 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.34 |
167.86 |
165.55 |
|
R3 |
167.08 |
166.60 |
165.21 |
|
R2 |
165.82 |
165.82 |
165.09 |
|
R1 |
165.34 |
165.34 |
164.98 |
165.58 |
PP |
164.56 |
164.56 |
164.56 |
164.68 |
S1 |
164.08 |
164.08 |
164.74 |
164.32 |
S2 |
163.30 |
163.30 |
164.63 |
|
S3 |
162.04 |
162.82 |
164.51 |
|
S4 |
160.78 |
161.56 |
164.17 |
|
|
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 |
163.78 |
1.32 |
0.8% |
0.66 |
0.4% |
82% |
False |
True |
32,749 |
10 |
165.10 |
163.78 |
1.32 |
0.8% |
0.69 |
0.4% |
82% |
False |
True |
21,817 |
20 |
165.28 |
163.68 |
1.60 |
1.0% |
0.63 |
0.4% |
74% |
False |
False |
12,981 |
40 |
165.38 |
163.04 |
2.34 |
1.4% |
0.58 |
0.4% |
78% |
False |
False |
7,864 |
60 |
165.63 |
161.11 |
4.52 |
2.7% |
0.57 |
0.3% |
83% |
False |
False |
5,251 |
80 |
165.63 |
159.75 |
5.88 |
3.6% |
0.47 |
0.3% |
87% |
False |
False |
3,939 |
100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.40 |
0.2% |
88% |
False |
False |
3,151 |
120 |
165.63 |
158.67 |
6.96 |
4.2% |
0.33 |
0.2% |
89% |
False |
False |
2,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.40 |
2.618 |
168.34 |
1.618 |
167.08 |
1.000 |
166.30 |
0.618 |
165.82 |
HIGH |
165.04 |
0.618 |
164.56 |
0.500 |
164.41 |
0.382 |
164.26 |
LOW |
163.78 |
0.618 |
163.00 |
1.000 |
162.52 |
1.618 |
161.74 |
2.618 |
160.48 |
4.250 |
158.43 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.71 |
164.71 |
PP |
164.56 |
164.56 |
S1 |
164.41 |
164.41 |
|