Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.29 |
164.89 |
0.60 |
0.4% |
164.18 |
High |
165.04 |
165.14 |
0.10 |
0.1% |
165.10 |
Low |
163.78 |
164.66 |
0.88 |
0.5% |
164.18 |
Close |
164.86 |
165.02 |
0.16 |
0.1% |
164.98 |
Range |
1.26 |
0.48 |
-0.78 |
-61.9% |
0.92 |
ATR |
0.67 |
0.65 |
-0.01 |
-2.0% |
0.00 |
Volume |
41,684 |
67,842 |
26,158 |
62.8% |
140,497 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.38 |
166.18 |
165.28 |
|
R3 |
165.90 |
165.70 |
165.15 |
|
R2 |
165.42 |
165.42 |
165.11 |
|
R1 |
165.22 |
165.22 |
165.06 |
165.32 |
PP |
164.94 |
164.94 |
164.94 |
164.99 |
S1 |
164.74 |
164.74 |
164.98 |
164.84 |
S2 |
164.46 |
164.46 |
164.93 |
|
S3 |
163.98 |
164.26 |
164.89 |
|
S4 |
163.50 |
163.78 |
164.76 |
|
|
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 |
165.14 |
163.78 |
1.36 |
0.8% |
0.67 |
0.4% |
91% |
True |
False |
40,470 |
10 |
165.14 |
163.78 |
1.36 |
0.8% |
0.64 |
0.4% |
91% |
True |
False |
28,399 |
20 |
165.28 |
163.77 |
1.51 |
0.9% |
0.61 |
0.4% |
83% |
False |
False |
16,334 |
40 |
165.38 |
163.04 |
2.34 |
1.4% |
0.58 |
0.4% |
85% |
False |
False |
9,559 |
60 |
165.63 |
161.11 |
4.52 |
2.7% |
0.57 |
0.3% |
87% |
False |
False |
6,380 |
80 |
165.63 |
159.75 |
5.88 |
3.6% |
0.47 |
0.3% |
90% |
False |
False |
4,787 |
100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.40 |
0.2% |
91% |
False |
False |
3,830 |
120 |
165.63 |
158.67 |
6.96 |
4.2% |
0.34 |
0.2% |
91% |
False |
False |
3,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.18 |
2.618 |
166.40 |
1.618 |
165.92 |
1.000 |
165.62 |
0.618 |
165.44 |
HIGH |
165.14 |
0.618 |
164.96 |
0.500 |
164.90 |
0.382 |
164.84 |
LOW |
164.66 |
0.618 |
164.36 |
1.000 |
164.18 |
1.618 |
163.88 |
2.618 |
163.40 |
4.250 |
162.62 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.98 |
164.83 |
PP |
164.94 |
164.65 |
S1 |
164.90 |
164.46 |
|