Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
164.89 |
165.07 |
0.18 |
0.1% |
164.18 |
High |
165.14 |
165.07 |
-0.07 |
0.0% |
165.10 |
Low |
164.66 |
164.55 |
-0.11 |
-0.1% |
164.18 |
Close |
165.02 |
164.67 |
-0.35 |
-0.2% |
164.98 |
Range |
0.48 |
0.52 |
0.04 |
8.3% |
0.92 |
ATR |
0.65 |
0.64 |
-0.01 |
-1.4% |
0.00 |
Volume |
67,842 |
268,275 |
200,433 |
295.4% |
140,497 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.32 |
166.02 |
164.96 |
|
R3 |
165.80 |
165.50 |
164.81 |
|
R2 |
165.28 |
165.28 |
164.77 |
|
R1 |
164.98 |
164.98 |
164.72 |
164.87 |
PP |
164.76 |
164.76 |
164.76 |
164.71 |
S1 |
164.46 |
164.46 |
164.62 |
164.35 |
S2 |
164.24 |
164.24 |
164.57 |
|
S3 |
163.72 |
163.94 |
164.53 |
|
S4 |
163.20 |
163.42 |
164.38 |
|
|
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% |
0.72 |
0.4% |
65% |
False |
False |
91,193 |
10 |
165.14 |
163.78 |
1.36 |
0.8% |
0.63 |
0.4% |
65% |
False |
False |
54,786 |
20 |
165.28 |
163.78 |
1.50 |
0.9% |
0.61 |
0.4% |
59% |
False |
False |
29,420 |
40 |
165.37 |
163.04 |
2.33 |
1.4% |
0.58 |
0.4% |
70% |
False |
False |
16,265 |
60 |
165.63 |
161.11 |
4.52 |
2.7% |
0.57 |
0.3% |
79% |
False |
False |
10,851 |
80 |
165.63 |
159.75 |
5.88 |
3.6% |
0.45 |
0.3% |
84% |
False |
False |
8,140 |
100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.41 |
0.2% |
85% |
False |
False |
6,513 |
120 |
165.63 |
158.67 |
6.96 |
4.2% |
0.34 |
0.2% |
86% |
False |
False |
5,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.28 |
2.618 |
166.43 |
1.618 |
165.91 |
1.000 |
165.59 |
0.618 |
165.39 |
HIGH |
165.07 |
0.618 |
164.87 |
0.500 |
164.81 |
0.382 |
164.75 |
LOW |
164.55 |
0.618 |
164.23 |
1.000 |
164.03 |
1.618 |
163.71 |
2.618 |
163.19 |
4.250 |
162.34 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
164.81 |
164.60 |
PP |
164.76 |
164.53 |
S1 |
164.72 |
164.46 |
|