Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
164.56 |
165.40 |
0.84 |
0.5% |
164.29 |
High |
165.47 |
165.67 |
0.20 |
0.1% |
165.14 |
Low |
164.44 |
165.33 |
0.89 |
0.5% |
163.78 |
Close |
165.32 |
165.56 |
0.24 |
0.1% |
164.27 |
Range |
1.03 |
0.34 |
-0.69 |
-67.0% |
1.36 |
ATR |
0.68 |
0.66 |
-0.02 |
-3.5% |
0.00 |
Volume |
817,648 |
910,702 |
93,054 |
11.4% |
1,566,059 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.54 |
166.39 |
165.75 |
|
R3 |
166.20 |
166.05 |
165.65 |
|
R2 |
165.86 |
165.86 |
165.62 |
|
R1 |
165.71 |
165.71 |
165.59 |
165.79 |
PP |
165.52 |
165.52 |
165.52 |
165.56 |
S1 |
165.37 |
165.37 |
165.53 |
165.45 |
S2 |
165.18 |
165.18 |
165.50 |
|
S3 |
164.84 |
165.03 |
165.47 |
|
S4 |
164.50 |
164.69 |
165.37 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.48 |
167.73 |
165.02 |
|
R3 |
167.12 |
166.37 |
164.64 |
|
R2 |
165.76 |
165.76 |
164.52 |
|
R1 |
165.01 |
165.01 |
164.39 |
164.71 |
PP |
164.40 |
164.40 |
164.40 |
164.24 |
S1 |
163.65 |
163.65 |
164.15 |
163.35 |
S2 |
163.04 |
163.04 |
164.02 |
|
S3 |
161.68 |
162.29 |
163.90 |
|
S4 |
160.32 |
160.93 |
163.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.67 |
164.22 |
1.45 |
0.9% |
0.64 |
0.4% |
92% |
True |
False |
636,976 |
10 |
165.67 |
163.78 |
1.89 |
1.1% |
0.65 |
0.4% |
94% |
True |
False |
338,723 |
20 |
165.67 |
163.78 |
1.89 |
1.1% |
0.63 |
0.4% |
94% |
True |
False |
174,527 |
40 |
165.67 |
163.04 |
2.63 |
1.6% |
0.60 |
0.4% |
96% |
True |
False |
89,158 |
60 |
165.67 |
161.11 |
4.56 |
2.8% |
0.59 |
0.4% |
98% |
True |
False |
59,460 |
80 |
165.67 |
159.75 |
5.92 |
3.6% |
0.49 |
0.3% |
98% |
True |
False |
44,598 |
100 |
165.67 |
159.13 |
6.54 |
4.0% |
0.43 |
0.3% |
98% |
True |
False |
35,679 |
120 |
165.67 |
159.13 |
6.54 |
4.0% |
0.36 |
0.2% |
98% |
True |
False |
29,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.12 |
2.618 |
166.56 |
1.618 |
166.22 |
1.000 |
166.01 |
0.618 |
165.88 |
HIGH |
165.67 |
0.618 |
165.54 |
0.500 |
165.50 |
0.382 |
165.46 |
LOW |
165.33 |
0.618 |
165.12 |
1.000 |
164.99 |
1.618 |
164.78 |
2.618 |
164.44 |
4.250 |
163.89 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
165.54 |
165.36 |
PP |
165.52 |
165.15 |
S1 |
165.50 |
164.95 |
|