Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
165.40 |
165.50 |
0.10 |
0.1% |
164.29 |
High |
165.67 |
165.62 |
-0.05 |
0.0% |
165.14 |
Low |
165.33 |
164.48 |
-0.85 |
-0.5% |
163.78 |
Close |
165.56 |
164.75 |
-0.81 |
-0.5% |
164.27 |
Range |
0.34 |
1.14 |
0.80 |
235.3% |
1.36 |
ATR |
0.66 |
0.69 |
0.03 |
5.2% |
0.00 |
Volume |
910,702 |
898,026 |
-12,676 |
-1.4% |
1,566,059 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.37 |
167.70 |
165.38 |
|
R3 |
167.23 |
166.56 |
165.06 |
|
R2 |
166.09 |
166.09 |
164.96 |
|
R1 |
165.42 |
165.42 |
164.85 |
165.19 |
PP |
164.95 |
164.95 |
164.95 |
164.83 |
S1 |
164.28 |
164.28 |
164.65 |
164.05 |
S2 |
163.81 |
163.81 |
164.54 |
|
S3 |
162.67 |
163.14 |
164.44 |
|
S4 |
161.53 |
162.00 |
164.12 |
|
|
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% |
0.76 |
0.5% |
37% |
False |
False |
762,926 |
10 |
165.67 |
163.78 |
1.89 |
1.1% |
0.74 |
0.4% |
51% |
False |
False |
427,060 |
20 |
165.67 |
163.78 |
1.89 |
1.1% |
0.67 |
0.4% |
51% |
False |
False |
219,336 |
40 |
165.67 |
163.04 |
2.63 |
1.6% |
0.62 |
0.4% |
65% |
False |
False |
111,608 |
60 |
165.67 |
161.11 |
4.56 |
2.8% |
0.61 |
0.4% |
80% |
False |
False |
74,427 |
80 |
165.67 |
159.75 |
5.92 |
3.6% |
0.50 |
0.3% |
84% |
False |
False |
55,823 |
100 |
165.67 |
159.13 |
6.54 |
4.0% |
0.45 |
0.3% |
86% |
False |
False |
44,659 |
120 |
165.67 |
159.13 |
6.54 |
4.0% |
0.37 |
0.2% |
86% |
False |
False |
37,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.47 |
2.618 |
168.60 |
1.618 |
167.46 |
1.000 |
166.76 |
0.618 |
166.32 |
HIGH |
165.62 |
0.618 |
165.18 |
0.500 |
165.05 |
0.382 |
164.92 |
LOW |
164.48 |
0.618 |
163.78 |
1.000 |
163.34 |
1.618 |
162.64 |
2.618 |
161.50 |
4.250 |
159.64 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
165.05 |
165.06 |
PP |
164.95 |
164.95 |
S1 |
164.85 |
164.85 |
|