Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
165.50 |
164.60 |
-0.90 |
-0.5% |
164.56 |
High |
165.62 |
164.62 |
-1.00 |
-0.6% |
165.67 |
Low |
164.48 |
163.53 |
-0.95 |
-0.6% |
163.53 |
Close |
164.75 |
163.65 |
-1.10 |
-0.7% |
163.65 |
Range |
1.14 |
1.09 |
-0.05 |
-4.4% |
2.14 |
ATR |
0.69 |
0.73 |
0.04 |
5.4% |
0.00 |
Volume |
898,026 |
833,455 |
-64,571 |
-7.2% |
3,459,831 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.20 |
166.52 |
164.25 |
|
R3 |
166.11 |
165.43 |
163.95 |
|
R2 |
165.02 |
165.02 |
163.85 |
|
R1 |
164.34 |
164.34 |
163.75 |
164.14 |
PP |
163.93 |
163.93 |
163.93 |
163.83 |
S1 |
163.25 |
163.25 |
163.55 |
163.05 |
S2 |
162.84 |
162.84 |
163.45 |
|
S3 |
161.75 |
162.16 |
163.35 |
|
S4 |
160.66 |
161.07 |
163.05 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.70 |
169.32 |
164.83 |
|
R3 |
168.56 |
167.18 |
164.24 |
|
R2 |
166.42 |
166.42 |
164.04 |
|
R1 |
165.04 |
165.04 |
163.85 |
164.66 |
PP |
164.28 |
164.28 |
164.28 |
164.10 |
S1 |
162.90 |
162.90 |
163.45 |
162.52 |
S2 |
162.14 |
162.14 |
163.26 |
|
S3 |
160.00 |
160.76 |
163.06 |
|
S4 |
157.86 |
158.62 |
162.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.67 |
163.53 |
2.14 |
1.3% |
0.87 |
0.5% |
6% |
False |
True |
844,752 |
10 |
165.67 |
163.53 |
2.14 |
1.3% |
0.80 |
0.5% |
6% |
False |
True |
507,837 |
20 |
165.67 |
163.53 |
2.14 |
1.3% |
0.69 |
0.4% |
6% |
False |
True |
261,001 |
40 |
165.67 |
163.04 |
2.63 |
1.6% |
0.62 |
0.4% |
23% |
False |
False |
132,440 |
60 |
165.67 |
161.11 |
4.56 |
2.8% |
0.62 |
0.4% |
56% |
False |
False |
88,317 |
80 |
165.67 |
159.75 |
5.92 |
3.6% |
0.51 |
0.3% |
66% |
False |
False |
66,241 |
100 |
165.67 |
159.13 |
6.54 |
4.0% |
0.46 |
0.3% |
69% |
False |
False |
52,993 |
120 |
165.67 |
159.13 |
6.54 |
4.0% |
0.38 |
0.2% |
69% |
False |
False |
44,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.25 |
2.618 |
167.47 |
1.618 |
166.38 |
1.000 |
165.71 |
0.618 |
165.29 |
HIGH |
164.62 |
0.618 |
164.20 |
0.500 |
164.08 |
0.382 |
163.95 |
LOW |
163.53 |
0.618 |
162.86 |
1.000 |
162.44 |
1.618 |
161.77 |
2.618 |
160.68 |
4.250 |
158.90 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
164.08 |
164.60 |
PP |
163.93 |
164.28 |
S1 |
163.79 |
163.97 |
|