Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 22-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
163.96 |
164.32 |
0.36 |
0.2% |
163.50 |
High |
164.37 |
165.32 |
0.95 |
0.6% |
164.29 |
Low |
163.80 |
164.32 |
0.52 |
0.3% |
162.56 |
Close |
163.84 |
165.22 |
1.38 |
0.8% |
163.96 |
Range |
0.57 |
1.00 |
0.43 |
75.4% |
1.73 |
ATR |
0.74 |
0.79 |
0.05 |
7.2% |
0.00 |
Volume |
775,871 |
484,150 |
-291,721 |
-37.6% |
3,250,989 |
|
Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.95 |
167.59 |
165.77 |
|
R3 |
166.95 |
166.59 |
165.50 |
|
R2 |
165.95 |
165.95 |
165.40 |
|
R1 |
165.59 |
165.59 |
165.31 |
165.77 |
PP |
164.95 |
164.95 |
164.95 |
165.05 |
S1 |
164.59 |
164.59 |
165.13 |
164.77 |
S2 |
163.95 |
163.95 |
165.04 |
|
S3 |
162.95 |
163.59 |
164.95 |
|
S4 |
161.95 |
162.59 |
164.67 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.79 |
168.11 |
164.91 |
|
R3 |
167.06 |
166.38 |
164.44 |
|
R2 |
165.33 |
165.33 |
164.28 |
|
R1 |
164.65 |
164.65 |
164.12 |
164.99 |
PP |
163.60 |
163.60 |
163.60 |
163.78 |
S1 |
162.92 |
162.92 |
163.80 |
163.26 |
S2 |
161.87 |
161.87 |
163.64 |
|
S3 |
160.14 |
161.19 |
163.48 |
|
S4 |
158.41 |
159.46 |
163.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.32 |
163.57 |
1.75 |
1.1% |
0.68 |
0.4% |
94% |
True |
False |
571,560 |
10 |
165.32 |
162.56 |
2.76 |
1.7% |
0.82 |
0.5% |
96% |
True |
False |
647,261 |
20 |
165.67 |
162.56 |
3.11 |
1.9% |
0.78 |
0.5% |
86% |
False |
False |
537,160 |
40 |
165.67 |
162.56 |
3.11 |
1.9% |
0.68 |
0.4% |
86% |
False |
False |
272,687 |
60 |
165.67 |
162.56 |
3.11 |
1.9% |
0.65 |
0.4% |
86% |
False |
False |
182,300 |
80 |
165.67 |
160.60 |
5.07 |
3.1% |
0.60 |
0.4% |
91% |
False |
False |
136,730 |
100 |
165.67 |
159.58 |
6.09 |
3.7% |
0.53 |
0.3% |
93% |
False |
False |
109,385 |
120 |
165.67 |
159.13 |
6.54 |
4.0% |
0.44 |
0.3% |
93% |
False |
False |
91,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.57 |
2.618 |
167.94 |
1.618 |
166.94 |
1.000 |
166.32 |
0.618 |
165.94 |
HIGH |
165.32 |
0.618 |
164.94 |
0.500 |
164.82 |
0.382 |
164.70 |
LOW |
164.32 |
0.618 |
163.70 |
1.000 |
163.32 |
1.618 |
162.70 |
2.618 |
161.70 |
4.250 |
160.07 |
|
|
Fisher Pivots for day following 22-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
165.09 |
164.98 |
PP |
164.95 |
164.73 |
S1 |
164.82 |
164.49 |
|