Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 29-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
165.97 |
165.72 |
-0.25 |
-0.2% |
163.86 |
High |
166.19 |
166.08 |
-0.11 |
-0.1% |
165.32 |
Low |
165.75 |
165.59 |
-0.16 |
-0.1% |
163.63 |
Close |
166.15 |
165.74 |
-0.41 |
-0.2% |
165.03 |
Range |
0.44 |
0.49 |
0.05 |
11.4% |
1.69 |
ATR |
0.73 |
0.72 |
-0.01 |
-1.7% |
0.00 |
Volume |
587,019 |
898,929 |
311,910 |
53.1% |
2,922,342 |
|
Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.27 |
167.00 |
166.01 |
|
R3 |
166.78 |
166.51 |
165.87 |
|
R2 |
166.29 |
166.29 |
165.83 |
|
R1 |
166.02 |
166.02 |
165.78 |
166.16 |
PP |
165.80 |
165.80 |
165.80 |
165.87 |
S1 |
165.53 |
165.53 |
165.70 |
165.67 |
S2 |
165.31 |
165.31 |
165.65 |
|
S3 |
164.82 |
165.04 |
165.61 |
|
S4 |
164.33 |
164.55 |
165.47 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.73 |
169.07 |
165.96 |
|
R3 |
168.04 |
167.38 |
165.49 |
|
R2 |
166.35 |
166.35 |
165.34 |
|
R1 |
165.69 |
165.69 |
165.18 |
166.02 |
PP |
164.66 |
164.66 |
164.66 |
164.83 |
S1 |
164.00 |
164.00 |
164.88 |
164.33 |
S2 |
162.97 |
162.97 |
164.72 |
|
S3 |
161.28 |
162.31 |
164.57 |
|
S4 |
159.59 |
160.62 |
164.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
166.27 |
164.98 |
1.29 |
0.8% |
0.54 |
0.3% |
59% |
False |
False |
697,482 |
10 |
166.27 |
163.57 |
2.70 |
1.6% |
0.61 |
0.4% |
80% |
False |
False |
634,521 |
20 |
166.27 |
162.56 |
3.71 |
2.2% |
0.73 |
0.4% |
86% |
False |
False |
688,732 |
40 |
166.27 |
162.56 |
3.71 |
2.2% |
0.67 |
0.4% |
86% |
False |
False |
359,076 |
60 |
166.27 |
162.56 |
3.71 |
2.2% |
0.63 |
0.4% |
86% |
False |
False |
240,421 |
80 |
166.27 |
161.11 |
5.16 |
3.1% |
0.61 |
0.4% |
90% |
False |
False |
180,321 |
100 |
166.27 |
159.75 |
6.52 |
3.9% |
0.51 |
0.3% |
92% |
False |
False |
144,258 |
120 |
166.27 |
159.13 |
7.14 |
4.3% |
0.46 |
0.3% |
93% |
False |
False |
120,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.16 |
2.618 |
167.36 |
1.618 |
166.87 |
1.000 |
166.57 |
0.618 |
166.38 |
HIGH |
166.08 |
0.618 |
165.89 |
0.500 |
165.84 |
0.382 |
165.78 |
LOW |
165.59 |
0.618 |
165.29 |
1.000 |
165.10 |
1.618 |
164.80 |
2.618 |
164.31 |
4.250 |
163.51 |
|
|
Fisher Pivots for day following 29-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
165.84 |
165.87 |
PP |
165.80 |
165.82 |
S1 |
165.77 |
165.78 |
|