Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 07-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
164.38 |
164.25 |
-0.13 |
-0.1% |
165.69 |
High |
164.87 |
164.30 |
-0.57 |
-0.3% |
165.85 |
Low |
164.04 |
163.72 |
-0.32 |
-0.2% |
163.72 |
Close |
164.18 |
163.91 |
-0.27 |
-0.2% |
163.91 |
Range |
0.83 |
0.58 |
-0.25 |
-30.1% |
2.13 |
ATR |
0.77 |
0.76 |
-0.01 |
-1.8% |
0.00 |
Volume |
860,601 |
584,949 |
-275,652 |
-32.0% |
4,363,349 |
|
Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.72 |
165.39 |
164.23 |
|
R3 |
165.14 |
164.81 |
164.07 |
|
R2 |
164.56 |
164.56 |
164.02 |
|
R1 |
164.23 |
164.23 |
163.96 |
164.11 |
PP |
163.98 |
163.98 |
163.98 |
163.91 |
S1 |
163.65 |
163.65 |
163.86 |
163.53 |
S2 |
163.40 |
163.40 |
163.80 |
|
S3 |
162.82 |
163.07 |
163.75 |
|
S4 |
162.24 |
162.49 |
163.59 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.88 |
169.53 |
165.08 |
|
R3 |
168.75 |
167.40 |
164.50 |
|
R2 |
166.62 |
166.62 |
164.30 |
|
R1 |
165.27 |
165.27 |
164.11 |
164.88 |
PP |
164.49 |
164.49 |
164.49 |
164.30 |
S1 |
163.14 |
163.14 |
163.71 |
162.75 |
S2 |
162.36 |
162.36 |
163.52 |
|
S3 |
160.23 |
161.01 |
163.32 |
|
S4 |
158.10 |
158.88 |
162.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.85 |
163.72 |
2.13 |
1.3% |
0.77 |
0.5% |
9% |
False |
True |
872,669 |
10 |
166.36 |
163.72 |
2.64 |
1.6% |
0.71 |
0.4% |
7% |
False |
True |
766,941 |
20 |
166.36 |
162.56 |
3.80 |
2.3% |
0.72 |
0.4% |
36% |
False |
False |
692,137 |
40 |
166.36 |
162.56 |
3.80 |
2.3% |
0.71 |
0.4% |
36% |
False |
False |
476,569 |
60 |
166.36 |
162.56 |
3.80 |
2.3% |
0.66 |
0.4% |
36% |
False |
False |
319,006 |
80 |
166.36 |
161.11 |
5.25 |
3.2% |
0.64 |
0.4% |
53% |
False |
False |
239,272 |
100 |
166.36 |
159.75 |
6.61 |
4.0% |
0.56 |
0.3% |
63% |
False |
False |
191,420 |
120 |
166.36 |
159.13 |
7.23 |
4.4% |
0.50 |
0.3% |
66% |
False |
False |
159,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.77 |
2.618 |
165.82 |
1.618 |
165.24 |
1.000 |
164.88 |
0.618 |
164.66 |
HIGH |
164.30 |
0.618 |
164.08 |
0.500 |
164.01 |
0.382 |
163.94 |
LOW |
163.72 |
0.618 |
163.36 |
1.000 |
163.14 |
1.618 |
162.78 |
2.618 |
162.20 |
4.250 |
161.26 |
|
|
Fisher Pivots for day following 07-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
164.01 |
164.38 |
PP |
163.98 |
164.22 |
S1 |
163.94 |
164.07 |
|