Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 10-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
164.25 |
164.05 |
-0.20 |
-0.1% |
165.69 |
High |
164.30 |
164.18 |
-0.12 |
-0.1% |
165.85 |
Low |
163.72 |
163.31 |
-0.41 |
-0.3% |
163.72 |
Close |
163.91 |
163.42 |
-0.49 |
-0.3% |
163.91 |
Range |
0.58 |
0.87 |
0.29 |
50.0% |
2.13 |
ATR |
0.76 |
0.77 |
0.01 |
1.1% |
0.00 |
Volume |
584,949 |
777,242 |
192,293 |
32.9% |
4,363,349 |
|
Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.25 |
165.70 |
163.90 |
|
R3 |
165.38 |
164.83 |
163.66 |
|
R2 |
164.51 |
164.51 |
163.58 |
|
R1 |
163.96 |
163.96 |
163.50 |
163.80 |
PP |
163.64 |
163.64 |
163.64 |
163.56 |
S1 |
163.09 |
163.09 |
163.34 |
162.93 |
S2 |
162.77 |
162.77 |
163.26 |
|
S3 |
161.90 |
162.22 |
163.18 |
|
S4 |
161.03 |
161.35 |
162.94 |
|
|
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 |
165.68 |
163.31 |
2.37 |
1.5% |
0.83 |
0.5% |
5% |
False |
True |
861,552 |
10 |
166.36 |
163.31 |
3.05 |
1.9% |
0.73 |
0.4% |
4% |
False |
True |
768,234 |
20 |
166.36 |
162.56 |
3.80 |
2.3% |
0.73 |
0.4% |
23% |
False |
False |
693,148 |
40 |
166.36 |
162.56 |
3.80 |
2.3% |
0.72 |
0.4% |
23% |
False |
False |
495,794 |
60 |
166.36 |
162.56 |
3.80 |
2.3% |
0.66 |
0.4% |
23% |
False |
False |
331,933 |
80 |
166.36 |
161.11 |
5.25 |
3.2% |
0.65 |
0.4% |
44% |
False |
False |
248,987 |
100 |
166.36 |
159.75 |
6.61 |
4.0% |
0.56 |
0.3% |
56% |
False |
False |
199,193 |
120 |
166.36 |
159.13 |
7.23 |
4.4% |
0.51 |
0.3% |
59% |
False |
False |
165,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.88 |
2.618 |
166.46 |
1.618 |
165.59 |
1.000 |
165.05 |
0.618 |
164.72 |
HIGH |
164.18 |
0.618 |
163.85 |
0.500 |
163.75 |
0.382 |
163.64 |
LOW |
163.31 |
0.618 |
162.77 |
1.000 |
162.44 |
1.618 |
161.90 |
2.618 |
161.03 |
4.250 |
159.61 |
|
|
Fisher Pivots for day following 10-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
163.75 |
164.09 |
PP |
163.64 |
163.87 |
S1 |
163.53 |
163.64 |
|