Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
163.70 |
163.60 |
-0.10 |
-0.1% |
164.05 |
| High |
163.96 |
163.69 |
-0.27 |
-0.2% |
164.18 |
| Low |
163.47 |
163.20 |
-0.27 |
-0.2% |
163.15 |
| Close |
163.76 |
163.46 |
-0.30 |
-0.2% |
163.46 |
| Range |
0.49 |
0.49 |
0.00 |
0.0% |
1.03 |
| ATR |
0.74 |
0.72 |
-0.01 |
-1.7% |
0.00 |
| Volume |
619,154 |
685,572 |
66,418 |
10.7% |
3,336,974 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.92 |
164.68 |
163.73 |
|
| R3 |
164.43 |
164.19 |
163.59 |
|
| R2 |
163.94 |
163.94 |
163.55 |
|
| R1 |
163.70 |
163.70 |
163.50 |
163.58 |
| PP |
163.45 |
163.45 |
163.45 |
163.39 |
| S1 |
163.21 |
163.21 |
163.42 |
163.09 |
| S2 |
162.96 |
162.96 |
163.37 |
|
| S3 |
162.47 |
162.72 |
163.33 |
|
| S4 |
161.98 |
162.23 |
163.19 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.69 |
166.10 |
164.03 |
|
| R3 |
165.66 |
165.07 |
163.74 |
|
| R2 |
164.63 |
164.63 |
163.65 |
|
| R1 |
164.04 |
164.04 |
163.55 |
163.82 |
| PP |
163.60 |
163.60 |
163.60 |
163.49 |
| S1 |
163.01 |
163.01 |
163.37 |
162.79 |
| S2 |
162.57 |
162.57 |
163.27 |
|
| S3 |
161.54 |
161.98 |
163.18 |
|
| S4 |
160.51 |
160.95 |
162.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.18 |
163.15 |
1.03 |
0.6% |
0.61 |
0.4% |
30% |
False |
False |
667,394 |
| 10 |
165.85 |
163.15 |
2.70 |
1.7% |
0.69 |
0.4% |
11% |
False |
False |
770,032 |
| 20 |
166.36 |
163.15 |
3.21 |
2.0% |
0.66 |
0.4% |
10% |
False |
False |
696,436 |
| 40 |
166.36 |
162.56 |
3.80 |
2.3% |
0.71 |
0.4% |
24% |
False |
False |
558,994 |
| 60 |
166.36 |
162.56 |
3.80 |
2.3% |
0.67 |
0.4% |
24% |
False |
False |
374,299 |
| 80 |
166.36 |
162.56 |
3.80 |
2.3% |
0.66 |
0.4% |
24% |
False |
False |
280,983 |
| 100 |
166.36 |
159.98 |
6.38 |
3.9% |
0.59 |
0.4% |
55% |
False |
False |
224,790 |
| 120 |
166.36 |
159.36 |
7.00 |
4.3% |
0.53 |
0.3% |
59% |
False |
False |
187,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.77 |
|
2.618 |
164.97 |
|
1.618 |
164.48 |
|
1.000 |
164.18 |
|
0.618 |
163.99 |
|
HIGH |
163.69 |
|
0.618 |
163.50 |
|
0.500 |
163.45 |
|
0.382 |
163.39 |
|
LOW |
163.20 |
|
0.618 |
162.90 |
|
1.000 |
162.71 |
|
1.618 |
162.41 |
|
2.618 |
161.92 |
|
4.250 |
161.12 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.46 |
163.56 |
| PP |
163.45 |
163.52 |
| S1 |
163.45 |
163.49 |
|