Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 18-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
163.31 |
163.42 |
0.11 |
0.1% |
164.05 |
High |
163.57 |
163.81 |
0.24 |
0.1% |
164.18 |
Low |
162.81 |
163.30 |
0.49 |
0.3% |
163.15 |
Close |
163.47 |
163.74 |
0.27 |
0.2% |
163.46 |
Range |
0.76 |
0.51 |
-0.25 |
-32.9% |
1.03 |
ATR |
0.73 |
0.71 |
-0.02 |
-2.1% |
0.00 |
Volume |
597,423 |
599,568 |
2,145 |
0.4% |
3,336,974 |
|
Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.15 |
164.95 |
164.02 |
|
R3 |
164.64 |
164.44 |
163.88 |
|
R2 |
164.13 |
164.13 |
163.83 |
|
R1 |
163.93 |
163.93 |
163.79 |
164.03 |
PP |
163.62 |
163.62 |
163.62 |
163.67 |
S1 |
163.42 |
163.42 |
163.69 |
163.52 |
S2 |
163.11 |
163.11 |
163.65 |
|
S3 |
162.60 |
162.91 |
163.60 |
|
S4 |
162.09 |
162.40 |
163.46 |
|
|
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 |
163.96 |
162.81 |
1.15 |
0.7% |
0.58 |
0.4% |
81% |
False |
False |
633,816 |
10 |
165.03 |
162.81 |
2.22 |
1.4% |
0.66 |
0.4% |
42% |
False |
False |
704,572 |
20 |
166.36 |
162.81 |
3.55 |
2.2% |
0.66 |
0.4% |
26% |
False |
False |
699,878 |
40 |
166.36 |
162.56 |
3.80 |
2.3% |
0.70 |
0.4% |
31% |
False |
False |
588,116 |
60 |
166.36 |
162.56 |
3.80 |
2.3% |
0.67 |
0.4% |
31% |
False |
False |
394,213 |
80 |
166.36 |
162.56 |
3.80 |
2.3% |
0.64 |
0.4% |
31% |
False |
False |
295,944 |
100 |
166.36 |
160.30 |
6.06 |
3.7% |
0.60 |
0.4% |
57% |
False |
False |
236,760 |
120 |
166.36 |
159.58 |
6.78 |
4.1% |
0.54 |
0.3% |
61% |
False |
False |
197,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.98 |
2.618 |
165.15 |
1.618 |
164.64 |
1.000 |
164.32 |
0.618 |
164.13 |
HIGH |
163.81 |
0.618 |
163.62 |
0.500 |
163.56 |
0.382 |
163.49 |
LOW |
163.30 |
0.618 |
162.98 |
1.000 |
162.79 |
1.618 |
162.47 |
2.618 |
161.96 |
4.250 |
161.13 |
|
|
Fisher Pivots for day following 18-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
163.68 |
163.60 |
PP |
163.62 |
163.45 |
S1 |
163.56 |
163.31 |
|