Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 19-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
163.42 |
163.74 |
0.32 |
0.2% |
164.05 |
High |
163.81 |
164.04 |
0.23 |
0.1% |
164.18 |
Low |
163.30 |
163.71 |
0.41 |
0.3% |
163.15 |
Close |
163.74 |
163.82 |
0.08 |
0.0% |
163.46 |
Range |
0.51 |
0.33 |
-0.18 |
-35.3% |
1.03 |
ATR |
0.71 |
0.68 |
-0.03 |
-3.8% |
0.00 |
Volume |
599,568 |
840,471 |
240,903 |
40.2% |
3,336,974 |
|
Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.85 |
164.66 |
164.00 |
|
R3 |
164.52 |
164.33 |
163.91 |
|
R2 |
164.19 |
164.19 |
163.88 |
|
R1 |
164.00 |
164.00 |
163.85 |
164.10 |
PP |
163.86 |
163.86 |
163.86 |
163.90 |
S1 |
163.67 |
163.67 |
163.79 |
163.77 |
S2 |
163.53 |
163.53 |
163.76 |
|
S3 |
163.20 |
163.34 |
163.73 |
|
S4 |
162.87 |
163.01 |
163.64 |
|
|
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 |
164.04 |
162.81 |
1.23 |
0.8% |
0.52 |
0.3% |
82% |
True |
False |
668,437 |
10 |
164.87 |
162.81 |
2.06 |
1.3% |
0.61 |
0.4% |
49% |
False |
False |
681,998 |
20 |
166.36 |
162.81 |
3.55 |
2.2% |
0.65 |
0.4% |
28% |
False |
False |
703,108 |
40 |
166.36 |
162.56 |
3.80 |
2.3% |
0.70 |
0.4% |
33% |
False |
False |
608,397 |
60 |
166.36 |
162.56 |
3.80 |
2.3% |
0.67 |
0.4% |
33% |
False |
False |
408,137 |
80 |
166.36 |
162.56 |
3.80 |
2.3% |
0.64 |
0.4% |
33% |
False |
False |
306,450 |
100 |
166.36 |
160.33 |
6.03 |
3.7% |
0.60 |
0.4% |
58% |
False |
False |
245,165 |
120 |
166.36 |
159.58 |
6.78 |
4.1% |
0.54 |
0.3% |
63% |
False |
False |
204,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.44 |
2.618 |
164.90 |
1.618 |
164.57 |
1.000 |
164.37 |
0.618 |
164.24 |
HIGH |
164.04 |
0.618 |
163.91 |
0.500 |
163.88 |
0.382 |
163.84 |
LOW |
163.71 |
0.618 |
163.51 |
1.000 |
163.38 |
1.618 |
163.18 |
2.618 |
162.85 |
4.250 |
162.31 |
|
|
Fisher Pivots for day following 19-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
163.88 |
163.69 |
PP |
163.86 |
163.56 |
S1 |
163.84 |
163.43 |
|