Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 21-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
163.68 |
164.28 |
0.60 |
0.4% |
163.31 |
High |
164.33 |
164.34 |
0.01 |
0.0% |
164.34 |
Low |
163.24 |
164.04 |
0.80 |
0.5% |
162.81 |
Close |
164.29 |
164.22 |
-0.07 |
0.0% |
164.22 |
Range |
1.09 |
0.30 |
-0.79 |
-72.5% |
1.53 |
ATR |
0.71 |
0.68 |
-0.03 |
-4.1% |
0.00 |
Volume |
555,696 |
555,696 |
0 |
0.0% |
3,148,854 |
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.10 |
164.96 |
164.39 |
|
R3 |
164.80 |
164.66 |
164.30 |
|
R2 |
164.50 |
164.50 |
164.28 |
|
R1 |
164.36 |
164.36 |
164.25 |
164.28 |
PP |
164.20 |
164.20 |
164.20 |
164.16 |
S1 |
164.06 |
164.06 |
164.19 |
163.98 |
S2 |
163.90 |
163.90 |
164.17 |
|
S3 |
163.60 |
163.76 |
164.14 |
|
S4 |
163.30 |
163.46 |
164.06 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.38 |
167.83 |
165.06 |
|
R3 |
166.85 |
166.30 |
164.64 |
|
R2 |
165.32 |
165.32 |
164.50 |
|
R1 |
164.77 |
164.77 |
164.36 |
165.05 |
PP |
163.79 |
163.79 |
163.79 |
163.93 |
S1 |
163.24 |
163.24 |
164.08 |
163.52 |
S2 |
162.26 |
162.26 |
163.94 |
|
S3 |
160.73 |
161.71 |
163.80 |
|
S4 |
159.20 |
160.18 |
163.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.34 |
162.81 |
1.53 |
0.9% |
0.60 |
0.4% |
92% |
True |
False |
629,770 |
10 |
164.34 |
162.81 |
1.53 |
0.9% |
0.60 |
0.4% |
92% |
True |
False |
648,582 |
20 |
166.36 |
162.81 |
3.55 |
2.2% |
0.66 |
0.4% |
40% |
False |
False |
707,762 |
40 |
166.36 |
162.56 |
3.80 |
2.3% |
0.71 |
0.4% |
44% |
False |
False |
635,173 |
60 |
166.36 |
162.56 |
3.80 |
2.3% |
0.67 |
0.4% |
44% |
False |
False |
426,554 |
80 |
166.36 |
162.56 |
3.80 |
2.3% |
0.63 |
0.4% |
44% |
False |
False |
320,342 |
100 |
166.36 |
160.79 |
5.57 |
3.4% |
0.61 |
0.4% |
62% |
False |
False |
256,278 |
120 |
166.36 |
159.58 |
6.78 |
4.1% |
0.55 |
0.3% |
68% |
False |
False |
213,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.62 |
2.618 |
165.13 |
1.618 |
164.83 |
1.000 |
164.64 |
0.618 |
164.53 |
HIGH |
164.34 |
0.618 |
164.23 |
0.500 |
164.19 |
0.382 |
164.15 |
LOW |
164.04 |
0.618 |
163.85 |
1.000 |
163.74 |
1.618 |
163.55 |
2.618 |
163.25 |
4.250 |
162.77 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
164.21 |
164.08 |
PP |
164.20 |
163.93 |
S1 |
164.19 |
163.79 |
|