Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
164.40 |
163.88 |
-0.52 |
-0.3% |
163.31 |
High |
164.54 |
164.16 |
-0.38 |
-0.2% |
164.34 |
Low |
163.86 |
163.71 |
-0.15 |
-0.1% |
162.81 |
Close |
163.96 |
164.02 |
0.06 |
0.0% |
164.22 |
Range |
0.68 |
0.45 |
-0.23 |
-33.8% |
1.53 |
ATR |
0.68 |
0.67 |
-0.02 |
-2.4% |
0.00 |
Volume |
658,472 |
995,619 |
337,147 |
51.2% |
3,148,854 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.31 |
165.12 |
164.27 |
|
R3 |
164.86 |
164.67 |
164.14 |
|
R2 |
164.41 |
164.41 |
164.10 |
|
R1 |
164.22 |
164.22 |
164.06 |
164.32 |
PP |
163.96 |
163.96 |
163.96 |
164.01 |
S1 |
163.77 |
163.77 |
163.98 |
163.87 |
S2 |
163.51 |
163.51 |
163.94 |
|
S3 |
163.06 |
163.32 |
163.90 |
|
S4 |
162.61 |
162.87 |
163.77 |
|
|
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 |
164.54 |
163.24 |
1.30 |
0.8% |
0.57 |
0.3% |
60% |
False |
False |
721,190 |
10 |
164.54 |
162.81 |
1.73 |
1.1% |
0.58 |
0.4% |
70% |
False |
False |
677,503 |
20 |
166.36 |
162.81 |
3.55 |
2.2% |
0.64 |
0.4% |
34% |
False |
False |
717,102 |
40 |
166.36 |
162.56 |
3.80 |
2.3% |
0.69 |
0.4% |
38% |
False |
False |
674,171 |
60 |
166.36 |
162.56 |
3.80 |
2.3% |
0.67 |
0.4% |
38% |
False |
False |
453,774 |
80 |
166.36 |
162.56 |
3.80 |
2.3% |
0.64 |
0.4% |
38% |
False |
False |
341,018 |
100 |
166.36 |
161.11 |
5.25 |
3.2% |
0.61 |
0.4% |
55% |
False |
False |
272,819 |
120 |
166.36 |
159.75 |
6.61 |
4.0% |
0.54 |
0.3% |
65% |
False |
False |
227,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.07 |
2.618 |
165.34 |
1.618 |
164.89 |
1.000 |
164.61 |
0.618 |
164.44 |
HIGH |
164.16 |
0.618 |
163.99 |
0.500 |
163.94 |
0.382 |
163.88 |
LOW |
163.71 |
0.618 |
163.43 |
1.000 |
163.26 |
1.618 |
162.98 |
2.618 |
162.53 |
4.250 |
161.80 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
163.99 |
164.13 |
PP |
163.96 |
164.09 |
S1 |
163.94 |
164.06 |
|