Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
165.23 |
164.71 |
-0.52 |
-0.3% |
163.50 |
| High |
165.38 |
164.90 |
-0.48 |
-0.3% |
164.52 |
| Low |
164.93 |
164.59 |
-0.34 |
-0.2% |
163.10 |
| Close |
165.02 |
164.90 |
-0.12 |
-0.1% |
164.33 |
| Range |
0.45 |
0.31 |
-0.14 |
-31.1% |
1.42 |
| ATR |
0.66 |
0.65 |
-0.02 |
-2.5% |
0.00 |
| Volume |
27 |
570 |
543 |
2,011.1% |
138 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.73 |
165.62 |
165.07 |
|
| R3 |
165.42 |
165.31 |
164.99 |
|
| R2 |
165.11 |
165.11 |
164.96 |
|
| R1 |
165.00 |
165.00 |
164.93 |
165.06 |
| PP |
164.80 |
164.80 |
164.80 |
164.82 |
| S1 |
164.69 |
164.69 |
164.87 |
164.75 |
| S2 |
164.49 |
164.49 |
164.84 |
|
| S3 |
164.18 |
164.38 |
164.81 |
|
| S4 |
163.87 |
164.07 |
164.73 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.24 |
167.71 |
165.11 |
|
| R3 |
166.82 |
166.29 |
164.72 |
|
| R2 |
165.40 |
165.40 |
164.59 |
|
| R1 |
164.87 |
164.87 |
164.46 |
165.14 |
| PP |
163.98 |
163.98 |
163.98 |
164.12 |
| S1 |
163.45 |
163.45 |
164.20 |
163.72 |
| S2 |
162.56 |
162.56 |
164.07 |
|
| S3 |
161.14 |
162.03 |
163.94 |
|
| S4 |
159.72 |
160.61 |
163.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.38 |
163.75 |
1.63 |
1.0% |
0.45 |
0.3% |
71% |
False |
False |
139 |
| 10 |
165.63 |
163.10 |
2.53 |
1.5% |
0.73 |
0.4% |
71% |
False |
False |
84 |
| 20 |
165.63 |
161.11 |
4.52 |
2.7% |
0.54 |
0.3% |
84% |
False |
False |
51 |
| 40 |
165.63 |
159.75 |
5.88 |
3.6% |
0.33 |
0.2% |
88% |
False |
False |
29 |
| 60 |
165.63 |
159.13 |
6.50 |
3.9% |
0.29 |
0.2% |
89% |
False |
False |
20 |
| 80 |
165.63 |
159.00 |
6.63 |
4.0% |
0.22 |
0.1% |
89% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.22 |
|
2.618 |
165.71 |
|
1.618 |
165.40 |
|
1.000 |
165.21 |
|
0.618 |
165.09 |
|
HIGH |
164.90 |
|
0.618 |
164.78 |
|
0.500 |
164.75 |
|
0.382 |
164.71 |
|
LOW |
164.59 |
|
0.618 |
164.40 |
|
1.000 |
164.28 |
|
1.618 |
164.09 |
|
2.618 |
163.78 |
|
4.250 |
163.27 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.85 |
164.99 |
| PP |
164.80 |
164.96 |
| S1 |
164.75 |
164.93 |
|