Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
164.55 |
163.77 |
-0.78 |
-0.5% |
163.74 |
| High |
164.60 |
164.19 |
-0.41 |
-0.2% |
165.28 |
| Low |
163.68 |
163.77 |
0.09 |
0.1% |
163.51 |
| Close |
163.88 |
163.94 |
0.06 |
0.0% |
165.10 |
| Range |
0.92 |
0.42 |
-0.50 |
-54.3% |
1.77 |
| ATR |
0.65 |
0.63 |
-0.02 |
-2.5% |
0.00 |
| Volume |
780 |
6,564 |
5,784 |
741.5% |
19,140 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.23 |
165.00 |
164.17 |
|
| R3 |
164.81 |
164.58 |
164.06 |
|
| R2 |
164.39 |
164.39 |
164.02 |
|
| R1 |
164.16 |
164.16 |
163.98 |
164.28 |
| PP |
163.97 |
163.97 |
163.97 |
164.02 |
| S1 |
163.74 |
163.74 |
163.90 |
163.86 |
| S2 |
163.55 |
163.55 |
163.86 |
|
| S3 |
163.13 |
163.32 |
163.82 |
|
| S4 |
162.71 |
162.90 |
163.71 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.94 |
169.29 |
166.07 |
|
| R3 |
168.17 |
167.52 |
165.59 |
|
| R2 |
166.40 |
166.40 |
165.42 |
|
| R1 |
165.75 |
165.75 |
165.26 |
166.08 |
| PP |
164.63 |
164.63 |
164.63 |
164.79 |
| S1 |
163.98 |
163.98 |
164.94 |
164.31 |
| S2 |
162.86 |
162.86 |
164.78 |
|
| S3 |
161.09 |
162.21 |
164.61 |
|
| S4 |
159.32 |
160.44 |
164.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.28 |
163.68 |
1.60 |
1.0% |
0.59 |
0.4% |
16% |
False |
False |
6,372 |
| 10 |
165.28 |
163.04 |
2.24 |
1.4% |
0.62 |
0.4% |
40% |
False |
False |
4,422 |
| 20 |
165.37 |
163.04 |
2.33 |
1.4% |
0.55 |
0.3% |
39% |
False |
False |
3,110 |
| 40 |
165.63 |
161.11 |
4.52 |
2.8% |
0.54 |
0.3% |
63% |
False |
False |
1,567 |
| 60 |
165.63 |
159.75 |
5.88 |
3.6% |
0.40 |
0.2% |
71% |
False |
False |
1,047 |
| 80 |
165.63 |
159.13 |
6.50 |
4.0% |
0.36 |
0.2% |
74% |
False |
False |
786 |
| 100 |
165.63 |
158.67 |
6.96 |
4.2% |
0.28 |
0.2% |
76% |
False |
False |
629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.98 |
|
2.618 |
165.29 |
|
1.618 |
164.87 |
|
1.000 |
164.61 |
|
0.618 |
164.45 |
|
HIGH |
164.19 |
|
0.618 |
164.03 |
|
0.500 |
163.98 |
|
0.382 |
163.93 |
|
LOW |
163.77 |
|
0.618 |
163.51 |
|
1.000 |
163.35 |
|
1.618 |
163.09 |
|
2.618 |
162.67 |
|
4.250 |
161.99 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.98 |
164.35 |
| PP |
163.97 |
164.21 |
| S1 |
163.95 |
164.08 |
|