Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
164.18 |
164.83 |
0.65 |
0.4% |
165.10 |
| High |
164.92 |
165.10 |
0.18 |
0.1% |
165.10 |
| Low |
164.18 |
164.66 |
0.48 |
0.3% |
163.95 |
| Close |
164.78 |
164.95 |
0.17 |
0.1% |
164.26 |
| Range |
0.74 |
0.44 |
-0.30 |
-40.5% |
1.15 |
| ATR |
0.65 |
0.64 |
-0.02 |
-2.3% |
0.00 |
| Volume |
18,435 |
29,236 |
10,801 |
58.6% |
45,398 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.22 |
166.03 |
165.19 |
|
| R3 |
165.78 |
165.59 |
165.07 |
|
| R2 |
165.34 |
165.34 |
165.03 |
|
| R1 |
165.15 |
165.15 |
164.99 |
165.25 |
| PP |
164.90 |
164.90 |
164.90 |
164.95 |
| S1 |
164.71 |
164.71 |
164.91 |
164.81 |
| S2 |
164.46 |
164.46 |
164.87 |
|
| S3 |
164.02 |
164.27 |
164.83 |
|
| S4 |
163.58 |
163.83 |
164.71 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.89 |
167.22 |
164.89 |
|
| R3 |
166.74 |
166.07 |
164.58 |
|
| R2 |
165.59 |
165.59 |
164.47 |
|
| R1 |
164.92 |
164.92 |
164.37 |
164.68 |
| PP |
164.44 |
164.44 |
164.44 |
164.32 |
| S1 |
163.77 |
163.77 |
164.15 |
163.53 |
| S2 |
163.29 |
163.29 |
164.05 |
|
| S3 |
162.14 |
162.62 |
163.94 |
|
| S4 |
160.99 |
161.47 |
163.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.10 |
163.95 |
1.15 |
0.7% |
0.62 |
0.4% |
87% |
True |
False |
16,329 |
| 10 |
165.28 |
163.95 |
1.33 |
0.8% |
0.61 |
0.4% |
75% |
False |
False |
10,332 |
| 20 |
165.28 |
163.67 |
1.61 |
1.0% |
0.62 |
0.4% |
80% |
False |
False |
7,616 |
| 40 |
165.38 |
163.04 |
2.34 |
1.4% |
0.58 |
0.4% |
82% |
False |
False |
4,504 |
| 60 |
165.63 |
160.33 |
5.30 |
3.2% |
0.54 |
0.3% |
87% |
False |
False |
3,010 |
| 80 |
165.63 |
159.58 |
6.05 |
3.7% |
0.46 |
0.3% |
89% |
False |
False |
2,258 |
| 100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.37 |
0.2% |
90% |
False |
False |
1,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.97 |
|
2.618 |
166.25 |
|
1.618 |
165.81 |
|
1.000 |
165.54 |
|
0.618 |
165.37 |
|
HIGH |
165.10 |
|
0.618 |
164.93 |
|
0.500 |
164.88 |
|
0.382 |
164.83 |
|
LOW |
164.66 |
|
0.618 |
164.39 |
|
1.000 |
164.22 |
|
1.618 |
163.95 |
|
2.618 |
163.51 |
|
4.250 |
162.79 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.93 |
164.83 |
| PP |
164.90 |
164.71 |
| S1 |
164.88 |
164.59 |
|