Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
164.80 |
164.74 |
-0.06 |
0.0% |
164.18 |
| High |
164.90 |
165.04 |
0.14 |
0.1% |
165.10 |
| Low |
164.43 |
164.18 |
-0.25 |
-0.2% |
164.18 |
| Close |
164.75 |
164.98 |
0.23 |
0.1% |
164.98 |
| Range |
0.47 |
0.86 |
0.39 |
83.0% |
0.92 |
| ATR |
0.60 |
0.62 |
0.02 |
3.1% |
0.00 |
| Volume |
25,681 |
52,485 |
26,804 |
104.4% |
140,497 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.31 |
167.01 |
165.45 |
|
| R3 |
166.45 |
166.15 |
165.22 |
|
| R2 |
165.59 |
165.59 |
165.14 |
|
| R1 |
165.29 |
165.29 |
165.06 |
165.44 |
| PP |
164.73 |
164.73 |
164.73 |
164.81 |
| S1 |
164.43 |
164.43 |
164.90 |
164.58 |
| S2 |
163.87 |
163.87 |
164.82 |
|
| S3 |
163.01 |
163.57 |
164.74 |
|
| S4 |
162.15 |
162.71 |
164.51 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.51 |
167.17 |
165.49 |
|
| R3 |
166.59 |
166.25 |
165.23 |
|
| R2 |
165.67 |
165.67 |
165.15 |
|
| R1 |
165.33 |
165.33 |
165.06 |
165.50 |
| PP |
164.75 |
164.75 |
164.75 |
164.84 |
| S1 |
164.41 |
164.41 |
164.90 |
164.58 |
| S2 |
163.83 |
163.83 |
164.81 |
|
| S3 |
162.91 |
163.49 |
164.73 |
|
| S4 |
161.99 |
162.57 |
164.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.10 |
164.18 |
0.92 |
0.6% |
0.56 |
0.3% |
87% |
False |
True |
28,099 |
| 10 |
165.10 |
163.95 |
1.15 |
0.7% |
0.62 |
0.4% |
90% |
False |
False |
18,589 |
| 20 |
165.28 |
163.68 |
1.60 |
1.0% |
0.58 |
0.4% |
81% |
False |
False |
11,634 |
| 40 |
165.38 |
163.04 |
2.34 |
1.4% |
0.56 |
0.3% |
83% |
False |
False |
6,823 |
| 60 |
165.63 |
161.11 |
4.52 |
2.7% |
0.55 |
0.3% |
86% |
False |
False |
4,556 |
| 80 |
165.63 |
159.58 |
6.05 |
3.7% |
0.48 |
0.3% |
89% |
False |
False |
3,418 |
| 100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.38 |
0.2% |
90% |
False |
False |
2,735 |
| 120 |
165.63 |
158.66 |
6.97 |
4.2% |
0.32 |
0.2% |
91% |
False |
False |
2,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168.70 |
|
2.618 |
167.29 |
|
1.618 |
166.43 |
|
1.000 |
165.90 |
|
0.618 |
165.57 |
|
HIGH |
165.04 |
|
0.618 |
164.71 |
|
0.500 |
164.61 |
|
0.382 |
164.51 |
|
LOW |
164.18 |
|
0.618 |
163.65 |
|
1.000 |
163.32 |
|
1.618 |
162.79 |
|
2.618 |
161.93 |
|
4.250 |
160.53 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.86 |
164.86 |
| PP |
164.73 |
164.73 |
| S1 |
164.61 |
164.61 |
|