Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
165.07 |
164.54 |
-0.53 |
-0.3% |
164.18 |
| High |
165.07 |
164.77 |
-0.30 |
-0.2% |
165.10 |
| Low |
164.55 |
164.24 |
-0.31 |
-0.2% |
164.18 |
| Close |
164.67 |
164.68 |
0.01 |
0.0% |
164.98 |
| Range |
0.52 |
0.53 |
0.01 |
1.9% |
0.92 |
| ATR |
0.64 |
0.63 |
-0.01 |
-1.3% |
0.00 |
| Volume |
268,275 |
424,325 |
156,050 |
58.2% |
140,497 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.15 |
165.95 |
164.97 |
|
| R3 |
165.62 |
165.42 |
164.83 |
|
| R2 |
165.09 |
165.09 |
164.78 |
|
| R1 |
164.89 |
164.89 |
164.73 |
164.99 |
| PP |
164.56 |
164.56 |
164.56 |
164.62 |
| S1 |
164.36 |
164.36 |
164.63 |
164.46 |
| S2 |
164.03 |
164.03 |
164.58 |
|
| S3 |
163.50 |
163.83 |
164.53 |
|
| S4 |
162.97 |
163.30 |
164.39 |
|
|
| 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 |
165.14 |
163.78 |
1.36 |
0.8% |
0.73 |
0.4% |
66% |
False |
False |
170,922 |
| 10 |
165.14 |
163.78 |
1.36 |
0.8% |
0.64 |
0.4% |
66% |
False |
False |
95,627 |
| 20 |
165.28 |
163.78 |
1.50 |
0.9% |
0.59 |
0.4% |
60% |
False |
False |
50,464 |
| 40 |
165.37 |
163.04 |
2.33 |
1.4% |
0.59 |
0.4% |
70% |
False |
False |
26,859 |
| 60 |
165.63 |
161.11 |
4.52 |
2.7% |
0.57 |
0.3% |
79% |
False |
False |
17,923 |
| 80 |
165.63 |
159.75 |
5.88 |
3.6% |
0.46 |
0.3% |
84% |
False |
False |
13,444 |
| 100 |
165.63 |
159.13 |
6.50 |
3.9% |
0.41 |
0.3% |
85% |
False |
False |
10,756 |
| 120 |
165.63 |
159.00 |
6.63 |
4.0% |
0.34 |
0.2% |
86% |
False |
False |
8,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.02 |
|
2.618 |
166.16 |
|
1.618 |
165.63 |
|
1.000 |
165.30 |
|
0.618 |
165.10 |
|
HIGH |
164.77 |
|
0.618 |
164.57 |
|
0.500 |
164.51 |
|
0.382 |
164.44 |
|
LOW |
164.24 |
|
0.618 |
163.91 |
|
1.000 |
163.71 |
|
1.618 |
163.38 |
|
2.618 |
162.85 |
|
4.250 |
161.99 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.62 |
164.69 |
| PP |
164.56 |
164.69 |
| S1 |
164.51 |
164.68 |
|