Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
164.25 |
164.05 |
-0.20 |
-0.1% |
165.69 |
| High |
164.30 |
164.18 |
-0.12 |
-0.1% |
165.85 |
| Low |
163.72 |
163.31 |
-0.41 |
-0.3% |
163.72 |
| Close |
163.91 |
163.42 |
-0.49 |
-0.3% |
163.91 |
| Range |
0.58 |
0.87 |
0.29 |
50.0% |
2.13 |
| ATR |
0.76 |
0.77 |
0.01 |
1.1% |
0.00 |
| Volume |
584,949 |
777,242 |
192,293 |
32.9% |
4,363,349 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.25 |
165.70 |
163.90 |
|
| R3 |
165.38 |
164.83 |
163.66 |
|
| R2 |
164.51 |
164.51 |
163.58 |
|
| R1 |
163.96 |
163.96 |
163.50 |
163.80 |
| PP |
163.64 |
163.64 |
163.64 |
163.56 |
| S1 |
163.09 |
163.09 |
163.34 |
162.93 |
| S2 |
162.77 |
162.77 |
163.26 |
|
| S3 |
161.90 |
162.22 |
163.18 |
|
| S4 |
161.03 |
161.35 |
162.94 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170.88 |
169.53 |
165.08 |
|
| R3 |
168.75 |
167.40 |
164.50 |
|
| R2 |
166.62 |
166.62 |
164.30 |
|
| R1 |
165.27 |
165.27 |
164.11 |
164.88 |
| PP |
164.49 |
164.49 |
164.49 |
164.30 |
| S1 |
163.14 |
163.14 |
163.71 |
162.75 |
| S2 |
162.36 |
162.36 |
163.52 |
|
| S3 |
160.23 |
161.01 |
163.32 |
|
| S4 |
158.10 |
158.88 |
162.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.68 |
163.31 |
2.37 |
1.5% |
0.83 |
0.5% |
5% |
False |
True |
861,552 |
| 10 |
166.36 |
163.31 |
3.05 |
1.9% |
0.73 |
0.4% |
4% |
False |
True |
768,234 |
| 20 |
166.36 |
162.56 |
3.80 |
2.3% |
0.73 |
0.4% |
23% |
False |
False |
693,148 |
| 40 |
166.36 |
162.56 |
3.80 |
2.3% |
0.72 |
0.4% |
23% |
False |
False |
495,794 |
| 60 |
166.36 |
162.56 |
3.80 |
2.3% |
0.66 |
0.4% |
23% |
False |
False |
331,933 |
| 80 |
166.36 |
161.11 |
5.25 |
3.2% |
0.65 |
0.4% |
44% |
False |
False |
248,987 |
| 100 |
166.36 |
159.75 |
6.61 |
4.0% |
0.56 |
0.3% |
56% |
False |
False |
199,193 |
| 120 |
166.36 |
159.13 |
7.23 |
4.4% |
0.51 |
0.3% |
59% |
False |
False |
165,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.88 |
|
2.618 |
166.46 |
|
1.618 |
165.59 |
|
1.000 |
165.05 |
|
0.618 |
164.72 |
|
HIGH |
164.18 |
|
0.618 |
163.85 |
|
0.500 |
163.75 |
|
0.382 |
163.64 |
|
LOW |
163.31 |
|
0.618 |
162.77 |
|
1.000 |
162.44 |
|
1.618 |
161.90 |
|
2.618 |
161.03 |
|
4.250 |
159.61 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.75 |
164.09 |
| PP |
163.64 |
163.87 |
| S1 |
163.53 |
163.64 |
|