Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
163.52 |
163.58 |
0.06 |
0.0% |
165.69 |
| High |
163.92 |
163.82 |
-0.10 |
-0.1% |
165.85 |
| Low |
163.40 |
163.15 |
-0.25 |
-0.2% |
163.72 |
| Close |
163.72 |
163.30 |
-0.42 |
-0.3% |
163.91 |
| Range |
0.52 |
0.67 |
0.15 |
28.8% |
2.13 |
| ATR |
0.75 |
0.74 |
-0.01 |
-0.7% |
0.00 |
| Volume |
587,640 |
667,366 |
79,726 |
13.6% |
4,363,349 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.43 |
165.04 |
163.67 |
|
| R3 |
164.76 |
164.37 |
163.48 |
|
| R2 |
164.09 |
164.09 |
163.42 |
|
| R1 |
163.70 |
163.70 |
163.36 |
163.56 |
| PP |
163.42 |
163.42 |
163.42 |
163.36 |
| S1 |
163.03 |
163.03 |
163.24 |
162.89 |
| S2 |
162.75 |
162.75 |
163.18 |
|
| S3 |
162.08 |
162.36 |
163.12 |
|
| S4 |
161.41 |
161.69 |
162.93 |
|
|
| 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 |
164.87 |
163.15 |
1.72 |
1.1% |
0.69 |
0.4% |
9% |
False |
True |
695,559 |
| 10 |
166.36 |
163.15 |
3.21 |
2.0% |
0.72 |
0.4% |
5% |
False |
True |
764,735 |
| 20 |
166.36 |
163.04 |
3.32 |
2.0% |
0.68 |
0.4% |
8% |
False |
False |
685,128 |
| 40 |
166.36 |
162.56 |
3.80 |
2.3% |
0.71 |
0.4% |
19% |
False |
False |
526,883 |
| 60 |
166.36 |
162.56 |
3.80 |
2.3% |
0.67 |
0.4% |
19% |
False |
False |
352,613 |
| 80 |
166.36 |
161.11 |
5.25 |
3.2% |
0.66 |
0.4% |
42% |
False |
False |
264,675 |
| 100 |
166.36 |
159.98 |
6.38 |
3.9% |
0.58 |
0.4% |
52% |
False |
False |
211,743 |
| 120 |
166.36 |
159.35 |
7.01 |
4.3% |
0.52 |
0.3% |
56% |
False |
False |
176,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.67 |
|
2.618 |
165.57 |
|
1.618 |
164.90 |
|
1.000 |
164.49 |
|
0.618 |
164.23 |
|
HIGH |
163.82 |
|
0.618 |
163.56 |
|
0.500 |
163.49 |
|
0.382 |
163.41 |
|
LOW |
163.15 |
|
0.618 |
162.74 |
|
1.000 |
162.48 |
|
1.618 |
162.07 |
|
2.618 |
161.40 |
|
4.250 |
160.30 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.49 |
163.67 |
| PP |
163.42 |
163.54 |
| S1 |
163.36 |
163.42 |
|