Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
163.58 |
163.70 |
0.12 |
0.1% |
165.69 |
| High |
163.82 |
163.96 |
0.14 |
0.1% |
165.85 |
| Low |
163.15 |
163.47 |
0.32 |
0.2% |
163.72 |
| Close |
163.30 |
163.76 |
0.46 |
0.3% |
163.91 |
| Range |
0.67 |
0.49 |
-0.18 |
-26.9% |
2.13 |
| ATR |
0.74 |
0.74 |
-0.01 |
-0.8% |
0.00 |
| Volume |
667,366 |
619,154 |
-48,212 |
-7.2% |
4,363,349 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.20 |
164.97 |
164.03 |
|
| R3 |
164.71 |
164.48 |
163.89 |
|
| R2 |
164.22 |
164.22 |
163.85 |
|
| R1 |
163.99 |
163.99 |
163.80 |
164.11 |
| PP |
163.73 |
163.73 |
163.73 |
163.79 |
| S1 |
163.50 |
163.50 |
163.72 |
163.62 |
| S2 |
163.24 |
163.24 |
163.67 |
|
| S3 |
162.75 |
163.01 |
163.63 |
|
| S4 |
162.26 |
162.52 |
163.49 |
|
|
| 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 |
164.30 |
163.15 |
1.15 |
0.7% |
0.63 |
0.4% |
53% |
False |
False |
647,270 |
| 10 |
166.36 |
163.15 |
3.21 |
2.0% |
0.72 |
0.4% |
19% |
False |
False |
736,757 |
| 20 |
166.36 |
163.15 |
3.21 |
2.0% |
0.67 |
0.4% |
19% |
False |
False |
685,639 |
| 40 |
166.36 |
162.56 |
3.80 |
2.3% |
0.71 |
0.4% |
32% |
False |
False |
542,252 |
| 60 |
166.36 |
162.56 |
3.80 |
2.3% |
0.67 |
0.4% |
32% |
False |
False |
362,914 |
| 80 |
166.36 |
161.11 |
5.25 |
3.2% |
0.66 |
0.4% |
50% |
False |
False |
272,414 |
| 100 |
166.36 |
159.98 |
6.38 |
3.9% |
0.58 |
0.4% |
59% |
False |
False |
217,934 |
| 120 |
166.36 |
159.36 |
7.00 |
4.3% |
0.52 |
0.3% |
63% |
False |
False |
181,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.04 |
|
2.618 |
165.24 |
|
1.618 |
164.75 |
|
1.000 |
164.45 |
|
0.618 |
164.26 |
|
HIGH |
163.96 |
|
0.618 |
163.77 |
|
0.500 |
163.72 |
|
0.382 |
163.66 |
|
LOW |
163.47 |
|
0.618 |
163.17 |
|
1.000 |
162.98 |
|
1.618 |
162.68 |
|
2.618 |
162.19 |
|
4.250 |
161.39 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.75 |
163.69 |
| PP |
163.73 |
163.62 |
| S1 |
163.72 |
163.56 |
|