Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
164.28 |
164.40 |
0.12 |
0.1% |
163.31 |
| High |
164.34 |
164.54 |
0.20 |
0.1% |
164.34 |
| Low |
164.04 |
163.86 |
-0.18 |
-0.1% |
162.81 |
| Close |
164.22 |
163.96 |
-0.26 |
-0.2% |
164.22 |
| Range |
0.30 |
0.68 |
0.38 |
126.7% |
1.53 |
| ATR |
0.68 |
0.68 |
0.00 |
0.0% |
0.00 |
| Volume |
555,696 |
658,472 |
102,776 |
18.5% |
3,148,854 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.16 |
165.74 |
164.33 |
|
| R3 |
165.48 |
165.06 |
164.15 |
|
| R2 |
164.80 |
164.80 |
164.08 |
|
| R1 |
164.38 |
164.38 |
164.02 |
164.25 |
| PP |
164.12 |
164.12 |
164.12 |
164.06 |
| S1 |
163.70 |
163.70 |
163.90 |
163.57 |
| S2 |
163.44 |
163.44 |
163.84 |
|
| S3 |
162.76 |
163.02 |
163.77 |
|
| S4 |
162.08 |
162.34 |
163.59 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.38 |
167.83 |
165.06 |
|
| R3 |
166.85 |
166.30 |
164.64 |
|
| R2 |
165.32 |
165.32 |
164.50 |
|
| R1 |
164.77 |
164.77 |
164.36 |
165.05 |
| PP |
163.79 |
163.79 |
163.79 |
163.93 |
| S1 |
163.24 |
163.24 |
164.08 |
163.52 |
| S2 |
162.26 |
162.26 |
163.94 |
|
| S3 |
160.73 |
161.71 |
163.80 |
|
| S4 |
159.20 |
160.18 |
163.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.54 |
163.24 |
1.30 |
0.8% |
0.58 |
0.4% |
55% |
True |
False |
641,980 |
| 10 |
164.54 |
162.81 |
1.73 |
1.1% |
0.58 |
0.4% |
66% |
True |
False |
636,705 |
| 20 |
166.36 |
162.81 |
3.55 |
2.2% |
0.66 |
0.4% |
32% |
False |
False |
702,469 |
| 40 |
166.36 |
162.56 |
3.80 |
2.3% |
0.71 |
0.4% |
37% |
False |
False |
650,323 |
| 60 |
166.36 |
162.56 |
3.80 |
2.3% |
0.67 |
0.4% |
37% |
False |
False |
437,427 |
| 80 |
166.36 |
162.56 |
3.80 |
2.3% |
0.63 |
0.4% |
37% |
False |
False |
328,573 |
| 100 |
166.36 |
161.11 |
5.25 |
3.2% |
0.61 |
0.4% |
54% |
False |
False |
262,863 |
| 120 |
166.36 |
159.58 |
6.78 |
4.1% |
0.56 |
0.3% |
65% |
False |
False |
219,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.43 |
|
2.618 |
166.32 |
|
1.618 |
165.64 |
|
1.000 |
165.22 |
|
0.618 |
164.96 |
|
HIGH |
164.54 |
|
0.618 |
164.28 |
|
0.500 |
164.20 |
|
0.382 |
164.12 |
|
LOW |
163.86 |
|
0.618 |
163.44 |
|
1.000 |
163.18 |
|
1.618 |
162.76 |
|
2.618 |
162.08 |
|
4.250 |
160.97 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.20 |
163.94 |
| PP |
164.12 |
163.91 |
| S1 |
164.04 |
163.89 |
|