Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
163.88 |
163.90 |
0.02 |
0.0% |
163.31 |
| High |
164.16 |
164.06 |
-0.10 |
-0.1% |
164.34 |
| Low |
163.71 |
162.89 |
-0.82 |
-0.5% |
162.81 |
| Close |
164.02 |
163.04 |
-0.98 |
-0.6% |
164.22 |
| Range |
0.45 |
1.17 |
0.72 |
160.0% |
1.53 |
| ATR |
0.67 |
0.70 |
0.04 |
5.4% |
0.00 |
| Volume |
995,619 |
1,165,604 |
169,985 |
17.1% |
3,148,854 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.84 |
166.11 |
163.68 |
|
| R3 |
165.67 |
164.94 |
163.36 |
|
| R2 |
164.50 |
164.50 |
163.25 |
|
| R1 |
163.77 |
163.77 |
163.15 |
163.55 |
| PP |
163.33 |
163.33 |
163.33 |
163.22 |
| S1 |
162.60 |
162.60 |
162.93 |
162.38 |
| S2 |
162.16 |
162.16 |
162.83 |
|
| S3 |
160.99 |
161.43 |
162.72 |
|
| S4 |
159.82 |
160.26 |
162.40 |
|
|
| 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 |
162.89 |
1.65 |
1.0% |
0.74 |
0.5% |
9% |
False |
True |
786,217 |
| 10 |
164.54 |
162.81 |
1.73 |
1.1% |
0.63 |
0.4% |
13% |
False |
False |
727,327 |
| 20 |
166.36 |
162.81 |
3.55 |
2.2% |
0.67 |
0.4% |
6% |
False |
False |
746,031 |
| 40 |
166.36 |
162.56 |
3.80 |
2.3% |
0.71 |
0.4% |
13% |
False |
False |
701,615 |
| 60 |
166.36 |
162.56 |
3.80 |
2.3% |
0.67 |
0.4% |
13% |
False |
False |
473,188 |
| 80 |
166.36 |
162.56 |
3.80 |
2.3% |
0.64 |
0.4% |
13% |
False |
False |
355,587 |
| 100 |
166.36 |
161.11 |
5.25 |
3.2% |
0.62 |
0.4% |
37% |
False |
False |
284,474 |
| 120 |
166.36 |
159.75 |
6.61 |
4.1% |
0.55 |
0.3% |
50% |
False |
False |
237,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169.03 |
|
2.618 |
167.12 |
|
1.618 |
165.95 |
|
1.000 |
165.23 |
|
0.618 |
164.78 |
|
HIGH |
164.06 |
|
0.618 |
163.61 |
|
0.500 |
163.48 |
|
0.382 |
163.34 |
|
LOW |
162.89 |
|
0.618 |
162.17 |
|
1.000 |
161.72 |
|
1.618 |
161.00 |
|
2.618 |
159.83 |
|
4.250 |
157.92 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.48 |
163.72 |
| PP |
163.33 |
163.49 |
| S1 |
163.19 |
163.27 |
|