Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
161.65 |
161.80 |
0.15 |
0.1% |
161.14 |
High |
161.88 |
162.02 |
0.14 |
0.1% |
161.67 |
Low |
161.43 |
161.38 |
-0.05 |
0.0% |
160.12 |
Close |
161.43 |
161.55 |
0.12 |
0.1% |
161.43 |
Range |
0.45 |
0.64 |
0.19 |
42.2% |
1.55 |
ATR |
0.57 |
0.57 |
0.01 |
0.9% |
0.00 |
Volume |
98 |
5,809 |
5,711 |
5,827.6% |
46 |
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.57 |
163.20 |
161.90 |
|
R3 |
162.93 |
162.56 |
161.73 |
|
R2 |
162.29 |
162.29 |
161.67 |
|
R1 |
161.92 |
161.92 |
161.61 |
161.79 |
PP |
161.65 |
161.65 |
161.65 |
161.58 |
S1 |
161.28 |
161.28 |
161.49 |
161.15 |
S2 |
161.01 |
161.01 |
161.43 |
|
S3 |
160.37 |
160.64 |
161.37 |
|
S4 |
159.73 |
160.00 |
161.20 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.72 |
165.13 |
162.28 |
|
R3 |
164.17 |
163.58 |
161.86 |
|
R2 |
162.62 |
162.62 |
161.71 |
|
R1 |
162.03 |
162.03 |
161.57 |
162.33 |
PP |
161.07 |
161.07 |
161.07 |
161.22 |
S1 |
160.48 |
160.48 |
161.29 |
160.78 |
S2 |
159.52 |
159.52 |
161.15 |
|
S3 |
157.97 |
158.93 |
161.00 |
|
S4 |
156.42 |
157.38 |
160.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.02 |
160.47 |
1.55 |
1.0% |
0.31 |
0.2% |
70% |
True |
False |
1,184 |
10 |
162.02 |
160.12 |
1.90 |
1.2% |
0.49 |
0.3% |
75% |
True |
False |
618 |
20 |
162.87 |
160.12 |
2.75 |
1.7% |
0.29 |
0.2% |
52% |
False |
False |
326 |
40 |
162.87 |
158.21 |
4.66 |
2.9% |
0.15 |
0.1% |
72% |
False |
False |
163 |
60 |
162.87 |
155.15 |
7.72 |
4.8% |
0.10 |
0.1% |
83% |
False |
False |
109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.74 |
2.618 |
163.70 |
1.618 |
163.06 |
1.000 |
162.66 |
0.618 |
162.42 |
HIGH |
162.02 |
0.618 |
161.78 |
0.500 |
161.70 |
0.382 |
161.62 |
LOW |
161.38 |
0.618 |
160.98 |
1.000 |
160.74 |
1.618 |
160.34 |
2.618 |
159.70 |
4.250 |
158.66 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
161.70 |
161.70 |
PP |
161.65 |
161.65 |
S1 |
161.60 |
161.60 |
|