Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
161.80 |
161.73 |
-0.07 |
0.0% |
161.14 |
High |
162.02 |
161.73 |
-0.29 |
-0.2% |
161.67 |
Low |
161.38 |
161.73 |
0.35 |
0.2% |
160.12 |
Close |
161.55 |
161.73 |
0.18 |
0.1% |
161.43 |
Range |
0.64 |
0.00 |
-0.64 |
-100.0% |
1.55 |
ATR |
0.57 |
0.54 |
-0.03 |
-4.9% |
0.00 |
Volume |
5,809 |
798 |
-5,011 |
-86.3% |
46 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.73 |
161.73 |
161.73 |
|
R3 |
161.73 |
161.73 |
161.73 |
|
R2 |
161.73 |
161.73 |
161.73 |
|
R1 |
161.73 |
161.73 |
161.73 |
161.73 |
PP |
161.73 |
161.73 |
161.73 |
161.73 |
S1 |
161.73 |
161.73 |
161.73 |
161.73 |
S2 |
161.73 |
161.73 |
161.73 |
|
S3 |
161.73 |
161.73 |
161.73 |
|
S4 |
161.73 |
161.73 |
161.73 |
|
|
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 |
161.17 |
0.85 |
0.5% |
0.31 |
0.2% |
66% |
False |
False |
1,343 |
10 |
162.02 |
160.12 |
1.90 |
1.2% |
0.43 |
0.3% |
85% |
False |
False |
693 |
20 |
162.87 |
160.12 |
2.75 |
1.7% |
0.29 |
0.2% |
59% |
False |
False |
366 |
40 |
162.87 |
158.71 |
4.16 |
2.6% |
0.15 |
0.1% |
73% |
False |
False |
183 |
60 |
162.87 |
155.15 |
7.72 |
4.8% |
0.10 |
0.1% |
85% |
False |
False |
122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.73 |
2.618 |
161.73 |
1.618 |
161.73 |
1.000 |
161.73 |
0.618 |
161.73 |
HIGH |
161.73 |
0.618 |
161.73 |
0.500 |
161.73 |
0.382 |
161.73 |
LOW |
161.73 |
0.618 |
161.73 |
1.000 |
161.73 |
1.618 |
161.73 |
2.618 |
161.73 |
4.250 |
161.73 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
161.73 |
161.72 |
PP |
161.73 |
161.71 |
S1 |
161.73 |
161.70 |
|