Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
161.73 |
162.20 |
0.47 |
0.3% |
161.14 |
High |
161.73 |
162.28 |
0.55 |
0.3% |
161.67 |
Low |
161.73 |
161.95 |
0.22 |
0.1% |
160.12 |
Close |
161.73 |
162.03 |
0.30 |
0.2% |
161.43 |
Range |
0.00 |
0.33 |
0.33 |
|
1.55 |
ATR |
0.54 |
0.54 |
0.00 |
0.1% |
0.00 |
Volume |
798 |
667 |
-131 |
-16.4% |
46 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.08 |
162.88 |
162.21 |
|
R3 |
162.75 |
162.55 |
162.12 |
|
R2 |
162.42 |
162.42 |
162.09 |
|
R1 |
162.22 |
162.22 |
162.06 |
162.16 |
PP |
162.09 |
162.09 |
162.09 |
162.05 |
S1 |
161.89 |
161.89 |
162.00 |
161.83 |
S2 |
161.76 |
161.76 |
161.97 |
|
S3 |
161.43 |
161.56 |
161.94 |
|
S4 |
161.10 |
161.23 |
161.85 |
|
|
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 |
162.28 |
161.38 |
0.90 |
0.6% |
0.33 |
0.2% |
72% |
True |
False |
1,475 |
10 |
162.28 |
160.12 |
2.16 |
1.3% |
0.32 |
0.2% |
88% |
True |
False |
742 |
20 |
162.87 |
160.12 |
2.75 |
1.7% |
0.31 |
0.2% |
69% |
False |
False |
399 |
40 |
162.87 |
159.31 |
3.56 |
2.2% |
0.15 |
0.1% |
76% |
False |
False |
199 |
60 |
162.87 |
155.15 |
7.72 |
4.8% |
0.11 |
0.1% |
89% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.68 |
2.618 |
163.14 |
1.618 |
162.81 |
1.000 |
162.61 |
0.618 |
162.48 |
HIGH |
162.28 |
0.618 |
162.15 |
0.500 |
162.12 |
0.382 |
162.08 |
LOW |
161.95 |
0.618 |
161.75 |
1.000 |
161.62 |
1.618 |
161.42 |
2.618 |
161.09 |
4.250 |
160.55 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.12 |
161.96 |
PP |
162.09 |
161.90 |
S1 |
162.06 |
161.83 |
|