Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 29-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
162.20 |
162.51 |
0.31 |
0.2% |
161.65 |
High |
162.28 |
162.84 |
0.56 |
0.3% |
162.28 |
Low |
161.95 |
162.50 |
0.55 |
0.3% |
161.38 |
Close |
162.03 |
162.55 |
0.52 |
0.3% |
162.03 |
Range |
0.33 |
0.34 |
0.01 |
3.0% |
0.90 |
ATR |
0.54 |
0.56 |
0.02 |
3.5% |
0.00 |
Volume |
667 |
1,089 |
422 |
63.3% |
7,372 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.65 |
163.44 |
162.74 |
|
R3 |
163.31 |
163.10 |
162.64 |
|
R2 |
162.97 |
162.97 |
162.61 |
|
R1 |
162.76 |
162.76 |
162.58 |
162.87 |
PP |
162.63 |
162.63 |
162.63 |
162.68 |
S1 |
162.42 |
162.42 |
162.52 |
162.53 |
S2 |
162.29 |
162.29 |
162.49 |
|
S3 |
161.95 |
162.08 |
162.46 |
|
S4 |
161.61 |
161.74 |
162.36 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.60 |
164.21 |
162.53 |
|
R3 |
163.70 |
163.31 |
162.28 |
|
R2 |
162.80 |
162.80 |
162.20 |
|
R1 |
162.41 |
162.41 |
162.11 |
162.61 |
PP |
161.90 |
161.90 |
161.90 |
161.99 |
S1 |
161.51 |
161.51 |
161.95 |
161.71 |
S2 |
161.00 |
161.00 |
161.87 |
|
S3 |
160.10 |
160.61 |
161.78 |
|
S4 |
159.20 |
159.71 |
161.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.84 |
161.38 |
1.46 |
0.9% |
0.35 |
0.2% |
80% |
True |
False |
1,692 |
10 |
162.84 |
160.12 |
2.72 |
1.7% |
0.33 |
0.2% |
89% |
True |
False |
850 |
20 |
162.87 |
160.12 |
2.75 |
1.7% |
0.33 |
0.2% |
88% |
False |
False |
454 |
40 |
162.87 |
159.31 |
3.56 |
2.2% |
0.16 |
0.1% |
91% |
False |
False |
227 |
60 |
162.87 |
155.15 |
7.72 |
4.7% |
0.11 |
0.1% |
96% |
False |
False |
152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.29 |
2.618 |
163.73 |
1.618 |
163.39 |
1.000 |
163.18 |
0.618 |
163.05 |
HIGH |
162.84 |
0.618 |
162.71 |
0.500 |
162.67 |
0.382 |
162.63 |
LOW |
162.50 |
0.618 |
162.29 |
1.000 |
162.16 |
1.618 |
161.95 |
2.618 |
161.61 |
4.250 |
161.06 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.67 |
162.46 |
PP |
162.63 |
162.37 |
S1 |
162.59 |
162.29 |
|