Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 30-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
162.51 |
162.60 |
0.09 |
0.1% |
161.65 |
High |
162.84 |
162.60 |
-0.24 |
-0.1% |
162.28 |
Low |
162.50 |
162.16 |
-0.34 |
-0.2% |
161.38 |
Close |
162.55 |
162.26 |
-0.29 |
-0.2% |
162.03 |
Range |
0.34 |
0.44 |
0.10 |
29.4% |
0.90 |
ATR |
0.56 |
0.55 |
-0.01 |
-1.6% |
0.00 |
Volume |
1,089 |
1,548 |
459 |
42.1% |
7,372 |
|
Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.66 |
163.40 |
162.50 |
|
R3 |
163.22 |
162.96 |
162.38 |
|
R2 |
162.78 |
162.78 |
162.34 |
|
R1 |
162.52 |
162.52 |
162.30 |
162.43 |
PP |
162.34 |
162.34 |
162.34 |
162.30 |
S1 |
162.08 |
162.08 |
162.22 |
161.99 |
S2 |
161.90 |
161.90 |
162.18 |
|
S3 |
161.46 |
161.64 |
162.14 |
|
S4 |
161.02 |
161.20 |
162.02 |
|
|
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% |
60% |
False |
False |
1,982 |
10 |
162.84 |
160.12 |
2.72 |
1.7% |
0.32 |
0.2% |
79% |
False |
False |
1,002 |
20 |
162.84 |
160.12 |
2.72 |
1.7% |
0.35 |
0.2% |
79% |
False |
False |
530 |
40 |
162.87 |
159.80 |
3.07 |
1.9% |
0.17 |
0.1% |
80% |
False |
False |
265 |
60 |
162.87 |
155.42 |
7.45 |
4.6% |
0.12 |
0.1% |
92% |
False |
False |
177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.47 |
2.618 |
163.75 |
1.618 |
163.31 |
1.000 |
163.04 |
0.618 |
162.87 |
HIGH |
162.60 |
0.618 |
162.43 |
0.500 |
162.38 |
0.382 |
162.33 |
LOW |
162.16 |
0.618 |
161.89 |
1.000 |
161.72 |
1.618 |
161.45 |
2.618 |
161.01 |
4.250 |
160.29 |
|
|
Fisher Pivots for day following 30-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.38 |
162.40 |
PP |
162.34 |
162.35 |
S1 |
162.30 |
162.31 |
|