Euro Bund Future September 2016
Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
162.60 |
162.52 |
-0.08 |
0.0% |
161.65 |
High |
162.60 |
162.52 |
-0.08 |
0.0% |
162.28 |
Low |
162.16 |
162.17 |
0.01 |
0.0% |
161.38 |
Close |
162.26 |
162.32 |
0.06 |
0.0% |
162.03 |
Range |
0.44 |
0.35 |
-0.09 |
-20.5% |
0.90 |
ATR |
0.55 |
0.54 |
-0.01 |
-2.6% |
0.00 |
Volume |
1,548 |
1,947 |
399 |
25.8% |
7,372 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.39 |
163.20 |
162.51 |
|
R3 |
163.04 |
162.85 |
162.42 |
|
R2 |
162.69 |
162.69 |
162.38 |
|
R1 |
162.50 |
162.50 |
162.35 |
162.42 |
PP |
162.34 |
162.34 |
162.34 |
162.30 |
S1 |
162.15 |
162.15 |
162.29 |
162.07 |
S2 |
161.99 |
161.99 |
162.26 |
|
S3 |
161.64 |
161.80 |
162.22 |
|
S4 |
161.29 |
161.45 |
162.13 |
|
|
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 |
161.73 |
1.11 |
0.7% |
0.29 |
0.2% |
53% |
False |
False |
1,209 |
10 |
162.84 |
160.47 |
2.37 |
1.5% |
0.30 |
0.2% |
78% |
False |
False |
1,197 |
20 |
162.84 |
160.12 |
2.72 |
1.7% |
0.35 |
0.2% |
81% |
False |
False |
628 |
40 |
162.87 |
159.95 |
2.92 |
1.8% |
0.18 |
0.1% |
81% |
False |
False |
314 |
60 |
162.87 |
155.53 |
7.34 |
4.5% |
0.12 |
0.1% |
93% |
False |
False |
209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.01 |
2.618 |
163.44 |
1.618 |
163.09 |
1.000 |
162.87 |
0.618 |
162.74 |
HIGH |
162.52 |
0.618 |
162.39 |
0.500 |
162.35 |
0.382 |
162.30 |
LOW |
162.17 |
0.618 |
161.95 |
1.000 |
161.82 |
1.618 |
161.60 |
2.618 |
161.25 |
4.250 |
160.68 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.35 |
162.50 |
PP |
162.34 |
162.44 |
S1 |
162.33 |
162.38 |
|