Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 01-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
162.77 |
163.45 |
0.68 |
0.4% |
161.18 |
High |
163.52 |
163.78 |
0.26 |
0.2% |
163.52 |
Low |
162.70 |
162.88 |
0.18 |
0.1% |
161.13 |
Close |
163.35 |
162.97 |
-0.38 |
-0.2% |
163.35 |
Range |
0.82 |
0.90 |
0.08 |
9.8% |
2.39 |
ATR |
0.85 |
0.85 |
0.00 |
0.4% |
0.00 |
Volume |
706,484 |
715,645 |
9,161 |
1.3% |
3,756,024 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.91 |
165.34 |
163.47 |
|
R3 |
165.01 |
164.44 |
163.22 |
|
R2 |
164.11 |
164.11 |
163.14 |
|
R1 |
163.54 |
163.54 |
163.05 |
163.38 |
PP |
163.21 |
163.21 |
163.21 |
163.13 |
S1 |
162.64 |
162.64 |
162.89 |
162.48 |
S2 |
162.31 |
162.31 |
162.81 |
|
S3 |
161.41 |
161.74 |
162.72 |
|
S4 |
160.51 |
160.84 |
162.48 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.84 |
168.98 |
164.66 |
|
R3 |
167.45 |
166.59 |
164.01 |
|
R2 |
165.06 |
165.06 |
163.79 |
|
R1 |
164.20 |
164.20 |
163.57 |
164.63 |
PP |
162.67 |
162.67 |
162.67 |
162.88 |
S1 |
161.81 |
161.81 |
163.13 |
162.24 |
S2 |
160.28 |
160.28 |
162.91 |
|
S3 |
157.89 |
159.42 |
162.69 |
|
S4 |
155.50 |
157.03 |
162.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.78 |
161.55 |
2.23 |
1.4% |
0.73 |
0.4% |
64% |
True |
False |
762,721 |
10 |
163.78 |
159.87 |
3.91 |
2.4% |
0.71 |
0.4% |
79% |
True |
False |
727,336 |
20 |
163.78 |
158.33 |
5.45 |
3.3% |
0.76 |
0.5% |
85% |
True |
False |
672,122 |
40 |
163.78 |
156.42 |
7.36 |
4.5% |
0.91 |
0.6% |
89% |
True |
False |
577,223 |
60 |
163.78 |
156.40 |
7.38 |
4.5% |
0.82 |
0.5% |
89% |
True |
False |
395,211 |
80 |
163.78 |
156.40 |
7.38 |
4.5% |
0.77 |
0.5% |
89% |
True |
False |
296,909 |
100 |
163.78 |
155.11 |
8.67 |
5.3% |
0.75 |
0.5% |
91% |
True |
False |
237,653 |
120 |
163.78 |
154.54 |
9.24 |
5.7% |
0.74 |
0.5% |
91% |
True |
False |
198,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.61 |
2.618 |
166.14 |
1.618 |
165.24 |
1.000 |
164.68 |
0.618 |
164.34 |
HIGH |
163.78 |
0.618 |
163.44 |
0.500 |
163.33 |
0.382 |
163.22 |
LOW |
162.88 |
0.618 |
162.32 |
1.000 |
161.98 |
1.618 |
161.42 |
2.618 |
160.52 |
4.250 |
159.06 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
163.33 |
162.93 |
PP |
163.21 |
162.89 |
S1 |
163.09 |
162.85 |
|