Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 02-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
163.45 |
163.28 |
-0.17 |
-0.1% |
161.18 |
High |
163.78 |
163.76 |
-0.02 |
0.0% |
163.52 |
Low |
162.88 |
163.16 |
0.28 |
0.2% |
161.13 |
Close |
162.97 |
163.46 |
0.49 |
0.3% |
163.35 |
Range |
0.90 |
0.60 |
-0.30 |
-33.3% |
2.39 |
ATR |
0.85 |
0.85 |
0.00 |
-0.5% |
0.00 |
Volume |
715,645 |
867,950 |
152,305 |
21.3% |
3,756,024 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.26 |
164.96 |
163.79 |
|
R3 |
164.66 |
164.36 |
163.63 |
|
R2 |
164.06 |
164.06 |
163.57 |
|
R1 |
163.76 |
163.76 |
163.52 |
163.91 |
PP |
163.46 |
163.46 |
163.46 |
163.54 |
S1 |
163.16 |
163.16 |
163.41 |
163.31 |
S2 |
162.86 |
162.86 |
163.35 |
|
S3 |
162.26 |
162.56 |
163.30 |
|
S4 |
161.66 |
161.96 |
163.13 |
|
|
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 |
161.61 |
2.17 |
1.3% |
0.75 |
0.5% |
85% |
False |
False |
809,956 |
10 |
163.78 |
160.55 |
3.23 |
2.0% |
0.72 |
0.4% |
90% |
False |
False |
719,409 |
20 |
163.78 |
158.45 |
5.33 |
3.3% |
0.76 |
0.5% |
94% |
False |
False |
690,455 |
40 |
163.78 |
156.42 |
7.36 |
4.5% |
0.90 |
0.6% |
96% |
False |
False |
583,454 |
60 |
163.78 |
156.40 |
7.38 |
4.5% |
0.82 |
0.5% |
96% |
False |
False |
409,677 |
80 |
163.78 |
156.40 |
7.38 |
4.5% |
0.77 |
0.5% |
96% |
False |
False |
307,758 |
100 |
163.78 |
155.11 |
8.67 |
5.3% |
0.75 |
0.5% |
96% |
False |
False |
246,332 |
120 |
163.78 |
154.54 |
9.24 |
5.7% |
0.74 |
0.5% |
97% |
False |
False |
205,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.31 |
2.618 |
165.33 |
1.618 |
164.73 |
1.000 |
164.36 |
0.618 |
164.13 |
HIGH |
163.76 |
0.618 |
163.53 |
0.500 |
163.46 |
0.382 |
163.39 |
LOW |
163.16 |
0.618 |
162.79 |
1.000 |
162.56 |
1.618 |
162.19 |
2.618 |
161.59 |
4.250 |
160.61 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
163.46 |
163.39 |
PP |
163.46 |
163.31 |
S1 |
163.46 |
163.24 |
|