Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
163.72 |
163.73 |
0.01 |
0.0% |
161.18 |
High |
164.22 |
163.87 |
-0.35 |
-0.2% |
163.52 |
Low |
163.28 |
163.25 |
-0.03 |
0.0% |
161.13 |
Close |
164.03 |
163.52 |
-0.51 |
-0.3% |
163.35 |
Range |
0.94 |
0.62 |
-0.32 |
-34.0% |
2.39 |
ATR |
0.86 |
0.85 |
-0.01 |
-0.6% |
0.00 |
Volume |
818,102 |
712,455 |
-105,647 |
-12.9% |
3,756,024 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.41 |
165.08 |
163.86 |
|
R3 |
164.79 |
164.46 |
163.69 |
|
R2 |
164.17 |
164.17 |
163.63 |
|
R1 |
163.84 |
163.84 |
163.58 |
163.70 |
PP |
163.55 |
163.55 |
163.55 |
163.47 |
S1 |
163.22 |
163.22 |
163.46 |
163.08 |
S2 |
162.93 |
162.93 |
163.41 |
|
S3 |
162.31 |
162.60 |
163.35 |
|
S4 |
161.69 |
161.98 |
163.18 |
|
|
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 |
164.22 |
162.70 |
1.52 |
0.9% |
0.78 |
0.5% |
54% |
False |
False |
764,127 |
10 |
164.22 |
161.02 |
3.20 |
2.0% |
0.68 |
0.4% |
78% |
False |
False |
730,866 |
20 |
164.22 |
158.70 |
5.52 |
3.4% |
0.76 |
0.5% |
87% |
False |
False |
702,765 |
40 |
164.22 |
156.42 |
7.80 |
4.8% |
0.84 |
0.5% |
91% |
False |
False |
582,860 |
60 |
164.22 |
156.40 |
7.82 |
4.8% |
0.83 |
0.5% |
91% |
False |
False |
435,186 |
80 |
164.22 |
156.40 |
7.82 |
4.8% |
0.78 |
0.5% |
91% |
False |
False |
326,883 |
100 |
164.22 |
155.11 |
9.11 |
5.6% |
0.77 |
0.5% |
92% |
False |
False |
261,638 |
120 |
164.22 |
154.54 |
9.68 |
5.9% |
0.75 |
0.5% |
93% |
False |
False |
218,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.51 |
2.618 |
165.49 |
1.618 |
164.87 |
1.000 |
164.49 |
0.618 |
164.25 |
HIGH |
163.87 |
0.618 |
163.63 |
0.500 |
163.56 |
0.382 |
163.49 |
LOW |
163.25 |
0.618 |
162.87 |
1.000 |
162.63 |
1.618 |
162.25 |
2.618 |
161.63 |
4.250 |
160.62 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
163.56 |
163.69 |
PP |
163.55 |
163.63 |
S1 |
163.53 |
163.58 |
|