Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 08-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
163.80 |
163.78 |
-0.02 |
0.0% |
163.45 |
High |
164.03 |
165.06 |
1.03 |
0.6% |
164.22 |
Low |
163.31 |
163.72 |
0.41 |
0.3% |
162.88 |
Close |
163.62 |
164.84 |
1.22 |
0.7% |
163.62 |
Range |
0.72 |
1.34 |
0.62 |
86.1% |
1.34 |
ATR |
0.84 |
0.88 |
0.04 |
5.1% |
0.00 |
Volume |
873,856 |
1,028,963 |
155,107 |
17.7% |
3,988,008 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.56 |
168.04 |
165.58 |
|
R3 |
167.22 |
166.70 |
165.21 |
|
R2 |
165.88 |
165.88 |
165.09 |
|
R1 |
165.36 |
165.36 |
164.96 |
165.62 |
PP |
164.54 |
164.54 |
164.54 |
164.67 |
S1 |
164.02 |
164.02 |
164.72 |
164.28 |
S2 |
163.20 |
163.20 |
164.59 |
|
S3 |
161.86 |
162.68 |
164.47 |
|
S4 |
160.52 |
161.34 |
164.10 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.59 |
166.95 |
164.36 |
|
R3 |
166.25 |
165.61 |
163.99 |
|
R2 |
164.91 |
164.91 |
163.87 |
|
R1 |
164.27 |
164.27 |
163.74 |
164.59 |
PP |
163.57 |
163.57 |
163.57 |
163.74 |
S1 |
162.93 |
162.93 |
163.50 |
163.25 |
S2 |
162.23 |
162.23 |
163.37 |
|
S3 |
160.89 |
161.59 |
163.25 |
|
S4 |
159.55 |
160.25 |
162.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.06 |
163.16 |
1.90 |
1.2% |
0.84 |
0.5% |
88% |
True |
False |
860,265 |
10 |
165.06 |
161.55 |
3.51 |
2.1% |
0.79 |
0.5% |
94% |
True |
False |
811,493 |
20 |
165.06 |
158.70 |
6.36 |
3.9% |
0.77 |
0.5% |
97% |
True |
False |
744,217 |
40 |
165.06 |
156.78 |
8.28 |
5.0% |
0.82 |
0.5% |
97% |
True |
False |
595,951 |
60 |
165.06 |
156.42 |
8.64 |
5.2% |
0.82 |
0.5% |
97% |
True |
False |
466,623 |
80 |
165.06 |
156.40 |
8.66 |
5.3% |
0.79 |
0.5% |
97% |
True |
False |
350,635 |
100 |
165.06 |
155.11 |
9.95 |
6.0% |
0.78 |
0.5% |
98% |
True |
False |
280,595 |
120 |
165.06 |
154.54 |
10.52 |
6.4% |
0.77 |
0.5% |
98% |
True |
False |
233,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.76 |
2.618 |
168.57 |
1.618 |
167.23 |
1.000 |
166.40 |
0.618 |
165.89 |
HIGH |
165.06 |
0.618 |
164.55 |
0.500 |
164.39 |
0.382 |
164.23 |
LOW |
163.72 |
0.618 |
162.89 |
1.000 |
162.38 |
1.618 |
161.55 |
2.618 |
160.21 |
4.250 |
158.03 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
164.69 |
164.61 |
PP |
164.54 |
164.38 |
S1 |
164.39 |
164.16 |
|