Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
165.13 |
164.71 |
-0.42 |
-0.3% |
163.45 |
High |
165.23 |
164.78 |
-0.45 |
-0.3% |
164.22 |
Low |
164.10 |
164.14 |
0.04 |
0.0% |
162.88 |
Close |
164.63 |
164.48 |
-0.15 |
-0.1% |
163.62 |
Range |
1.13 |
0.64 |
-0.49 |
-43.4% |
1.34 |
ATR |
0.90 |
0.88 |
-0.02 |
-2.1% |
0.00 |
Volume |
724,607 |
1,080,060 |
355,453 |
49.1% |
3,988,008 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.39 |
166.07 |
164.83 |
|
R3 |
165.75 |
165.43 |
164.66 |
|
R2 |
165.11 |
165.11 |
164.60 |
|
R1 |
164.79 |
164.79 |
164.54 |
164.63 |
PP |
164.47 |
164.47 |
164.47 |
164.39 |
S1 |
164.15 |
164.15 |
164.42 |
163.99 |
S2 |
163.83 |
163.83 |
164.36 |
|
S3 |
163.19 |
163.51 |
164.30 |
|
S4 |
162.55 |
162.87 |
164.13 |
|
|
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 |
165.23 |
163.25 |
1.98 |
1.2% |
0.89 |
0.5% |
62% |
False |
False |
883,988 |
10 |
165.23 |
161.92 |
3.31 |
2.0% |
0.85 |
0.5% |
77% |
False |
False |
847,707 |
20 |
165.23 |
159.12 |
6.11 |
3.7% |
0.78 |
0.5% |
88% |
False |
False |
761,908 |
40 |
165.23 |
156.78 |
8.45 |
5.1% |
0.82 |
0.5% |
91% |
False |
False |
617,360 |
60 |
165.23 |
156.42 |
8.81 |
5.4% |
0.83 |
0.5% |
91% |
False |
False |
496,545 |
80 |
165.23 |
156.40 |
8.83 |
5.4% |
0.80 |
0.5% |
92% |
False |
False |
373,186 |
100 |
165.23 |
155.15 |
10.08 |
6.1% |
0.77 |
0.5% |
93% |
False |
False |
298,642 |
120 |
165.23 |
154.54 |
10.69 |
6.5% |
0.78 |
0.5% |
93% |
False |
False |
248,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.50 |
2.618 |
166.46 |
1.618 |
165.82 |
1.000 |
165.42 |
0.618 |
165.18 |
HIGH |
164.78 |
0.618 |
164.54 |
0.500 |
164.46 |
0.382 |
164.38 |
LOW |
164.14 |
0.618 |
163.74 |
1.000 |
163.50 |
1.618 |
163.10 |
2.618 |
162.46 |
4.250 |
161.42 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
164.47 |
164.48 |
PP |
164.47 |
164.48 |
S1 |
164.46 |
164.48 |
|