Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
164.71 |
164.88 |
0.17 |
0.1% |
163.45 |
High |
164.78 |
166.16 |
1.38 |
0.8% |
164.22 |
Low |
164.14 |
164.86 |
0.72 |
0.4% |
162.88 |
Close |
164.48 |
165.59 |
1.11 |
0.7% |
163.62 |
Range |
0.64 |
1.30 |
0.66 |
103.1% |
1.34 |
ATR |
0.88 |
0.94 |
0.06 |
6.4% |
0.00 |
Volume |
1,080,060 |
715,734 |
-364,326 |
-33.7% |
3,988,008 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.44 |
168.81 |
166.31 |
|
R3 |
168.14 |
167.51 |
165.95 |
|
R2 |
166.84 |
166.84 |
165.83 |
|
R1 |
166.21 |
166.21 |
165.71 |
166.53 |
PP |
165.54 |
165.54 |
165.54 |
165.69 |
S1 |
164.91 |
164.91 |
165.47 |
165.23 |
S2 |
164.24 |
164.24 |
165.35 |
|
S3 |
162.94 |
163.61 |
165.23 |
|
S4 |
161.64 |
162.31 |
164.88 |
|
|
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 |
166.16 |
163.31 |
2.85 |
1.7% |
1.03 |
0.6% |
80% |
True |
False |
884,644 |
10 |
166.16 |
162.70 |
3.46 |
2.1% |
0.90 |
0.5% |
84% |
True |
False |
824,385 |
20 |
166.16 |
159.53 |
6.63 |
4.0% |
0.79 |
0.5% |
91% |
True |
False |
759,472 |
40 |
166.16 |
156.78 |
9.38 |
5.7% |
0.84 |
0.5% |
94% |
True |
False |
623,703 |
60 |
166.16 |
156.42 |
9.74 |
5.9% |
0.84 |
0.5% |
94% |
True |
False |
508,474 |
80 |
166.16 |
156.40 |
9.76 |
5.9% |
0.82 |
0.5% |
94% |
True |
False |
382,133 |
100 |
166.16 |
156.40 |
9.76 |
5.9% |
0.78 |
0.5% |
94% |
True |
False |
305,799 |
120 |
166.16 |
154.54 |
11.62 |
7.0% |
0.78 |
0.5% |
95% |
True |
False |
254,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.69 |
2.618 |
169.56 |
1.618 |
168.26 |
1.000 |
167.46 |
0.618 |
166.96 |
HIGH |
166.16 |
0.618 |
165.66 |
0.500 |
165.51 |
0.382 |
165.36 |
LOW |
164.86 |
0.618 |
164.06 |
1.000 |
163.56 |
1.618 |
162.76 |
2.618 |
161.46 |
4.250 |
159.34 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
165.56 |
165.44 |
PP |
165.54 |
165.28 |
S1 |
165.51 |
165.13 |
|