Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
164.49 |
164.56 |
0.07 |
0.0% |
163.78 |
High |
164.68 |
164.64 |
-0.04 |
0.0% |
166.16 |
Low |
164.06 |
164.02 |
-0.04 |
0.0% |
163.72 |
Close |
164.35 |
164.19 |
-0.16 |
-0.1% |
164.39 |
Range |
0.62 |
0.62 |
0.00 |
0.0% |
2.44 |
ATR |
0.95 |
0.93 |
-0.02 |
-2.5% |
0.00 |
Volume |
656,446 |
674,725 |
18,279 |
2.8% |
3,988,926 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.14 |
165.79 |
164.53 |
|
R3 |
165.52 |
165.17 |
164.36 |
|
R2 |
164.90 |
164.90 |
164.30 |
|
R1 |
164.55 |
164.55 |
164.25 |
164.42 |
PP |
164.28 |
164.28 |
164.28 |
164.22 |
S1 |
163.93 |
163.93 |
164.13 |
163.80 |
S2 |
163.66 |
163.66 |
164.08 |
|
S3 |
163.04 |
163.31 |
164.02 |
|
S4 |
162.42 |
162.69 |
163.85 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.08 |
170.67 |
165.73 |
|
R3 |
169.64 |
168.23 |
165.06 |
|
R2 |
167.20 |
167.20 |
164.84 |
|
R1 |
165.79 |
165.79 |
164.61 |
166.50 |
PP |
164.76 |
164.76 |
164.76 |
165.11 |
S1 |
163.35 |
163.35 |
164.17 |
164.06 |
S2 |
162.32 |
162.32 |
163.94 |
|
S3 |
159.88 |
160.91 |
163.72 |
|
S4 |
157.44 |
158.47 |
163.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
166.16 |
164.02 |
2.14 |
1.3% |
0.85 |
0.5% |
8% |
False |
True |
713,305 |
10 |
166.16 |
163.25 |
2.91 |
1.8% |
0.90 |
0.5% |
32% |
False |
False |
772,451 |
20 |
166.16 |
160.55 |
5.61 |
3.4% |
0.81 |
0.5% |
65% |
False |
False |
745,930 |
40 |
166.16 |
156.78 |
9.38 |
5.7% |
0.83 |
0.5% |
79% |
False |
False |
624,505 |
60 |
166.16 |
156.42 |
9.74 |
5.9% |
0.85 |
0.5% |
80% |
False |
False |
537,693 |
80 |
166.16 |
156.40 |
9.76 |
5.9% |
0.82 |
0.5% |
80% |
False |
False |
404,244 |
100 |
166.16 |
156.40 |
9.76 |
5.9% |
0.78 |
0.5% |
80% |
False |
False |
323,486 |
120 |
166.16 |
154.54 |
11.62 |
7.1% |
0.77 |
0.5% |
83% |
False |
False |
269,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.28 |
2.618 |
166.26 |
1.618 |
165.64 |
1.000 |
165.26 |
0.618 |
165.02 |
HIGH |
164.64 |
0.618 |
164.40 |
0.500 |
164.33 |
0.382 |
164.26 |
LOW |
164.02 |
0.618 |
163.64 |
1.000 |
163.40 |
1.618 |
163.02 |
2.618 |
162.40 |
4.250 |
161.39 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
164.33 |
164.62 |
PP |
164.28 |
164.48 |
S1 |
164.24 |
164.33 |
|