Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
164.56 |
164.38 |
-0.18 |
-0.1% |
163.78 |
High |
164.64 |
165.20 |
0.56 |
0.3% |
166.16 |
Low |
164.02 |
164.24 |
0.22 |
0.1% |
163.72 |
Close |
164.19 |
165.02 |
0.83 |
0.5% |
164.39 |
Range |
0.62 |
0.96 |
0.34 |
54.8% |
2.44 |
ATR |
0.93 |
0.93 |
0.01 |
0.6% |
0.00 |
Volume |
674,725 |
673,649 |
-1,076 |
-0.2% |
3,988,926 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.70 |
167.32 |
165.55 |
|
R3 |
166.74 |
166.36 |
165.28 |
|
R2 |
165.78 |
165.78 |
165.20 |
|
R1 |
165.40 |
165.40 |
165.11 |
165.59 |
PP |
164.82 |
164.82 |
164.82 |
164.92 |
S1 |
164.44 |
164.44 |
164.93 |
164.63 |
S2 |
163.86 |
163.86 |
164.84 |
|
S3 |
162.90 |
163.48 |
164.76 |
|
S4 |
161.94 |
162.52 |
164.49 |
|
|
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% |
0.91 |
0.6% |
47% |
False |
False |
632,023 |
10 |
166.16 |
163.25 |
2.91 |
1.8% |
0.90 |
0.5% |
61% |
False |
False |
758,005 |
20 |
166.16 |
160.81 |
5.35 |
3.2% |
0.82 |
0.5% |
79% |
False |
False |
740,271 |
40 |
166.16 |
157.51 |
8.65 |
5.2% |
0.82 |
0.5% |
87% |
False |
False |
627,554 |
60 |
166.16 |
156.42 |
9.74 |
5.9% |
0.86 |
0.5% |
88% |
False |
False |
548,698 |
80 |
166.16 |
156.40 |
9.76 |
5.9% |
0.82 |
0.5% |
88% |
False |
False |
412,653 |
100 |
166.16 |
156.40 |
9.76 |
5.9% |
0.78 |
0.5% |
88% |
False |
False |
330,223 |
120 |
166.16 |
154.54 |
11.62 |
7.0% |
0.78 |
0.5% |
90% |
False |
False |
275,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.28 |
2.618 |
167.71 |
1.618 |
166.75 |
1.000 |
166.16 |
0.618 |
165.79 |
HIGH |
165.20 |
0.618 |
164.83 |
0.500 |
164.72 |
0.382 |
164.61 |
LOW |
164.24 |
0.618 |
163.65 |
1.000 |
163.28 |
1.618 |
162.69 |
2.618 |
161.73 |
4.250 |
160.16 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
164.92 |
164.88 |
PP |
164.82 |
164.75 |
S1 |
164.72 |
164.61 |
|