Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
164.38 |
165.10 |
0.72 |
0.4% |
164.49 |
High |
165.20 |
165.47 |
0.27 |
0.2% |
165.47 |
Low |
164.24 |
164.85 |
0.61 |
0.4% |
164.02 |
Close |
165.02 |
165.18 |
0.16 |
0.1% |
165.18 |
Range |
0.96 |
0.62 |
-0.34 |
-35.4% |
1.45 |
ATR |
0.93 |
0.91 |
-0.02 |
-2.4% |
0.00 |
Volume |
673,649 |
442,898 |
-230,751 |
-34.3% |
2,447,718 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.03 |
166.72 |
165.52 |
|
R3 |
166.41 |
166.10 |
165.35 |
|
R2 |
165.79 |
165.79 |
165.29 |
|
R1 |
165.48 |
165.48 |
165.24 |
165.64 |
PP |
165.17 |
165.17 |
165.17 |
165.24 |
S1 |
164.86 |
164.86 |
165.12 |
165.02 |
S2 |
164.55 |
164.55 |
165.07 |
|
S3 |
163.93 |
164.24 |
165.01 |
|
S4 |
163.31 |
163.62 |
164.84 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.24 |
168.66 |
165.98 |
|
R3 |
167.79 |
167.21 |
165.58 |
|
R2 |
166.34 |
166.34 |
165.45 |
|
R1 |
165.76 |
165.76 |
165.31 |
166.05 |
PP |
164.89 |
164.89 |
164.89 |
165.04 |
S1 |
164.31 |
164.31 |
165.05 |
164.60 |
S2 |
163.44 |
163.44 |
164.91 |
|
S3 |
161.99 |
162.86 |
164.78 |
|
S4 |
160.54 |
161.41 |
164.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.47 |
164.02 |
1.45 |
0.9% |
0.78 |
0.5% |
80% |
True |
False |
577,456 |
10 |
166.16 |
163.31 |
2.85 |
1.7% |
0.90 |
0.5% |
66% |
False |
False |
731,050 |
20 |
166.16 |
161.02 |
5.14 |
3.1% |
0.79 |
0.5% |
81% |
False |
False |
730,958 |
40 |
166.16 |
157.52 |
8.64 |
5.2% |
0.81 |
0.5% |
89% |
False |
False |
627,723 |
60 |
166.16 |
156.42 |
9.74 |
5.9% |
0.86 |
0.5% |
90% |
False |
False |
555,712 |
80 |
166.16 |
156.40 |
9.76 |
5.9% |
0.82 |
0.5% |
90% |
False |
False |
418,166 |
100 |
166.16 |
156.40 |
9.76 |
5.9% |
0.78 |
0.5% |
90% |
False |
False |
334,643 |
120 |
166.16 |
154.54 |
11.62 |
7.0% |
0.78 |
0.5% |
92% |
False |
False |
278,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.11 |
2.618 |
167.09 |
1.618 |
166.47 |
1.000 |
166.09 |
0.618 |
165.85 |
HIGH |
165.47 |
0.618 |
165.23 |
0.500 |
165.16 |
0.382 |
165.09 |
LOW |
164.85 |
0.618 |
164.47 |
1.000 |
164.23 |
1.618 |
163.85 |
2.618 |
163.23 |
4.250 |
162.22 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
165.17 |
165.04 |
PP |
165.17 |
164.89 |
S1 |
165.16 |
164.75 |
|