Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
165.43 |
165.58 |
0.15 |
0.1% |
164.49 |
High |
165.56 |
166.25 |
0.69 |
0.4% |
165.47 |
Low |
164.75 |
165.51 |
0.76 |
0.5% |
164.02 |
Close |
165.44 |
165.97 |
0.53 |
0.3% |
165.18 |
Range |
0.81 |
0.74 |
-0.07 |
-8.6% |
1.45 |
ATR |
0.89 |
0.88 |
-0.01 |
-0.6% |
0.00 |
Volume |
805,444 |
606,733 |
-198,711 |
-24.7% |
2,447,718 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.13 |
167.79 |
166.38 |
|
R3 |
167.39 |
167.05 |
166.17 |
|
R2 |
166.65 |
166.65 |
166.11 |
|
R1 |
166.31 |
166.31 |
166.04 |
166.48 |
PP |
165.91 |
165.91 |
165.91 |
166.00 |
S1 |
165.57 |
165.57 |
165.90 |
165.74 |
S2 |
165.17 |
165.17 |
165.83 |
|
S3 |
164.43 |
164.83 |
165.77 |
|
S4 |
163.69 |
164.09 |
165.56 |
|
|
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 |
166.25 |
164.24 |
2.01 |
1.2% |
0.76 |
0.5% |
86% |
True |
False |
654,783 |
10 |
166.25 |
164.02 |
2.23 |
1.3% |
0.81 |
0.5% |
87% |
True |
False |
684,044 |
20 |
166.25 |
161.61 |
4.64 |
2.8% |
0.83 |
0.5% |
94% |
True |
False |
752,410 |
40 |
166.25 |
157.52 |
8.73 |
5.3% |
0.81 |
0.5% |
97% |
True |
False |
661,638 |
60 |
166.25 |
156.42 |
9.83 |
5.9% |
0.86 |
0.5% |
97% |
True |
False |
590,577 |
80 |
166.25 |
156.40 |
9.85 |
5.9% |
0.82 |
0.5% |
97% |
True |
False |
445,006 |
100 |
166.25 |
156.40 |
9.85 |
5.9% |
0.79 |
0.5% |
97% |
True |
False |
356,214 |
120 |
166.25 |
154.69 |
11.56 |
7.0% |
0.79 |
0.5% |
98% |
True |
False |
296,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.40 |
2.618 |
168.19 |
1.618 |
167.45 |
1.000 |
166.99 |
0.618 |
166.71 |
HIGH |
166.25 |
0.618 |
165.97 |
0.500 |
165.88 |
0.382 |
165.79 |
LOW |
165.51 |
0.618 |
165.05 |
1.000 |
164.77 |
1.618 |
164.31 |
2.618 |
163.57 |
4.250 |
162.37 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
165.94 |
165.81 |
PP |
165.91 |
165.66 |
S1 |
165.88 |
165.50 |
|