Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
165.58 |
165.71 |
0.13 |
0.1% |
164.49 |
High |
166.25 |
166.25 |
0.00 |
0.0% |
165.47 |
Low |
165.51 |
165.59 |
0.08 |
0.0% |
164.02 |
Close |
165.97 |
166.13 |
0.16 |
0.1% |
165.18 |
Range |
0.74 |
0.66 |
-0.08 |
-10.8% |
1.45 |
ATR |
0.88 |
0.87 |
-0.02 |
-1.8% |
0.00 |
Volume |
606,733 |
527,066 |
-79,667 |
-13.1% |
2,447,718 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.97 |
167.71 |
166.49 |
|
R3 |
167.31 |
167.05 |
166.31 |
|
R2 |
166.65 |
166.65 |
166.25 |
|
R1 |
166.39 |
166.39 |
166.19 |
166.52 |
PP |
165.99 |
165.99 |
165.99 |
166.06 |
S1 |
165.73 |
165.73 |
166.07 |
165.86 |
S2 |
165.33 |
165.33 |
166.01 |
|
S3 |
164.67 |
165.07 |
165.95 |
|
S4 |
164.01 |
164.41 |
165.77 |
|
|
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 |
164.75 |
1.50 |
0.9% |
0.70 |
0.4% |
92% |
True |
False |
625,466 |
10 |
166.25 |
164.02 |
2.23 |
1.3% |
0.81 |
0.5% |
95% |
True |
False |
628,745 |
20 |
166.25 |
161.92 |
4.33 |
2.6% |
0.83 |
0.5% |
97% |
True |
False |
738,226 |
40 |
166.25 |
157.52 |
8.73 |
5.3% |
0.81 |
0.5% |
99% |
True |
False |
670,524 |
60 |
166.25 |
156.42 |
9.83 |
5.9% |
0.86 |
0.5% |
99% |
True |
False |
599,073 |
80 |
166.25 |
156.40 |
9.85 |
5.9% |
0.82 |
0.5% |
99% |
True |
False |
451,594 |
100 |
166.25 |
156.40 |
9.85 |
5.9% |
0.79 |
0.5% |
99% |
True |
False |
361,470 |
120 |
166.25 |
155.00 |
11.25 |
6.8% |
0.80 |
0.5% |
99% |
True |
False |
301,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.06 |
2.618 |
167.98 |
1.618 |
167.32 |
1.000 |
166.91 |
0.618 |
166.66 |
HIGH |
166.25 |
0.618 |
166.00 |
0.500 |
165.92 |
0.382 |
165.84 |
LOW |
165.59 |
0.618 |
165.18 |
1.000 |
164.93 |
1.618 |
164.52 |
2.618 |
163.86 |
4.250 |
162.79 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
166.06 |
165.92 |
PP |
165.99 |
165.71 |
S1 |
165.92 |
165.50 |
|