Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
166.10 |
166.10 |
0.00 |
0.0% |
165.01 |
High |
166.13 |
166.63 |
0.50 |
0.3% |
166.25 |
Low |
165.77 |
165.94 |
0.17 |
0.1% |
164.75 |
Close |
165.95 |
166.58 |
0.63 |
0.4% |
165.95 |
Range |
0.36 |
0.69 |
0.33 |
91.7% |
1.50 |
ATR |
0.83 |
0.82 |
-0.01 |
-1.2% |
0.00 |
Volume |
716,200 |
917,758 |
201,558 |
28.1% |
3,400,636 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.45 |
168.21 |
166.96 |
|
R3 |
167.76 |
167.52 |
166.77 |
|
R2 |
167.07 |
167.07 |
166.71 |
|
R1 |
166.83 |
166.83 |
166.64 |
166.95 |
PP |
166.38 |
166.38 |
166.38 |
166.45 |
S1 |
166.14 |
166.14 |
166.52 |
166.26 |
S2 |
165.69 |
165.69 |
166.45 |
|
S3 |
165.00 |
165.45 |
166.39 |
|
S4 |
164.31 |
164.76 |
166.20 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.15 |
169.55 |
166.78 |
|
R3 |
168.65 |
168.05 |
166.36 |
|
R2 |
167.15 |
167.15 |
166.23 |
|
R1 |
166.55 |
166.55 |
166.09 |
166.85 |
PP |
165.65 |
165.65 |
165.65 |
165.80 |
S1 |
165.05 |
165.05 |
165.81 |
165.35 |
S2 |
164.15 |
164.15 |
165.68 |
|
S3 |
162.65 |
163.55 |
165.54 |
|
S4 |
161.15 |
162.05 |
165.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
166.63 |
164.75 |
1.88 |
1.1% |
0.65 |
0.4% |
97% |
True |
False |
714,640 |
10 |
166.63 |
164.02 |
2.61 |
1.6% |
0.68 |
0.4% |
98% |
True |
False |
676,611 |
20 |
166.63 |
162.88 |
3.75 |
2.3% |
0.80 |
0.5% |
99% |
True |
False |
737,152 |
40 |
166.63 |
157.65 |
8.98 |
5.4% |
0.77 |
0.5% |
99% |
True |
False |
698,070 |
60 |
166.63 |
156.42 |
10.21 |
6.1% |
0.87 |
0.5% |
100% |
True |
False |
623,910 |
80 |
166.63 |
156.40 |
10.23 |
6.1% |
0.82 |
0.5% |
100% |
True |
False |
471,751 |
100 |
166.63 |
156.40 |
10.23 |
6.1% |
0.78 |
0.5% |
100% |
True |
False |
377,801 |
120 |
166.63 |
155.11 |
11.52 |
6.9% |
0.75 |
0.5% |
100% |
True |
False |
314,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.56 |
2.618 |
168.44 |
1.618 |
167.75 |
1.000 |
167.32 |
0.618 |
167.06 |
HIGH |
166.63 |
0.618 |
166.37 |
0.500 |
166.29 |
0.382 |
166.20 |
LOW |
165.94 |
0.618 |
165.51 |
1.000 |
165.25 |
1.618 |
164.82 |
2.618 |
164.13 |
4.250 |
163.01 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
166.48 |
166.42 |
PP |
166.38 |
166.27 |
S1 |
166.29 |
166.11 |
|