Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 02-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
166.56 |
165.80 |
-0.76 |
-0.5% |
165.01 |
High |
166.59 |
165.83 |
-0.76 |
-0.5% |
166.25 |
Low |
165.80 |
165.04 |
-0.76 |
-0.5% |
164.75 |
Close |
165.99 |
165.19 |
-0.80 |
-0.5% |
165.95 |
Range |
0.79 |
0.79 |
0.00 |
0.0% |
1.50 |
ATR |
0.82 |
0.83 |
0.01 |
1.2% |
0.00 |
Volume |
1,265,798 |
1,225,892 |
-39,906 |
-3.2% |
3,400,636 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.72 |
167.25 |
165.62 |
|
R3 |
166.93 |
166.46 |
165.41 |
|
R2 |
166.14 |
166.14 |
165.33 |
|
R1 |
165.67 |
165.67 |
165.26 |
165.51 |
PP |
165.35 |
165.35 |
165.35 |
165.28 |
S1 |
164.88 |
164.88 |
165.12 |
164.72 |
S2 |
164.56 |
164.56 |
165.05 |
|
S3 |
163.77 |
164.09 |
164.97 |
|
S4 |
162.98 |
163.30 |
164.76 |
|
|
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 |
165.04 |
1.59 |
1.0% |
0.66 |
0.4% |
9% |
False |
True |
930,542 |
10 |
166.63 |
164.24 |
2.39 |
1.4% |
0.71 |
0.4% |
40% |
False |
False |
792,663 |
20 |
166.63 |
163.25 |
3.38 |
2.0% |
0.80 |
0.5% |
57% |
False |
False |
782,557 |
40 |
166.63 |
158.45 |
8.18 |
5.0% |
0.78 |
0.5% |
82% |
False |
False |
736,506 |
60 |
166.63 |
156.42 |
10.21 |
6.2% |
0.87 |
0.5% |
86% |
False |
False |
649,821 |
80 |
166.63 |
156.40 |
10.23 |
6.2% |
0.82 |
0.5% |
86% |
False |
False |
502,897 |
100 |
166.63 |
156.40 |
10.23 |
6.2% |
0.78 |
0.5% |
86% |
False |
False |
402,718 |
120 |
166.63 |
155.11 |
11.52 |
7.0% |
0.76 |
0.5% |
88% |
False |
False |
335,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.19 |
2.618 |
167.90 |
1.618 |
167.11 |
1.000 |
166.62 |
0.618 |
166.32 |
HIGH |
165.83 |
0.618 |
165.53 |
0.500 |
165.44 |
0.382 |
165.34 |
LOW |
165.04 |
0.618 |
164.55 |
1.000 |
164.25 |
1.618 |
163.76 |
2.618 |
162.97 |
4.250 |
161.68 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
165.44 |
165.84 |
PP |
165.35 |
165.62 |
S1 |
165.27 |
165.41 |
|