Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
165.11 |
165.73 |
0.62 |
0.4% |
166.10 |
High |
165.85 |
165.75 |
-0.10 |
-0.1% |
166.63 |
Low |
164.73 |
164.76 |
0.03 |
0.0% |
164.73 |
Close |
165.59 |
164.87 |
-0.72 |
-0.4% |
164.87 |
Range |
1.12 |
0.99 |
-0.13 |
-11.6% |
1.90 |
ATR |
0.85 |
0.86 |
0.01 |
1.2% |
0.00 |
Volume |
1,087,700 |
461,216 |
-626,484 |
-57.6% |
4,958,364 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.10 |
167.47 |
165.41 |
|
R3 |
167.11 |
166.48 |
165.14 |
|
R2 |
166.12 |
166.12 |
165.05 |
|
R1 |
165.49 |
165.49 |
164.96 |
165.31 |
PP |
165.13 |
165.13 |
165.13 |
165.04 |
S1 |
164.50 |
164.50 |
164.78 |
164.32 |
S2 |
164.14 |
164.14 |
164.69 |
|
S3 |
163.15 |
163.51 |
164.60 |
|
S4 |
162.16 |
162.52 |
164.33 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.11 |
169.89 |
165.92 |
|
R3 |
169.21 |
167.99 |
165.39 |
|
R2 |
167.31 |
167.31 |
165.22 |
|
R1 |
166.09 |
166.09 |
165.04 |
165.75 |
PP |
165.41 |
165.41 |
165.41 |
165.24 |
S1 |
164.19 |
164.19 |
164.70 |
163.85 |
S2 |
163.51 |
163.51 |
164.52 |
|
S3 |
161.61 |
162.29 |
164.35 |
|
S4 |
159.71 |
160.39 |
163.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
166.63 |
164.73 |
1.90 |
1.2% |
0.88 |
0.5% |
7% |
False |
False |
991,672 |
10 |
166.63 |
164.73 |
1.90 |
1.2% |
0.76 |
0.5% |
7% |
False |
False |
835,900 |
20 |
166.63 |
163.31 |
3.32 |
2.0% |
0.83 |
0.5% |
47% |
False |
False |
783,475 |
40 |
166.63 |
158.70 |
7.93 |
4.8% |
0.80 |
0.5% |
78% |
False |
False |
743,120 |
60 |
166.63 |
156.42 |
10.21 |
6.2% |
0.83 |
0.5% |
83% |
False |
False |
649,731 |
80 |
166.63 |
156.40 |
10.23 |
6.2% |
0.83 |
0.5% |
83% |
False |
False |
522,258 |
100 |
166.63 |
156.40 |
10.23 |
6.2% |
0.79 |
0.5% |
83% |
False |
False |
418,201 |
120 |
166.63 |
155.11 |
11.52 |
7.0% |
0.78 |
0.5% |
85% |
False |
False |
348,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.96 |
2.618 |
168.34 |
1.618 |
167.35 |
1.000 |
166.74 |
0.618 |
166.36 |
HIGH |
165.75 |
0.618 |
165.37 |
0.500 |
165.26 |
0.382 |
165.14 |
LOW |
164.76 |
0.618 |
164.15 |
1.000 |
163.77 |
1.618 |
163.16 |
2.618 |
162.17 |
4.250 |
160.55 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
165.26 |
165.29 |
PP |
165.13 |
165.15 |
S1 |
165.00 |
165.01 |
|