Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
165.73 |
165.11 |
-0.62 |
-0.4% |
166.10 |
High |
165.75 |
165.43 |
-0.32 |
-0.2% |
166.63 |
Low |
164.76 |
164.99 |
0.23 |
0.1% |
164.73 |
Close |
164.87 |
165.21 |
0.34 |
0.2% |
164.87 |
Range |
0.99 |
0.44 |
-0.55 |
-55.6% |
1.90 |
ATR |
0.86 |
0.84 |
-0.02 |
-2.5% |
0.00 |
Volume |
461,216 |
33,907 |
-427,309 |
-92.6% |
4,958,364 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.53 |
166.31 |
165.45 |
|
R3 |
166.09 |
165.87 |
165.33 |
|
R2 |
165.65 |
165.65 |
165.29 |
|
R1 |
165.43 |
165.43 |
165.25 |
165.54 |
PP |
165.21 |
165.21 |
165.21 |
165.27 |
S1 |
164.99 |
164.99 |
165.17 |
165.10 |
S2 |
164.77 |
164.77 |
165.13 |
|
S3 |
164.33 |
164.55 |
165.09 |
|
S4 |
163.89 |
164.11 |
164.97 |
|
|
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 |
166.59 |
164.73 |
1.86 |
1.1% |
0.83 |
0.5% |
26% |
False |
False |
814,902 |
10 |
166.63 |
164.73 |
1.90 |
1.2% |
0.74 |
0.4% |
25% |
False |
False |
764,771 |
20 |
166.63 |
163.72 |
2.91 |
1.8% |
0.82 |
0.5% |
51% |
False |
False |
741,477 |
40 |
166.63 |
158.70 |
7.93 |
4.8% |
0.78 |
0.5% |
82% |
False |
False |
730,232 |
60 |
166.63 |
156.78 |
9.85 |
6.0% |
0.82 |
0.5% |
86% |
False |
False |
636,174 |
80 |
166.63 |
156.40 |
10.23 |
6.2% |
0.81 |
0.5% |
86% |
False |
False |
522,682 |
100 |
166.63 |
156.40 |
10.23 |
6.2% |
0.79 |
0.5% |
86% |
False |
False |
418,540 |
120 |
166.63 |
155.11 |
11.52 |
7.0% |
0.78 |
0.5% |
88% |
False |
False |
348,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.30 |
2.618 |
166.58 |
1.618 |
166.14 |
1.000 |
165.87 |
0.618 |
165.70 |
HIGH |
165.43 |
0.618 |
165.26 |
0.500 |
165.21 |
0.382 |
165.16 |
LOW |
164.99 |
0.618 |
164.72 |
1.000 |
164.55 |
1.618 |
164.28 |
2.618 |
163.84 |
4.250 |
163.12 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
165.21 |
165.29 |
PP |
165.21 |
165.26 |
S1 |
165.21 |
165.24 |
|