Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
165.11 |
165.22 |
0.11 |
0.1% |
166.10 |
High |
165.43 |
165.95 |
0.52 |
0.3% |
166.63 |
Low |
164.99 |
165.22 |
0.23 |
0.1% |
164.73 |
Close |
165.21 |
165.93 |
0.72 |
0.4% |
164.87 |
Range |
0.44 |
0.73 |
0.29 |
65.9% |
1.90 |
ATR |
0.84 |
0.83 |
-0.01 |
-0.8% |
0.00 |
Volume |
33,907 |
33,907 |
0 |
0.0% |
4,958,364 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.89 |
167.64 |
166.33 |
|
R3 |
167.16 |
166.91 |
166.13 |
|
R2 |
166.43 |
166.43 |
166.06 |
|
R1 |
166.18 |
166.18 |
166.00 |
166.31 |
PP |
165.70 |
165.70 |
165.70 |
165.76 |
S1 |
165.45 |
165.45 |
165.86 |
165.58 |
S2 |
164.97 |
164.97 |
165.80 |
|
S3 |
164.24 |
164.72 |
165.73 |
|
S4 |
163.51 |
163.99 |
165.53 |
|
|
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 |
165.95 |
164.73 |
1.22 |
0.7% |
0.81 |
0.5% |
98% |
True |
False |
568,524 |
10 |
166.63 |
164.73 |
1.90 |
1.1% |
0.73 |
0.4% |
63% |
False |
False |
687,617 |
20 |
166.63 |
164.02 |
2.61 |
1.6% |
0.79 |
0.5% |
73% |
False |
False |
691,724 |
40 |
166.63 |
158.70 |
7.93 |
4.8% |
0.78 |
0.5% |
91% |
False |
False |
717,971 |
60 |
166.63 |
156.78 |
9.85 |
5.9% |
0.81 |
0.5% |
93% |
False |
False |
627,875 |
80 |
166.63 |
156.42 |
10.21 |
6.2% |
0.81 |
0.5% |
93% |
False |
False |
522,899 |
100 |
166.63 |
156.40 |
10.23 |
6.2% |
0.79 |
0.5% |
93% |
False |
False |
418,853 |
120 |
166.63 |
155.11 |
11.52 |
6.9% |
0.78 |
0.5% |
94% |
False |
False |
349,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.05 |
2.618 |
167.86 |
1.618 |
167.13 |
1.000 |
166.68 |
0.618 |
166.40 |
HIGH |
165.95 |
0.618 |
165.67 |
0.500 |
165.59 |
0.382 |
165.50 |
LOW |
165.22 |
0.618 |
164.77 |
1.000 |
164.49 |
1.618 |
164.04 |
2.618 |
163.31 |
4.250 |
162.12 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
165.82 |
165.74 |
PP |
165.70 |
165.55 |
S1 |
165.59 |
165.36 |
|