Euro Bund Future June 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 |
163.94 |
163.15 |
-0.79 |
-0.5% |
162.41 |
High |
163.95 |
163.18 |
-0.77 |
-0.5% |
163.61 |
Low |
163.17 |
162.41 |
-0.76 |
-0.5% |
162.14 |
Close |
163.37 |
162.56 |
-0.81 |
-0.5% |
163.32 |
Range |
0.78 |
0.77 |
-0.01 |
-1.3% |
1.47 |
ATR |
0.73 |
0.74 |
0.02 |
2.3% |
0.00 |
Volume |
485,323 |
627,176 |
141,853 |
29.2% |
196,285 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.03 |
164.56 |
162.98 |
|
R3 |
164.26 |
163.79 |
162.77 |
|
R2 |
163.49 |
163.49 |
162.70 |
|
R1 |
163.02 |
163.02 |
162.63 |
162.87 |
PP |
162.72 |
162.72 |
162.72 |
162.64 |
S1 |
162.25 |
162.25 |
162.49 |
162.10 |
S2 |
161.95 |
161.95 |
162.42 |
|
S3 |
161.18 |
161.48 |
162.35 |
|
S4 |
160.41 |
160.71 |
162.14 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.43 |
166.85 |
164.13 |
|
R3 |
165.96 |
165.38 |
163.72 |
|
R2 |
164.49 |
164.49 |
163.59 |
|
R1 |
163.91 |
163.91 |
163.45 |
164.20 |
PP |
163.02 |
163.02 |
163.02 |
163.17 |
S1 |
162.44 |
162.44 |
163.19 |
162.73 |
S2 |
161.55 |
161.55 |
163.05 |
|
S3 |
160.08 |
160.97 |
162.92 |
|
S4 |
158.61 |
159.50 |
162.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.00 |
162.41 |
1.59 |
1.0% |
0.64 |
0.4% |
9% |
False |
True |
286,334 |
10 |
164.00 |
161.65 |
2.35 |
1.4% |
0.68 |
0.4% |
39% |
False |
False |
158,165 |
20 |
164.00 |
160.88 |
3.12 |
1.9% |
0.71 |
0.4% |
54% |
False |
False |
82,010 |
40 |
164.00 |
156.28 |
7.72 |
4.7% |
0.62 |
0.4% |
81% |
False |
False |
42,330 |
60 |
164.00 |
154.70 |
9.30 |
5.7% |
0.49 |
0.3% |
85% |
False |
False |
28,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.45 |
2.618 |
165.20 |
1.618 |
164.43 |
1.000 |
163.95 |
0.618 |
163.66 |
HIGH |
163.18 |
0.618 |
162.89 |
0.500 |
162.80 |
0.382 |
162.70 |
LOW |
162.41 |
0.618 |
161.93 |
1.000 |
161.64 |
1.618 |
161.16 |
2.618 |
160.39 |
4.250 |
159.14 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.80 |
163.21 |
PP |
162.72 |
162.99 |
S1 |
162.64 |
162.78 |
|