Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
163.15 |
162.45 |
-0.70 |
-0.4% |
162.41 |
High |
163.18 |
163.20 |
0.02 |
0.0% |
163.61 |
Low |
162.41 |
162.11 |
-0.30 |
-0.2% |
162.14 |
Close |
162.56 |
162.96 |
0.40 |
0.2% |
163.32 |
Range |
0.77 |
1.09 |
0.32 |
41.6% |
1.47 |
ATR |
0.74 |
0.77 |
0.02 |
3.4% |
0.00 |
Volume |
627,176 |
689,319 |
62,143 |
9.9% |
196,285 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.03 |
165.58 |
163.56 |
|
R3 |
164.94 |
164.49 |
163.26 |
|
R2 |
163.85 |
163.85 |
163.16 |
|
R1 |
163.40 |
163.40 |
163.06 |
163.63 |
PP |
162.76 |
162.76 |
162.76 |
162.87 |
S1 |
162.31 |
162.31 |
162.86 |
162.54 |
S2 |
161.67 |
161.67 |
162.76 |
|
S3 |
160.58 |
161.22 |
162.66 |
|
S4 |
159.49 |
160.13 |
162.36 |
|
|
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 |
162.11 |
1.89 |
1.2% |
0.73 |
0.4% |
45% |
False |
True |
420,371 |
10 |
164.00 |
162.11 |
1.89 |
1.2% |
0.70 |
0.4% |
45% |
False |
True |
224,392 |
20 |
164.00 |
160.95 |
3.05 |
1.9% |
0.75 |
0.5% |
66% |
False |
False |
116,359 |
40 |
164.00 |
156.28 |
7.72 |
4.7% |
0.62 |
0.4% |
87% |
False |
False |
59,562 |
60 |
164.00 |
154.70 |
9.30 |
5.7% |
0.51 |
0.3% |
89% |
False |
False |
39,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.83 |
2.618 |
166.05 |
1.618 |
164.96 |
1.000 |
164.29 |
0.618 |
163.87 |
HIGH |
163.20 |
0.618 |
162.78 |
0.500 |
162.66 |
0.382 |
162.53 |
LOW |
162.11 |
0.618 |
161.44 |
1.000 |
161.02 |
1.618 |
160.35 |
2.618 |
159.26 |
4.250 |
157.48 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.86 |
163.03 |
PP |
162.76 |
163.01 |
S1 |
162.66 |
162.98 |
|