Euro Bund Future June 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 |
162.45 |
163.10 |
0.65 |
0.4% |
163.45 |
High |
163.20 |
163.10 |
-0.10 |
-0.1% |
164.00 |
Low |
162.11 |
162.11 |
0.00 |
0.0% |
162.11 |
Close |
162.96 |
162.22 |
-0.74 |
-0.5% |
162.22 |
Range |
1.09 |
0.99 |
-0.10 |
-9.2% |
1.89 |
ATR |
0.77 |
0.78 |
0.02 |
2.1% |
0.00 |
Volume |
689,319 |
859,174 |
169,855 |
24.6% |
2,877,950 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.45 |
164.82 |
162.76 |
|
R3 |
164.46 |
163.83 |
162.49 |
|
R2 |
163.47 |
163.47 |
162.40 |
|
R1 |
162.84 |
162.84 |
162.31 |
162.66 |
PP |
162.48 |
162.48 |
162.48 |
162.39 |
S1 |
161.85 |
161.85 |
162.13 |
161.67 |
S2 |
161.49 |
161.49 |
162.04 |
|
S3 |
160.50 |
160.86 |
161.95 |
|
S4 |
159.51 |
159.87 |
161.68 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.45 |
167.22 |
163.26 |
|
R3 |
166.56 |
165.33 |
162.74 |
|
R2 |
164.67 |
164.67 |
162.57 |
|
R1 |
163.44 |
163.44 |
162.39 |
163.11 |
PP |
162.78 |
162.78 |
162.78 |
162.61 |
S1 |
161.55 |
161.55 |
162.05 |
161.22 |
S2 |
160.89 |
160.89 |
161.87 |
|
S3 |
159.00 |
159.66 |
161.70 |
|
S4 |
157.11 |
157.77 |
161.18 |
|
|
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% |
0.86 |
0.5% |
6% |
False |
True |
575,590 |
10 |
164.00 |
162.11 |
1.89 |
1.2% |
0.74 |
0.5% |
6% |
False |
True |
307,423 |
20 |
164.00 |
161.23 |
2.77 |
1.7% |
0.78 |
0.5% |
36% |
False |
False |
158,923 |
40 |
164.00 |
156.28 |
7.72 |
4.8% |
0.64 |
0.4% |
77% |
False |
False |
81,041 |
60 |
164.00 |
154.70 |
9.30 |
5.7% |
0.52 |
0.3% |
81% |
False |
False |
54,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.31 |
2.618 |
165.69 |
1.618 |
164.70 |
1.000 |
164.09 |
0.618 |
163.71 |
HIGH |
163.10 |
0.618 |
162.72 |
0.500 |
162.61 |
0.382 |
162.49 |
LOW |
162.11 |
0.618 |
161.50 |
1.000 |
161.12 |
1.618 |
160.51 |
2.618 |
159.52 |
4.250 |
157.90 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.61 |
162.66 |
PP |
162.48 |
162.51 |
S1 |
162.35 |
162.37 |
|