Euro Bund Future June 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 |
163.10 |
162.47 |
-0.63 |
-0.4% |
163.45 |
High |
163.10 |
162.76 |
-0.34 |
-0.2% |
164.00 |
Low |
162.11 |
162.32 |
0.21 |
0.1% |
162.11 |
Close |
162.22 |
162.56 |
0.34 |
0.2% |
162.22 |
Range |
0.99 |
0.44 |
-0.55 |
-55.6% |
1.89 |
ATR |
0.78 |
0.77 |
-0.02 |
-2.2% |
0.00 |
Volume |
859,174 |
728,582 |
-130,592 |
-15.2% |
2,877,950 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.87 |
163.65 |
162.80 |
|
R3 |
163.43 |
163.21 |
162.68 |
|
R2 |
162.99 |
162.99 |
162.64 |
|
R1 |
162.77 |
162.77 |
162.60 |
162.88 |
PP |
162.55 |
162.55 |
162.55 |
162.60 |
S1 |
162.33 |
162.33 |
162.52 |
162.44 |
S2 |
162.11 |
162.11 |
162.48 |
|
S3 |
161.67 |
161.89 |
162.44 |
|
S4 |
161.23 |
161.45 |
162.32 |
|
|
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 |
163.95 |
162.11 |
1.84 |
1.1% |
0.81 |
0.5% |
24% |
False |
False |
677,914 |
10 |
164.00 |
162.11 |
1.89 |
1.2% |
0.72 |
0.4% |
24% |
False |
False |
376,776 |
20 |
164.00 |
161.23 |
2.77 |
1.7% |
0.74 |
0.5% |
48% |
False |
False |
194,889 |
40 |
164.00 |
156.28 |
7.72 |
4.7% |
0.64 |
0.4% |
81% |
False |
False |
99,234 |
60 |
164.00 |
154.70 |
9.30 |
5.7% |
0.53 |
0.3% |
85% |
False |
False |
66,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.63 |
2.618 |
163.91 |
1.618 |
163.47 |
1.000 |
163.20 |
0.618 |
163.03 |
HIGH |
162.76 |
0.618 |
162.59 |
0.500 |
162.54 |
0.382 |
162.49 |
LOW |
162.32 |
0.618 |
162.05 |
1.000 |
161.88 |
1.618 |
161.61 |
2.618 |
161.17 |
4.250 |
160.45 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.55 |
162.66 |
PP |
162.55 |
162.62 |
S1 |
162.54 |
162.59 |
|