Euro Bund Future June 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 |
162.47 |
162.60 |
0.13 |
0.1% |
163.45 |
High |
162.76 |
163.29 |
0.53 |
0.3% |
164.00 |
Low |
162.32 |
162.59 |
0.27 |
0.2% |
162.11 |
Close |
162.56 |
163.17 |
0.61 |
0.4% |
162.22 |
Range |
0.44 |
0.70 |
0.26 |
59.1% |
1.89 |
ATR |
0.77 |
0.76 |
0.00 |
-0.3% |
0.00 |
Volume |
728,582 |
638,887 |
-89,695 |
-12.3% |
2,877,950 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.12 |
164.84 |
163.56 |
|
R3 |
164.42 |
164.14 |
163.36 |
|
R2 |
163.72 |
163.72 |
163.30 |
|
R1 |
163.44 |
163.44 |
163.23 |
163.58 |
PP |
163.02 |
163.02 |
163.02 |
163.09 |
S1 |
162.74 |
162.74 |
163.11 |
162.88 |
S2 |
162.32 |
162.32 |
163.04 |
|
S3 |
161.62 |
162.04 |
162.98 |
|
S4 |
160.92 |
161.34 |
162.79 |
|
|
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 |
163.29 |
162.11 |
1.18 |
0.7% |
0.80 |
0.5% |
90% |
True |
False |
708,627 |
10 |
164.00 |
162.11 |
1.89 |
1.2% |
0.71 |
0.4% |
56% |
False |
False |
436,404 |
20 |
164.00 |
161.23 |
2.77 |
1.7% |
0.72 |
0.4% |
70% |
False |
False |
226,792 |
40 |
164.00 |
157.05 |
6.95 |
4.3% |
0.64 |
0.4% |
88% |
False |
False |
115,128 |
60 |
164.00 |
154.70 |
9.30 |
5.7% |
0.54 |
0.3% |
91% |
False |
False |
76,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.27 |
2.618 |
165.12 |
1.618 |
164.42 |
1.000 |
163.99 |
0.618 |
163.72 |
HIGH |
163.29 |
0.618 |
163.02 |
0.500 |
162.94 |
0.382 |
162.86 |
LOW |
162.59 |
0.618 |
162.16 |
1.000 |
161.89 |
1.618 |
161.46 |
2.618 |
160.76 |
4.250 |
159.62 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
163.09 |
163.01 |
PP |
163.02 |
162.86 |
S1 |
162.94 |
162.70 |
|