Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
162.60 |
162.75 |
0.15 |
0.1% |
163.45 |
High |
163.29 |
162.82 |
-0.47 |
-0.3% |
164.00 |
Low |
162.59 |
161.94 |
-0.65 |
-0.4% |
162.11 |
Close |
163.17 |
162.21 |
-0.96 |
-0.6% |
162.22 |
Range |
0.70 |
0.88 |
0.18 |
25.7% |
1.89 |
ATR |
0.76 |
0.80 |
0.03 |
4.4% |
0.00 |
Volume |
638,887 |
1,170,334 |
531,447 |
83.2% |
2,877,950 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.96 |
164.47 |
162.69 |
|
R3 |
164.08 |
163.59 |
162.45 |
|
R2 |
163.20 |
163.20 |
162.37 |
|
R1 |
162.71 |
162.71 |
162.29 |
162.52 |
PP |
162.32 |
162.32 |
162.32 |
162.23 |
S1 |
161.83 |
161.83 |
162.13 |
161.64 |
S2 |
161.44 |
161.44 |
162.05 |
|
S3 |
160.56 |
160.95 |
161.97 |
|
S4 |
159.68 |
160.07 |
161.73 |
|
|
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 |
161.94 |
1.35 |
0.8% |
0.82 |
0.5% |
20% |
False |
True |
817,259 |
10 |
164.00 |
161.94 |
2.06 |
1.3% |
0.73 |
0.4% |
13% |
False |
True |
551,796 |
20 |
164.00 |
161.23 |
2.77 |
1.7% |
0.74 |
0.5% |
35% |
False |
False |
284,726 |
40 |
164.00 |
157.07 |
6.93 |
4.3% |
0.65 |
0.4% |
74% |
False |
False |
144,362 |
60 |
164.00 |
154.70 |
9.30 |
5.7% |
0.55 |
0.3% |
81% |
False |
False |
96,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.56 |
2.618 |
165.12 |
1.618 |
164.24 |
1.000 |
163.70 |
0.618 |
163.36 |
HIGH |
162.82 |
0.618 |
162.48 |
0.500 |
162.38 |
0.382 |
162.28 |
LOW |
161.94 |
0.618 |
161.40 |
1.000 |
161.06 |
1.618 |
160.52 |
2.618 |
159.64 |
4.250 |
158.20 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.38 |
162.62 |
PP |
162.32 |
162.48 |
S1 |
162.27 |
162.35 |
|