Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
162.75 |
162.16 |
-0.59 |
-0.4% |
163.45 |
High |
162.82 |
163.40 |
0.58 |
0.4% |
164.00 |
Low |
161.94 |
160.81 |
-1.13 |
-0.7% |
162.11 |
Close |
162.21 |
161.16 |
-1.05 |
-0.6% |
162.22 |
Range |
0.88 |
2.59 |
1.71 |
194.3% |
1.89 |
ATR |
0.80 |
0.92 |
0.13 |
16.1% |
0.00 |
Volume |
1,170,334 |
667,399 |
-502,935 |
-43.0% |
2,877,950 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.56 |
167.95 |
162.58 |
|
R3 |
166.97 |
165.36 |
161.87 |
|
R2 |
164.38 |
164.38 |
161.63 |
|
R1 |
162.77 |
162.77 |
161.40 |
162.28 |
PP |
161.79 |
161.79 |
161.79 |
161.55 |
S1 |
160.18 |
160.18 |
160.92 |
159.69 |
S2 |
159.20 |
159.20 |
160.69 |
|
S3 |
156.61 |
157.59 |
160.45 |
|
S4 |
154.02 |
155.00 |
159.74 |
|
|
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 |
163.40 |
160.81 |
2.59 |
1.6% |
1.12 |
0.7% |
14% |
True |
True |
812,875 |
10 |
164.00 |
160.81 |
3.19 |
2.0% |
0.93 |
0.6% |
11% |
False |
True |
616,623 |
20 |
164.00 |
160.81 |
3.19 |
2.0% |
0.81 |
0.5% |
11% |
False |
True |
317,921 |
40 |
164.00 |
157.33 |
6.67 |
4.1% |
0.70 |
0.4% |
57% |
False |
False |
161,030 |
60 |
164.00 |
154.70 |
9.30 |
5.8% |
0.59 |
0.4% |
69% |
False |
False |
107,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
174.41 |
2.618 |
170.18 |
1.618 |
167.59 |
1.000 |
165.99 |
0.618 |
165.00 |
HIGH |
163.40 |
0.618 |
162.41 |
0.500 |
162.11 |
0.382 |
161.80 |
LOW |
160.81 |
0.618 |
159.21 |
1.000 |
158.22 |
1.618 |
156.62 |
2.618 |
154.03 |
4.250 |
149.80 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.11 |
162.11 |
PP |
161.79 |
161.79 |
S1 |
161.48 |
161.48 |
|