Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
161.30 |
161.72 |
0.42 |
0.3% |
162.47 |
High |
161.96 |
162.22 |
0.26 |
0.2% |
163.40 |
Low |
161.03 |
161.26 |
0.23 |
0.1% |
160.81 |
Close |
161.65 |
161.64 |
-0.01 |
0.0% |
161.65 |
Range |
0.93 |
0.96 |
0.03 |
3.2% |
2.59 |
ATR |
0.92 |
0.93 |
0.00 |
0.3% |
0.00 |
Volume |
537,492 |
581,601 |
44,109 |
8.2% |
3,742,694 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.59 |
164.07 |
162.17 |
|
R3 |
163.63 |
163.11 |
161.90 |
|
R2 |
162.67 |
162.67 |
161.82 |
|
R1 |
162.15 |
162.15 |
161.73 |
161.93 |
PP |
161.71 |
161.71 |
161.71 |
161.60 |
S1 |
161.19 |
161.19 |
161.55 |
160.97 |
S2 |
160.75 |
160.75 |
161.46 |
|
S3 |
159.79 |
160.23 |
161.38 |
|
S4 |
158.83 |
159.27 |
161.11 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.72 |
168.28 |
163.07 |
|
R3 |
167.13 |
165.69 |
162.36 |
|
R2 |
164.54 |
164.54 |
162.12 |
|
R1 |
163.10 |
163.10 |
161.89 |
162.53 |
PP |
161.95 |
161.95 |
161.95 |
161.67 |
S1 |
160.51 |
160.51 |
161.41 |
159.94 |
S2 |
159.36 |
159.36 |
161.18 |
|
S3 |
156.77 |
157.92 |
160.94 |
|
S4 |
154.18 |
155.33 |
160.23 |
|
|
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% |
1.21 |
0.7% |
32% |
False |
False |
719,142 |
10 |
163.95 |
160.81 |
3.14 |
1.9% |
1.01 |
0.6% |
26% |
False |
False |
698,528 |
20 |
164.00 |
160.81 |
3.19 |
2.0% |
0.82 |
0.5% |
26% |
False |
False |
373,755 |
40 |
164.00 |
157.38 |
6.62 |
4.1% |
0.73 |
0.4% |
64% |
False |
False |
188,990 |
60 |
164.00 |
154.70 |
9.30 |
5.8% |
0.61 |
0.4% |
75% |
False |
False |
126,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.30 |
2.618 |
164.73 |
1.618 |
163.77 |
1.000 |
163.18 |
0.618 |
162.81 |
HIGH |
162.22 |
0.618 |
161.85 |
0.500 |
161.74 |
0.382 |
161.63 |
LOW |
161.26 |
0.618 |
160.67 |
1.000 |
160.30 |
1.618 |
159.71 |
2.618 |
158.75 |
4.250 |
157.18 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
161.74 |
162.11 |
PP |
161.71 |
161.95 |
S1 |
161.67 |
161.80 |
|