Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
161.72 |
161.43 |
-0.29 |
-0.2% |
162.47 |
High |
162.22 |
161.78 |
-0.44 |
-0.3% |
163.40 |
Low |
161.26 |
161.02 |
-0.24 |
-0.1% |
160.81 |
Close |
161.64 |
161.17 |
-0.47 |
-0.3% |
161.65 |
Range |
0.96 |
0.76 |
-0.20 |
-20.8% |
2.59 |
ATR |
0.93 |
0.92 |
-0.01 |
-1.3% |
0.00 |
Volume |
581,601 |
672,951 |
91,350 |
15.7% |
3,742,694 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.60 |
163.15 |
161.59 |
|
R3 |
162.84 |
162.39 |
161.38 |
|
R2 |
162.08 |
162.08 |
161.31 |
|
R1 |
161.63 |
161.63 |
161.24 |
161.48 |
PP |
161.32 |
161.32 |
161.32 |
161.25 |
S1 |
160.87 |
160.87 |
161.10 |
160.72 |
S2 |
160.56 |
160.56 |
161.03 |
|
S3 |
159.80 |
160.11 |
160.96 |
|
S4 |
159.04 |
159.35 |
160.75 |
|
|
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% |
1.22 |
0.8% |
14% |
False |
False |
725,955 |
10 |
163.40 |
160.81 |
2.59 |
1.6% |
1.01 |
0.6% |
14% |
False |
False |
717,291 |
20 |
164.00 |
160.81 |
3.19 |
2.0% |
0.84 |
0.5% |
11% |
False |
False |
407,247 |
40 |
164.00 |
158.26 |
5.74 |
3.6% |
0.73 |
0.5% |
51% |
False |
False |
205,757 |
60 |
164.00 |
155.20 |
8.80 |
5.5% |
0.62 |
0.4% |
68% |
False |
False |
137,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.01 |
2.618 |
163.77 |
1.618 |
163.01 |
1.000 |
162.54 |
0.618 |
162.25 |
HIGH |
161.78 |
0.618 |
161.49 |
0.500 |
161.40 |
0.382 |
161.31 |
LOW |
161.02 |
0.618 |
160.55 |
1.000 |
160.26 |
1.618 |
159.79 |
2.618 |
159.03 |
4.250 |
157.79 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
161.40 |
161.62 |
PP |
161.32 |
161.47 |
S1 |
161.25 |
161.32 |
|