Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
161.43 |
161.21 |
-0.22 |
-0.1% |
162.47 |
High |
161.78 |
161.80 |
0.02 |
0.0% |
163.40 |
Low |
161.02 |
161.09 |
0.07 |
0.0% |
160.81 |
Close |
161.17 |
161.50 |
0.33 |
0.2% |
161.65 |
Range |
0.76 |
0.71 |
-0.05 |
-6.6% |
2.59 |
ATR |
0.92 |
0.90 |
-0.01 |
-1.6% |
0.00 |
Volume |
672,951 |
673,964 |
1,013 |
0.2% |
3,742,694 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.59 |
163.26 |
161.89 |
|
R3 |
162.88 |
162.55 |
161.70 |
|
R2 |
162.17 |
162.17 |
161.63 |
|
R1 |
161.84 |
161.84 |
161.57 |
162.01 |
PP |
161.46 |
161.46 |
161.46 |
161.55 |
S1 |
161.13 |
161.13 |
161.43 |
161.30 |
S2 |
160.75 |
160.75 |
161.37 |
|
S3 |
160.04 |
160.42 |
161.30 |
|
S4 |
159.33 |
159.71 |
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% |
1.19 |
0.7% |
27% |
False |
False |
626,681 |
10 |
163.40 |
160.81 |
2.59 |
1.6% |
1.01 |
0.6% |
27% |
False |
False |
721,970 |
20 |
164.00 |
160.81 |
3.19 |
2.0% |
0.84 |
0.5% |
22% |
False |
False |
440,067 |
40 |
164.00 |
158.40 |
5.60 |
3.5% |
0.74 |
0.5% |
55% |
False |
False |
222,598 |
60 |
164.00 |
155.33 |
8.67 |
5.4% |
0.62 |
0.4% |
71% |
False |
False |
148,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.82 |
2.618 |
163.66 |
1.618 |
162.95 |
1.000 |
162.51 |
0.618 |
162.24 |
HIGH |
161.80 |
0.618 |
161.53 |
0.500 |
161.45 |
0.382 |
161.36 |
LOW |
161.09 |
0.618 |
160.65 |
1.000 |
160.38 |
1.618 |
159.94 |
2.618 |
159.23 |
4.250 |
158.07 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
161.48 |
161.62 |
PP |
161.46 |
161.58 |
S1 |
161.45 |
161.54 |
|