Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 17-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
161.21 |
161.95 |
0.74 |
0.5% |
162.47 |
High |
161.80 |
162.47 |
0.67 |
0.4% |
163.40 |
Low |
161.09 |
161.88 |
0.79 |
0.5% |
160.81 |
Close |
161.50 |
162.32 |
0.82 |
0.5% |
161.65 |
Range |
0.71 |
0.59 |
-0.12 |
-16.9% |
2.59 |
ATR |
0.90 |
0.91 |
0.00 |
0.5% |
0.00 |
Volume |
673,964 |
463,333 |
-210,631 |
-31.3% |
3,742,694 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.99 |
163.75 |
162.64 |
|
R3 |
163.40 |
163.16 |
162.48 |
|
R2 |
162.81 |
162.81 |
162.43 |
|
R1 |
162.57 |
162.57 |
162.37 |
162.69 |
PP |
162.22 |
162.22 |
162.22 |
162.29 |
S1 |
161.98 |
161.98 |
162.27 |
162.10 |
S2 |
161.63 |
161.63 |
162.21 |
|
S3 |
161.04 |
161.39 |
162.16 |
|
S4 |
160.45 |
160.80 |
162.00 |
|
|
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 |
162.47 |
161.02 |
1.45 |
0.9% |
0.79 |
0.5% |
90% |
True |
False |
585,868 |
10 |
163.40 |
160.81 |
2.59 |
1.6% |
0.96 |
0.6% |
58% |
False |
False |
699,371 |
20 |
164.00 |
160.81 |
3.19 |
2.0% |
0.83 |
0.5% |
47% |
False |
False |
461,882 |
40 |
164.00 |
158.54 |
5.46 |
3.4% |
0.73 |
0.5% |
69% |
False |
False |
234,168 |
60 |
164.00 |
155.33 |
8.67 |
5.3% |
0.62 |
0.4% |
81% |
False |
False |
156,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.98 |
2.618 |
164.01 |
1.618 |
163.42 |
1.000 |
163.06 |
0.618 |
162.83 |
HIGH |
162.47 |
0.618 |
162.24 |
0.500 |
162.18 |
0.382 |
162.11 |
LOW |
161.88 |
0.618 |
161.52 |
1.000 |
161.29 |
1.618 |
160.93 |
2.618 |
160.34 |
4.250 |
159.37 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.27 |
162.13 |
PP |
162.22 |
161.94 |
S1 |
162.18 |
161.75 |
|