Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
161.95 |
162.49 |
0.54 |
0.3% |
161.72 |
High |
162.47 |
162.81 |
0.34 |
0.2% |
162.81 |
Low |
161.88 |
162.33 |
0.45 |
0.3% |
161.02 |
Close |
162.32 |
162.44 |
0.12 |
0.1% |
162.44 |
Range |
0.59 |
0.48 |
-0.11 |
-18.6% |
1.79 |
ATR |
0.91 |
0.88 |
-0.03 |
-3.3% |
0.00 |
Volume |
463,333 |
546,618 |
83,285 |
18.0% |
2,938,467 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.97 |
163.68 |
162.70 |
|
R3 |
163.49 |
163.20 |
162.57 |
|
R2 |
163.01 |
163.01 |
162.53 |
|
R1 |
162.72 |
162.72 |
162.48 |
162.63 |
PP |
162.53 |
162.53 |
162.53 |
162.48 |
S1 |
162.24 |
162.24 |
162.40 |
162.15 |
S2 |
162.05 |
162.05 |
162.35 |
|
S3 |
161.57 |
161.76 |
162.31 |
|
S4 |
161.09 |
161.28 |
162.18 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.46 |
166.74 |
163.42 |
|
R3 |
165.67 |
164.95 |
162.93 |
|
R2 |
163.88 |
163.88 |
162.77 |
|
R1 |
163.16 |
163.16 |
162.60 |
163.52 |
PP |
162.09 |
162.09 |
162.09 |
162.27 |
S1 |
161.37 |
161.37 |
162.28 |
161.73 |
S2 |
160.30 |
160.30 |
162.11 |
|
S3 |
158.51 |
159.58 |
161.95 |
|
S4 |
156.72 |
157.79 |
161.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.81 |
161.02 |
1.79 |
1.1% |
0.70 |
0.4% |
79% |
True |
False |
587,693 |
10 |
163.40 |
160.81 |
2.59 |
1.6% |
0.90 |
0.6% |
63% |
False |
False |
668,116 |
20 |
164.00 |
160.81 |
3.19 |
2.0% |
0.82 |
0.5% |
51% |
False |
False |
487,769 |
40 |
164.00 |
158.77 |
5.23 |
3.2% |
0.74 |
0.5% |
70% |
False |
False |
247,827 |
60 |
164.00 |
155.33 |
8.67 |
5.3% |
0.63 |
0.4% |
82% |
False |
False |
165,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.85 |
2.618 |
164.07 |
1.618 |
163.59 |
1.000 |
163.29 |
0.618 |
163.11 |
HIGH |
162.81 |
0.618 |
162.63 |
0.500 |
162.57 |
0.382 |
162.51 |
LOW |
162.33 |
0.618 |
162.03 |
1.000 |
161.85 |
1.618 |
161.55 |
2.618 |
161.07 |
4.250 |
160.29 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.57 |
162.28 |
PP |
162.53 |
162.11 |
S1 |
162.48 |
161.95 |
|