Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 21-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
162.49 |
162.60 |
0.11 |
0.1% |
161.72 |
High |
162.81 |
163.00 |
0.19 |
0.1% |
162.81 |
Low |
162.33 |
162.19 |
-0.14 |
-0.1% |
161.02 |
Close |
162.44 |
162.42 |
-0.02 |
0.0% |
162.44 |
Range |
0.48 |
0.81 |
0.33 |
68.8% |
1.79 |
ATR |
0.88 |
0.87 |
0.00 |
-0.5% |
0.00 |
Volume |
546,618 |
594,136 |
47,518 |
8.7% |
2,938,467 |
|
Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.97 |
164.50 |
162.87 |
|
R3 |
164.16 |
163.69 |
162.64 |
|
R2 |
163.35 |
163.35 |
162.57 |
|
R1 |
162.88 |
162.88 |
162.49 |
162.71 |
PP |
162.54 |
162.54 |
162.54 |
162.45 |
S1 |
162.07 |
162.07 |
162.35 |
161.90 |
S2 |
161.73 |
161.73 |
162.27 |
|
S3 |
160.92 |
161.26 |
162.20 |
|
S4 |
160.11 |
160.45 |
161.97 |
|
|
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 |
163.00 |
161.02 |
1.98 |
1.2% |
0.67 |
0.4% |
71% |
True |
False |
590,200 |
10 |
163.40 |
160.81 |
2.59 |
1.6% |
0.94 |
0.6% |
62% |
False |
False |
654,671 |
20 |
164.00 |
160.81 |
3.19 |
2.0% |
0.83 |
0.5% |
50% |
False |
False |
515,724 |
40 |
164.00 |
159.03 |
4.97 |
3.1% |
0.76 |
0.5% |
68% |
False |
False |
262,534 |
60 |
164.00 |
155.33 |
8.67 |
5.3% |
0.64 |
0.4% |
82% |
False |
False |
175,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.44 |
2.618 |
165.12 |
1.618 |
164.31 |
1.000 |
163.81 |
0.618 |
163.50 |
HIGH |
163.00 |
0.618 |
162.69 |
0.500 |
162.60 |
0.382 |
162.50 |
LOW |
162.19 |
0.618 |
161.69 |
1.000 |
161.38 |
1.618 |
160.88 |
2.618 |
160.07 |
4.250 |
158.75 |
|
|
Fisher Pivots for day following 21-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.60 |
162.44 |
PP |
162.54 |
162.43 |
S1 |
162.48 |
162.43 |
|