Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
162.60 |
162.47 |
-0.13 |
-0.1% |
161.72 |
High |
163.00 |
163.05 |
0.05 |
0.0% |
162.81 |
Low |
162.19 |
162.30 |
0.11 |
0.1% |
161.02 |
Close |
162.42 |
162.54 |
0.12 |
0.1% |
162.44 |
Range |
0.81 |
0.75 |
-0.06 |
-7.4% |
1.79 |
ATR |
0.87 |
0.86 |
-0.01 |
-1.0% |
0.00 |
Volume |
594,136 |
499,944 |
-94,192 |
-15.9% |
2,938,467 |
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.88 |
164.46 |
162.95 |
|
R3 |
164.13 |
163.71 |
162.75 |
|
R2 |
163.38 |
163.38 |
162.68 |
|
R1 |
162.96 |
162.96 |
162.61 |
163.17 |
PP |
162.63 |
162.63 |
162.63 |
162.74 |
S1 |
162.21 |
162.21 |
162.47 |
162.42 |
S2 |
161.88 |
161.88 |
162.40 |
|
S3 |
161.13 |
161.46 |
162.33 |
|
S4 |
160.38 |
160.71 |
162.13 |
|
|
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 |
163.05 |
161.09 |
1.96 |
1.2% |
0.67 |
0.4% |
74% |
True |
False |
555,599 |
10 |
163.40 |
160.81 |
2.59 |
1.6% |
0.95 |
0.6% |
67% |
False |
False |
640,777 |
20 |
164.00 |
160.81 |
3.19 |
2.0% |
0.83 |
0.5% |
54% |
False |
False |
538,590 |
40 |
164.00 |
159.05 |
4.95 |
3.0% |
0.77 |
0.5% |
71% |
False |
False |
274,829 |
60 |
164.00 |
155.39 |
8.61 |
5.3% |
0.65 |
0.4% |
83% |
False |
False |
183,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.24 |
2.618 |
165.01 |
1.618 |
164.26 |
1.000 |
163.80 |
0.618 |
163.51 |
HIGH |
163.05 |
0.618 |
162.76 |
0.500 |
162.68 |
0.382 |
162.59 |
LOW |
162.30 |
0.618 |
161.84 |
1.000 |
161.55 |
1.618 |
161.09 |
2.618 |
160.34 |
4.250 |
159.11 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.68 |
162.62 |
PP |
162.63 |
162.59 |
S1 |
162.59 |
162.57 |
|