Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
162.47 |
162.30 |
-0.17 |
-0.1% |
161.72 |
High |
163.05 |
162.93 |
-0.12 |
-0.1% |
162.81 |
Low |
162.30 |
162.22 |
-0.08 |
0.0% |
161.02 |
Close |
162.54 |
162.73 |
0.19 |
0.1% |
162.44 |
Range |
0.75 |
0.71 |
-0.04 |
-5.3% |
1.79 |
ATR |
0.86 |
0.85 |
-0.01 |
-1.3% |
0.00 |
Volume |
499,944 |
435,116 |
-64,828 |
-13.0% |
2,938,467 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.76 |
164.45 |
163.12 |
|
R3 |
164.05 |
163.74 |
162.93 |
|
R2 |
163.34 |
163.34 |
162.86 |
|
R1 |
163.03 |
163.03 |
162.80 |
163.19 |
PP |
162.63 |
162.63 |
162.63 |
162.70 |
S1 |
162.32 |
162.32 |
162.66 |
162.48 |
S2 |
161.92 |
161.92 |
162.60 |
|
S3 |
161.21 |
161.61 |
162.53 |
|
S4 |
160.50 |
160.90 |
162.34 |
|
|
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 |
161.88 |
1.17 |
0.7% |
0.67 |
0.4% |
73% |
False |
False |
507,829 |
10 |
163.40 |
160.81 |
2.59 |
1.6% |
0.93 |
0.6% |
74% |
False |
False |
567,255 |
20 |
164.00 |
160.81 |
3.19 |
2.0% |
0.83 |
0.5% |
60% |
False |
False |
559,526 |
40 |
164.00 |
159.51 |
4.49 |
2.8% |
0.77 |
0.5% |
72% |
False |
False |
285,619 |
60 |
164.00 |
155.39 |
8.61 |
5.3% |
0.65 |
0.4% |
85% |
False |
False |
190,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.95 |
2.618 |
164.79 |
1.618 |
164.08 |
1.000 |
163.64 |
0.618 |
163.37 |
HIGH |
162.93 |
0.618 |
162.66 |
0.500 |
162.58 |
0.382 |
162.49 |
LOW |
162.22 |
0.618 |
161.78 |
1.000 |
161.51 |
1.618 |
161.07 |
2.618 |
160.36 |
4.250 |
159.20 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
162.68 |
162.69 |
PP |
162.63 |
162.66 |
S1 |
162.58 |
162.62 |
|