Euro Bund Future June 2016
Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
162.30 |
162.95 |
0.65 |
0.4% |
161.72 |
High |
162.93 |
163.33 |
0.40 |
0.2% |
162.81 |
Low |
162.22 |
162.82 |
0.60 |
0.4% |
161.02 |
Close |
162.73 |
163.01 |
0.28 |
0.2% |
162.44 |
Range |
0.71 |
0.51 |
-0.20 |
-28.2% |
1.79 |
ATR |
0.85 |
0.83 |
-0.02 |
-2.1% |
0.00 |
Volume |
435,116 |
459,482 |
24,366 |
5.6% |
2,938,467 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.58 |
164.31 |
163.29 |
|
R3 |
164.07 |
163.80 |
163.15 |
|
R2 |
163.56 |
163.56 |
163.10 |
|
R1 |
163.29 |
163.29 |
163.06 |
163.43 |
PP |
163.05 |
163.05 |
163.05 |
163.12 |
S1 |
162.78 |
162.78 |
162.96 |
162.92 |
S2 |
162.54 |
162.54 |
162.92 |
|
S3 |
162.03 |
162.27 |
162.87 |
|
S4 |
161.52 |
161.76 |
162.73 |
|
|
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 |
163.33 |
162.19 |
1.14 |
0.7% |
0.65 |
0.4% |
72% |
True |
False |
507,059 |
10 |
163.33 |
161.02 |
2.31 |
1.4% |
0.72 |
0.4% |
86% |
True |
False |
546,463 |
20 |
164.00 |
160.81 |
3.19 |
2.0% |
0.82 |
0.5% |
69% |
False |
False |
581,543 |
40 |
164.00 |
160.02 |
3.98 |
2.4% |
0.77 |
0.5% |
75% |
False |
False |
296,964 |
60 |
164.00 |
155.41 |
8.59 |
5.3% |
0.65 |
0.4% |
88% |
False |
False |
198,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.50 |
2.618 |
164.67 |
1.618 |
164.16 |
1.000 |
163.84 |
0.618 |
163.65 |
HIGH |
163.33 |
0.618 |
163.14 |
0.500 |
163.08 |
0.382 |
163.01 |
LOW |
162.82 |
0.618 |
162.50 |
1.000 |
162.31 |
1.618 |
161.99 |
2.618 |
161.48 |
4.250 |
160.65 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
163.08 |
162.93 |
PP |
163.05 |
162.85 |
S1 |
163.03 |
162.78 |
|