Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
162.95 |
163.10 |
0.15 |
0.1% |
162.60 |
| High |
163.33 |
163.83 |
0.50 |
0.3% |
163.33 |
| Low |
162.82 |
163.07 |
0.25 |
0.2% |
162.19 |
| Close |
163.01 |
163.53 |
0.52 |
0.3% |
163.01 |
| Range |
0.51 |
0.76 |
0.25 |
49.0% |
1.14 |
| ATR |
0.83 |
0.83 |
0.00 |
-0.1% |
0.00 |
| Volume |
459,482 |
540,365 |
80,883 |
17.6% |
1,988,678 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.76 |
165.40 |
163.95 |
|
| R3 |
165.00 |
164.64 |
163.74 |
|
| R2 |
164.24 |
164.24 |
163.67 |
|
| R1 |
163.88 |
163.88 |
163.60 |
164.06 |
| PP |
163.48 |
163.48 |
163.48 |
163.57 |
| S1 |
163.12 |
163.12 |
163.46 |
163.30 |
| S2 |
162.72 |
162.72 |
163.39 |
|
| S3 |
161.96 |
162.36 |
163.32 |
|
| S4 |
161.20 |
161.60 |
163.11 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.26 |
165.78 |
163.64 |
|
| R3 |
165.12 |
164.64 |
163.32 |
|
| R2 |
163.98 |
163.98 |
163.22 |
|
| R1 |
163.50 |
163.50 |
163.11 |
163.74 |
| PP |
162.84 |
162.84 |
162.84 |
162.97 |
| S1 |
162.36 |
162.36 |
162.91 |
162.60 |
| S2 |
161.70 |
161.70 |
162.80 |
|
| S3 |
160.56 |
161.22 |
162.70 |
|
| S4 |
159.42 |
160.08 |
162.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.83 |
162.19 |
1.64 |
1.0% |
0.71 |
0.4% |
82% |
True |
False |
505,808 |
| 10 |
163.83 |
161.02 |
2.81 |
1.7% |
0.70 |
0.4% |
89% |
True |
False |
546,751 |
| 20 |
164.00 |
160.81 |
3.19 |
2.0% |
0.84 |
0.5% |
85% |
False |
False |
604,407 |
| 40 |
164.00 |
160.40 |
3.60 |
2.2% |
0.77 |
0.5% |
87% |
False |
False |
310,458 |
| 60 |
164.00 |
156.26 |
7.74 |
4.7% |
0.66 |
0.4% |
94% |
False |
False |
207,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.06 |
|
2.618 |
165.82 |
|
1.618 |
165.06 |
|
1.000 |
164.59 |
|
0.618 |
164.30 |
|
HIGH |
163.83 |
|
0.618 |
163.54 |
|
0.500 |
163.45 |
|
0.382 |
163.36 |
|
LOW |
163.07 |
|
0.618 |
162.60 |
|
1.000 |
162.31 |
|
1.618 |
161.84 |
|
2.618 |
161.08 |
|
4.250 |
159.84 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.50 |
163.36 |
| PP |
163.48 |
163.19 |
| S1 |
163.45 |
163.03 |
|