Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
163.10 |
163.67 |
0.57 |
0.3% |
162.60 |
| High |
163.83 |
163.84 |
0.01 |
0.0% |
163.33 |
| Low |
163.07 |
163.13 |
0.06 |
0.0% |
162.19 |
| Close |
163.53 |
163.26 |
-0.27 |
-0.2% |
163.01 |
| Range |
0.76 |
0.71 |
-0.05 |
-6.6% |
1.14 |
| ATR |
0.83 |
0.82 |
-0.01 |
-1.1% |
0.00 |
| Volume |
540,365 |
590,955 |
50,590 |
9.4% |
1,988,678 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.54 |
165.11 |
163.65 |
|
| R3 |
164.83 |
164.40 |
163.46 |
|
| R2 |
164.12 |
164.12 |
163.39 |
|
| R1 |
163.69 |
163.69 |
163.33 |
163.55 |
| PP |
163.41 |
163.41 |
163.41 |
163.34 |
| S1 |
162.98 |
162.98 |
163.19 |
162.84 |
| S2 |
162.70 |
162.70 |
163.13 |
|
| S3 |
161.99 |
162.27 |
163.06 |
|
| S4 |
161.28 |
161.56 |
162.87 |
|
|
| 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 |
163.84 |
162.22 |
1.62 |
1.0% |
0.69 |
0.4% |
64% |
True |
False |
505,172 |
| 10 |
163.84 |
161.02 |
2.82 |
1.7% |
0.68 |
0.4% |
79% |
True |
False |
547,686 |
| 20 |
163.95 |
160.81 |
3.14 |
1.9% |
0.85 |
0.5% |
78% |
False |
False |
623,107 |
| 40 |
164.00 |
160.63 |
3.37 |
2.1% |
0.77 |
0.5% |
78% |
False |
False |
325,143 |
| 60 |
164.00 |
156.28 |
7.72 |
4.7% |
0.67 |
0.4% |
90% |
False |
False |
217,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.86 |
|
2.618 |
165.70 |
|
1.618 |
164.99 |
|
1.000 |
164.55 |
|
0.618 |
164.28 |
|
HIGH |
163.84 |
|
0.618 |
163.57 |
|
0.500 |
163.49 |
|
0.382 |
163.40 |
|
LOW |
163.13 |
|
0.618 |
162.69 |
|
1.000 |
162.42 |
|
1.618 |
161.98 |
|
2.618 |
161.27 |
|
4.250 |
160.11 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.49 |
163.33 |
| PP |
163.41 |
163.31 |
| S1 |
163.34 |
163.28 |
|