Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
163.67 |
163.59 |
-0.08 |
0.0% |
162.60 |
| High |
163.84 |
163.64 |
-0.20 |
-0.1% |
163.33 |
| Low |
163.13 |
163.03 |
-0.10 |
-0.1% |
162.19 |
| Close |
163.26 |
163.32 |
0.06 |
0.0% |
163.01 |
| Range |
0.71 |
0.61 |
-0.10 |
-14.1% |
1.14 |
| ATR |
0.82 |
0.81 |
-0.02 |
-1.9% |
0.00 |
| Volume |
590,955 |
554,310 |
-36,645 |
-6.2% |
1,988,678 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.16 |
164.85 |
163.66 |
|
| R3 |
164.55 |
164.24 |
163.49 |
|
| R2 |
163.94 |
163.94 |
163.43 |
|
| R1 |
163.63 |
163.63 |
163.38 |
163.48 |
| PP |
163.33 |
163.33 |
163.33 |
163.26 |
| S1 |
163.02 |
163.02 |
163.26 |
162.87 |
| S2 |
162.72 |
162.72 |
163.21 |
|
| S3 |
162.11 |
162.41 |
163.15 |
|
| S4 |
161.50 |
161.80 |
162.98 |
|
|
| 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% |
0.66 |
0.4% |
68% |
False |
False |
516,045 |
| 10 |
163.84 |
161.09 |
2.75 |
1.7% |
0.66 |
0.4% |
81% |
False |
False |
535,822 |
| 20 |
163.84 |
160.81 |
3.03 |
1.9% |
0.84 |
0.5% |
83% |
False |
False |
626,556 |
| 40 |
164.00 |
160.75 |
3.25 |
2.0% |
0.78 |
0.5% |
79% |
False |
False |
338,667 |
| 60 |
164.00 |
156.28 |
7.72 |
4.7% |
0.68 |
0.4% |
91% |
False |
False |
226,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.23 |
|
2.618 |
165.24 |
|
1.618 |
164.63 |
|
1.000 |
164.25 |
|
0.618 |
164.02 |
|
HIGH |
163.64 |
|
0.618 |
163.41 |
|
0.500 |
163.34 |
|
0.382 |
163.26 |
|
LOW |
163.03 |
|
0.618 |
162.65 |
|
1.000 |
162.42 |
|
1.618 |
162.04 |
|
2.618 |
161.43 |
|
4.250 |
160.44 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.34 |
163.44 |
| PP |
163.33 |
163.40 |
| S1 |
163.33 |
163.36 |
|