Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
164.88 |
164.96 |
0.08 |
0.0% |
163.78 |
| High |
166.16 |
165.22 |
-0.94 |
-0.6% |
166.16 |
| Low |
164.86 |
164.15 |
-0.71 |
-0.4% |
163.72 |
| Close |
165.59 |
164.39 |
-1.20 |
-0.7% |
164.39 |
| Range |
1.30 |
1.07 |
-0.23 |
-17.7% |
2.44 |
| ATR |
0.94 |
0.98 |
0.04 |
3.8% |
0.00 |
| Volume |
715,734 |
439,562 |
-276,172 |
-38.6% |
3,988,926 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.80 |
167.16 |
164.98 |
|
| R3 |
166.73 |
166.09 |
164.68 |
|
| R2 |
165.66 |
165.66 |
164.59 |
|
| R1 |
165.02 |
165.02 |
164.49 |
164.81 |
| PP |
164.59 |
164.59 |
164.59 |
164.48 |
| S1 |
163.95 |
163.95 |
164.29 |
163.74 |
| S2 |
163.52 |
163.52 |
164.19 |
|
| S3 |
162.45 |
162.88 |
164.10 |
|
| S4 |
161.38 |
161.81 |
163.80 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.08 |
170.67 |
165.73 |
|
| R3 |
169.64 |
168.23 |
165.06 |
|
| R2 |
167.20 |
167.20 |
164.84 |
|
| R1 |
165.79 |
165.79 |
164.61 |
166.50 |
| PP |
164.76 |
164.76 |
164.76 |
165.11 |
| S1 |
163.35 |
163.35 |
164.17 |
164.06 |
| S2 |
162.32 |
162.32 |
163.94 |
|
| S3 |
159.88 |
160.91 |
163.72 |
|
| S4 |
157.44 |
158.47 |
163.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166.16 |
163.72 |
2.44 |
1.5% |
1.10 |
0.7% |
27% |
False |
False |
797,785 |
| 10 |
166.16 |
162.88 |
3.28 |
2.0% |
0.93 |
0.6% |
46% |
False |
False |
797,693 |
| 20 |
166.16 |
159.83 |
6.33 |
3.9% |
0.81 |
0.5% |
72% |
False |
False |
743,655 |
| 40 |
166.16 |
156.78 |
9.38 |
5.7% |
0.85 |
0.5% |
81% |
False |
False |
620,950 |
| 60 |
166.16 |
156.42 |
9.74 |
5.9% |
0.85 |
0.5% |
82% |
False |
False |
515,674 |
| 80 |
166.16 |
156.40 |
9.76 |
5.9% |
0.82 |
0.5% |
82% |
False |
False |
387,605 |
| 100 |
166.16 |
156.40 |
9.76 |
5.9% |
0.78 |
0.5% |
82% |
False |
False |
310,176 |
| 120 |
166.16 |
154.54 |
11.62 |
7.1% |
0.79 |
0.5% |
85% |
False |
False |
258,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169.77 |
|
2.618 |
168.02 |
|
1.618 |
166.95 |
|
1.000 |
166.29 |
|
0.618 |
165.88 |
|
HIGH |
165.22 |
|
0.618 |
164.81 |
|
0.500 |
164.69 |
|
0.382 |
164.56 |
|
LOW |
164.15 |
|
0.618 |
163.49 |
|
1.000 |
163.08 |
|
1.618 |
162.42 |
|
2.618 |
161.35 |
|
4.250 |
159.60 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.69 |
165.15 |
| PP |
164.59 |
164.90 |
| S1 |
164.49 |
164.64 |
|