Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
164.96 |
164.49 |
-0.47 |
-0.3% |
163.78 |
| High |
165.22 |
164.68 |
-0.54 |
-0.3% |
166.16 |
| Low |
164.15 |
164.06 |
-0.09 |
-0.1% |
163.72 |
| Close |
164.39 |
164.35 |
-0.04 |
0.0% |
164.39 |
| Range |
1.07 |
0.62 |
-0.45 |
-42.1% |
2.44 |
| ATR |
0.98 |
0.95 |
-0.03 |
-2.6% |
0.00 |
| Volume |
439,562 |
656,446 |
216,884 |
49.3% |
3,988,926 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.22 |
165.91 |
164.69 |
|
| R3 |
165.60 |
165.29 |
164.52 |
|
| R2 |
164.98 |
164.98 |
164.46 |
|
| R1 |
164.67 |
164.67 |
164.41 |
164.52 |
| PP |
164.36 |
164.36 |
164.36 |
164.29 |
| S1 |
164.05 |
164.05 |
164.29 |
163.90 |
| S2 |
163.74 |
163.74 |
164.24 |
|
| S3 |
163.12 |
163.43 |
164.18 |
|
| S4 |
162.50 |
162.81 |
164.01 |
|
|
| 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 |
164.06 |
2.10 |
1.3% |
0.95 |
0.6% |
14% |
False |
True |
723,281 |
| 10 |
166.16 |
163.16 |
3.00 |
1.8% |
0.90 |
0.5% |
40% |
False |
False |
791,773 |
| 20 |
166.16 |
159.87 |
6.29 |
3.8% |
0.80 |
0.5% |
71% |
False |
False |
759,555 |
| 40 |
166.16 |
156.78 |
9.38 |
5.7% |
0.85 |
0.5% |
81% |
False |
False |
619,285 |
| 60 |
166.16 |
156.42 |
9.74 |
5.9% |
0.85 |
0.5% |
81% |
False |
False |
526,448 |
| 80 |
166.16 |
156.40 |
9.76 |
5.9% |
0.83 |
0.5% |
81% |
False |
False |
395,810 |
| 100 |
166.16 |
156.40 |
9.76 |
5.9% |
0.78 |
0.5% |
81% |
False |
False |
316,741 |
| 120 |
166.16 |
154.54 |
11.62 |
7.1% |
0.79 |
0.5% |
84% |
False |
False |
264,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.32 |
|
2.618 |
166.30 |
|
1.618 |
165.68 |
|
1.000 |
165.30 |
|
0.618 |
165.06 |
|
HIGH |
164.68 |
|
0.618 |
164.44 |
|
0.500 |
164.37 |
|
0.382 |
164.30 |
|
LOW |
164.06 |
|
0.618 |
163.68 |
|
1.000 |
163.44 |
|
1.618 |
163.06 |
|
2.618 |
162.44 |
|
4.250 |
161.43 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.37 |
165.11 |
| PP |
164.36 |
164.86 |
| S1 |
164.36 |
164.60 |
|