Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
165.10 |
165.01 |
-0.09 |
-0.1% |
164.49 |
| High |
165.47 |
165.57 |
0.10 |
0.1% |
165.47 |
| Low |
164.85 |
164.90 |
0.05 |
0.0% |
164.02 |
| Close |
165.18 |
165.51 |
0.33 |
0.2% |
165.18 |
| Range |
0.62 |
0.67 |
0.05 |
8.1% |
1.45 |
| ATR |
0.91 |
0.89 |
-0.02 |
-1.9% |
0.00 |
| Volume |
442,898 |
745,193 |
302,295 |
68.3% |
2,447,718 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.34 |
167.09 |
165.88 |
|
| R3 |
166.67 |
166.42 |
165.69 |
|
| R2 |
166.00 |
166.00 |
165.63 |
|
| R1 |
165.75 |
165.75 |
165.57 |
165.88 |
| PP |
165.33 |
165.33 |
165.33 |
165.39 |
| S1 |
165.08 |
165.08 |
165.45 |
165.21 |
| S2 |
164.66 |
164.66 |
165.39 |
|
| S3 |
163.99 |
164.41 |
165.33 |
|
| S4 |
163.32 |
163.74 |
165.14 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.24 |
168.66 |
165.98 |
|
| R3 |
167.79 |
167.21 |
165.58 |
|
| R2 |
166.34 |
166.34 |
165.45 |
|
| R1 |
165.76 |
165.76 |
165.31 |
166.05 |
| PP |
164.89 |
164.89 |
164.89 |
165.04 |
| S1 |
164.31 |
164.31 |
165.05 |
164.60 |
| S2 |
163.44 |
163.44 |
164.91 |
|
| S3 |
161.99 |
162.86 |
164.78 |
|
| S4 |
160.54 |
161.41 |
164.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.57 |
164.02 |
1.55 |
0.9% |
0.70 |
0.4% |
96% |
True |
False |
638,582 |
| 10 |
166.16 |
163.72 |
2.44 |
1.5% |
0.90 |
0.5% |
73% |
False |
False |
718,183 |
| 20 |
166.16 |
161.13 |
5.03 |
3.0% |
0.80 |
0.5% |
87% |
False |
False |
746,293 |
| 40 |
166.16 |
157.52 |
8.64 |
5.2% |
0.81 |
0.5% |
92% |
False |
False |
639,416 |
| 60 |
166.16 |
156.42 |
9.74 |
5.9% |
0.86 |
0.5% |
93% |
False |
False |
568,132 |
| 80 |
166.16 |
156.40 |
9.76 |
5.9% |
0.82 |
0.5% |
93% |
False |
False |
427,481 |
| 100 |
166.16 |
156.40 |
9.76 |
5.9% |
0.78 |
0.5% |
93% |
False |
False |
342,095 |
| 120 |
166.16 |
154.54 |
11.62 |
7.0% |
0.79 |
0.5% |
94% |
False |
False |
285,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168.42 |
|
2.618 |
167.32 |
|
1.618 |
166.65 |
|
1.000 |
166.24 |
|
0.618 |
165.98 |
|
HIGH |
165.57 |
|
0.618 |
165.31 |
|
0.500 |
165.24 |
|
0.382 |
165.16 |
|
LOW |
164.90 |
|
0.618 |
164.49 |
|
1.000 |
164.23 |
|
1.618 |
163.82 |
|
2.618 |
163.15 |
|
4.250 |
162.05 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165.42 |
165.31 |
| PP |
165.33 |
165.11 |
| S1 |
165.24 |
164.91 |
|