Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
165.71 |
166.10 |
0.39 |
0.2% |
165.01 |
| High |
166.25 |
166.13 |
-0.12 |
-0.1% |
166.25 |
| Low |
165.59 |
165.77 |
0.18 |
0.1% |
164.75 |
| Close |
166.13 |
165.95 |
-0.18 |
-0.1% |
165.95 |
| Range |
0.66 |
0.36 |
-0.30 |
-45.5% |
1.50 |
| ATR |
0.87 |
0.83 |
-0.04 |
-4.2% |
0.00 |
| Volume |
527,066 |
716,200 |
189,134 |
35.9% |
3,400,636 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.03 |
166.85 |
166.15 |
|
| R3 |
166.67 |
166.49 |
166.05 |
|
| R2 |
166.31 |
166.31 |
166.02 |
|
| R1 |
166.13 |
166.13 |
165.98 |
166.04 |
| PP |
165.95 |
165.95 |
165.95 |
165.91 |
| S1 |
165.77 |
165.77 |
165.92 |
165.68 |
| S2 |
165.59 |
165.59 |
165.88 |
|
| S3 |
165.23 |
165.41 |
165.85 |
|
| S4 |
164.87 |
165.05 |
165.75 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170.15 |
169.55 |
166.78 |
|
| R3 |
168.65 |
168.05 |
166.36 |
|
| R2 |
167.15 |
167.15 |
166.23 |
|
| R1 |
166.55 |
166.55 |
166.09 |
166.85 |
| PP |
165.65 |
165.65 |
165.65 |
165.80 |
| S1 |
165.05 |
165.05 |
165.81 |
165.35 |
| S2 |
164.15 |
164.15 |
165.68 |
|
| S3 |
162.65 |
163.55 |
165.54 |
|
| S4 |
161.15 |
162.05 |
165.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166.25 |
164.75 |
1.50 |
0.9% |
0.65 |
0.4% |
80% |
False |
False |
680,127 |
| 10 |
166.25 |
164.02 |
2.23 |
1.3% |
0.71 |
0.4% |
87% |
False |
False |
628,791 |
| 20 |
166.25 |
162.70 |
3.55 |
2.1% |
0.81 |
0.5% |
92% |
False |
False |
726,588 |
| 40 |
166.25 |
157.52 |
8.73 |
5.3% |
0.79 |
0.5% |
97% |
False |
False |
681,543 |
| 60 |
166.25 |
156.42 |
9.83 |
5.9% |
0.86 |
0.5% |
97% |
False |
False |
610,167 |
| 80 |
166.25 |
156.40 |
9.85 |
5.9% |
0.81 |
0.5% |
97% |
False |
False |
460,547 |
| 100 |
166.25 |
156.40 |
9.85 |
5.9% |
0.78 |
0.5% |
97% |
False |
False |
368,624 |
| 120 |
166.25 |
155.11 |
11.14 |
6.7% |
0.80 |
0.5% |
97% |
False |
False |
307,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.66 |
|
2.618 |
167.07 |
|
1.618 |
166.71 |
|
1.000 |
166.49 |
|
0.618 |
166.35 |
|
HIGH |
166.13 |
|
0.618 |
165.99 |
|
0.500 |
165.95 |
|
0.382 |
165.91 |
|
LOW |
165.77 |
|
0.618 |
165.55 |
|
1.000 |
165.41 |
|
1.618 |
165.19 |
|
2.618 |
164.83 |
|
4.250 |
164.24 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165.95 |
165.93 |
| PP |
165.95 |
165.90 |
| S1 |
165.95 |
165.88 |
|