Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
166.10 |
166.56 |
0.46 |
0.3% |
165.01 |
| High |
166.63 |
166.59 |
-0.04 |
0.0% |
166.25 |
| Low |
165.94 |
165.80 |
-0.14 |
-0.1% |
164.75 |
| Close |
166.58 |
165.99 |
-0.59 |
-0.4% |
165.95 |
| Range |
0.69 |
0.79 |
0.10 |
14.5% |
1.50 |
| ATR |
0.82 |
0.82 |
0.00 |
-0.3% |
0.00 |
| Volume |
917,758 |
1,265,798 |
348,040 |
37.9% |
3,400,636 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.50 |
168.03 |
166.42 |
|
| R3 |
167.71 |
167.24 |
166.21 |
|
| R2 |
166.92 |
166.92 |
166.13 |
|
| R1 |
166.45 |
166.45 |
166.06 |
166.29 |
| PP |
166.13 |
166.13 |
166.13 |
166.05 |
| S1 |
165.66 |
165.66 |
165.92 |
165.50 |
| S2 |
165.34 |
165.34 |
165.85 |
|
| S3 |
164.55 |
164.87 |
165.77 |
|
| S4 |
163.76 |
164.08 |
165.56 |
|
|
| 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 |
166.63 |
165.51 |
1.12 |
0.7% |
0.65 |
0.4% |
43% |
False |
False |
806,711 |
| 10 |
166.63 |
164.02 |
2.61 |
1.6% |
0.69 |
0.4% |
75% |
False |
False |
737,546 |
| 20 |
166.63 |
163.16 |
3.47 |
2.1% |
0.80 |
0.5% |
82% |
False |
False |
764,659 |
| 40 |
166.63 |
158.33 |
8.30 |
5.0% |
0.78 |
0.5% |
92% |
False |
False |
718,391 |
| 60 |
166.63 |
156.42 |
10.21 |
6.2% |
0.87 |
0.5% |
94% |
False |
False |
639,702 |
| 80 |
166.63 |
156.40 |
10.23 |
6.2% |
0.81 |
0.5% |
94% |
False |
False |
487,573 |
| 100 |
166.63 |
156.40 |
10.23 |
6.2% |
0.78 |
0.5% |
94% |
False |
False |
390,459 |
| 120 |
166.63 |
155.11 |
11.52 |
6.9% |
0.76 |
0.5% |
94% |
False |
False |
325,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169.95 |
|
2.618 |
168.66 |
|
1.618 |
167.87 |
|
1.000 |
167.38 |
|
0.618 |
167.08 |
|
HIGH |
166.59 |
|
0.618 |
166.29 |
|
0.500 |
166.20 |
|
0.382 |
166.10 |
|
LOW |
165.80 |
|
0.618 |
165.31 |
|
1.000 |
165.01 |
|
1.618 |
164.52 |
|
2.618 |
163.73 |
|
4.250 |
162.44 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166.20 |
166.20 |
| PP |
166.13 |
166.13 |
| S1 |
166.06 |
166.06 |
|