Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
165.80 |
165.11 |
-0.69 |
-0.4% |
165.01 |
| High |
165.83 |
165.85 |
0.02 |
0.0% |
166.25 |
| Low |
165.04 |
164.73 |
-0.31 |
-0.2% |
164.75 |
| Close |
165.19 |
165.59 |
0.40 |
0.2% |
165.95 |
| Range |
0.79 |
1.12 |
0.33 |
41.8% |
1.50 |
| ATR |
0.83 |
0.85 |
0.02 |
2.5% |
0.00 |
| Volume |
1,225,892 |
1,087,700 |
-138,192 |
-11.3% |
3,400,636 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.75 |
168.29 |
166.21 |
|
| R3 |
167.63 |
167.17 |
165.90 |
|
| R2 |
166.51 |
166.51 |
165.80 |
|
| R1 |
166.05 |
166.05 |
165.69 |
166.28 |
| PP |
165.39 |
165.39 |
165.39 |
165.51 |
| S1 |
164.93 |
164.93 |
165.49 |
165.16 |
| S2 |
164.27 |
164.27 |
165.38 |
|
| S3 |
163.15 |
163.81 |
165.28 |
|
| S4 |
162.03 |
162.69 |
164.97 |
|
|
| 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 |
164.73 |
1.90 |
1.1% |
0.75 |
0.5% |
45% |
False |
True |
1,042,669 |
| 10 |
166.63 |
164.73 |
1.90 |
1.1% |
0.73 |
0.4% |
45% |
False |
True |
834,068 |
| 20 |
166.63 |
163.25 |
3.38 |
2.0% |
0.81 |
0.5% |
69% |
False |
False |
796,036 |
| 40 |
166.63 |
158.70 |
7.93 |
4.8% |
0.79 |
0.5% |
87% |
False |
False |
751,077 |
| 60 |
166.63 |
156.42 |
10.21 |
6.2% |
0.88 |
0.5% |
90% |
False |
False |
657,638 |
| 80 |
166.63 |
156.40 |
10.23 |
6.2% |
0.82 |
0.5% |
90% |
False |
False |
516,493 |
| 100 |
166.63 |
156.40 |
10.23 |
6.2% |
0.79 |
0.5% |
90% |
False |
False |
413,595 |
| 120 |
166.63 |
155.11 |
11.52 |
7.0% |
0.77 |
0.5% |
91% |
False |
False |
344,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170.61 |
|
2.618 |
168.78 |
|
1.618 |
167.66 |
|
1.000 |
166.97 |
|
0.618 |
166.54 |
|
HIGH |
165.85 |
|
0.618 |
165.42 |
|
0.500 |
165.29 |
|
0.382 |
165.16 |
|
LOW |
164.73 |
|
0.618 |
164.04 |
|
1.000 |
163.61 |
|
1.618 |
162.92 |
|
2.618 |
161.80 |
|
4.250 |
159.97 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
165.49 |
165.66 |
| PP |
165.39 |
165.64 |
| S1 |
165.29 |
165.61 |
|