Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
161.45 |
161.18 |
-0.27 |
-0.2% |
160.16 |
High |
161.61 |
161.55 |
-0.06 |
0.0% |
161.94 |
Low |
161.02 |
161.13 |
0.11 |
0.1% |
159.87 |
Close |
161.31 |
161.42 |
0.11 |
0.1% |
161.31 |
Range |
0.59 |
0.42 |
-0.17 |
-28.8% |
2.07 |
ATR |
0.89 |
0.86 |
-0.03 |
-3.8% |
0.00 |
Volume |
438,486 |
658,061 |
219,575 |
50.1% |
2,801,699 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.63 |
162.44 |
161.65 |
|
R3 |
162.21 |
162.02 |
161.54 |
|
R2 |
161.79 |
161.79 |
161.50 |
|
R1 |
161.60 |
161.60 |
161.46 |
161.70 |
PP |
161.37 |
161.37 |
161.37 |
161.41 |
S1 |
161.18 |
161.18 |
161.38 |
161.28 |
S2 |
160.95 |
160.95 |
161.34 |
|
S3 |
160.53 |
160.76 |
161.30 |
|
S4 |
160.11 |
160.34 |
161.19 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.25 |
166.35 |
162.45 |
|
R3 |
165.18 |
164.28 |
161.88 |
|
R2 |
163.11 |
163.11 |
161.69 |
|
R1 |
162.21 |
162.21 |
161.50 |
162.66 |
PP |
161.04 |
161.04 |
161.04 |
161.27 |
S1 |
160.14 |
160.14 |
161.12 |
160.59 |
S2 |
158.97 |
158.97 |
160.93 |
|
S3 |
156.90 |
158.07 |
160.74 |
|
S4 |
154.83 |
156.00 |
160.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.94 |
159.87 |
2.07 |
1.3% |
0.69 |
0.4% |
75% |
False |
False |
691,952 |
10 |
161.94 |
158.70 |
3.24 |
2.0% |
0.76 |
0.5% |
84% |
False |
False |
676,942 |
20 |
161.94 |
157.52 |
4.42 |
2.7% |
0.81 |
0.5% |
88% |
False |
False |
550,060 |
40 |
161.94 |
156.42 |
5.52 |
3.4% |
0.88 |
0.5% |
91% |
False |
False |
494,807 |
60 |
161.94 |
156.40 |
5.54 |
3.4% |
0.83 |
0.5% |
91% |
False |
False |
332,127 |
80 |
161.94 |
156.40 |
5.54 |
3.4% |
0.78 |
0.5% |
91% |
False |
False |
249,269 |
100 |
161.94 |
154.54 |
7.40 |
4.6% |
0.78 |
0.5% |
93% |
False |
False |
199,517 |
120 |
161.94 |
154.54 |
7.40 |
4.6% |
0.71 |
0.4% |
93% |
False |
False |
166,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.34 |
2.618 |
162.65 |
1.618 |
162.23 |
1.000 |
161.97 |
0.618 |
161.81 |
HIGH |
161.55 |
0.618 |
161.39 |
0.500 |
161.34 |
0.382 |
161.29 |
LOW |
161.13 |
0.618 |
160.87 |
1.000 |
160.71 |
1.618 |
160.45 |
2.618 |
160.03 |
4.250 |
159.35 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
161.39 |
161.41 |
PP |
161.37 |
161.39 |
S1 |
161.34 |
161.38 |
|