Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
161.18 |
161.73 |
0.55 |
0.3% |
160.16 |
High |
161.55 |
162.03 |
0.48 |
0.3% |
161.94 |
Low |
161.13 |
161.55 |
0.42 |
0.3% |
159.87 |
Close |
161.42 |
161.83 |
0.41 |
0.3% |
161.31 |
Range |
0.42 |
0.48 |
0.06 |
14.3% |
2.07 |
ATR |
0.86 |
0.84 |
-0.02 |
-2.1% |
0.00 |
Volume |
658,061 |
631,774 |
-26,287 |
-4.0% |
2,801,699 |
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.24 |
163.02 |
162.09 |
|
R3 |
162.76 |
162.54 |
161.96 |
|
R2 |
162.28 |
162.28 |
161.92 |
|
R1 |
162.06 |
162.06 |
161.87 |
162.17 |
PP |
161.80 |
161.80 |
161.80 |
161.86 |
S1 |
161.58 |
161.58 |
161.79 |
161.69 |
S2 |
161.32 |
161.32 |
161.74 |
|
S3 |
160.84 |
161.10 |
161.70 |
|
S4 |
160.36 |
160.62 |
161.57 |
|
|
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 |
162.03 |
160.55 |
1.48 |
0.9% |
0.68 |
0.4% |
86% |
True |
False |
628,861 |
10 |
162.03 |
158.70 |
3.33 |
2.1% |
0.74 |
0.5% |
94% |
True |
False |
667,965 |
20 |
162.03 |
157.52 |
4.51 |
2.8% |
0.80 |
0.5% |
96% |
True |
False |
570,866 |
40 |
162.03 |
156.42 |
5.61 |
3.5% |
0.88 |
0.5% |
96% |
True |
False |
509,661 |
60 |
162.03 |
156.40 |
5.63 |
3.5% |
0.82 |
0.5% |
96% |
True |
False |
342,538 |
80 |
162.03 |
156.40 |
5.63 |
3.5% |
0.78 |
0.5% |
96% |
True |
False |
257,165 |
100 |
162.03 |
154.69 |
7.34 |
4.5% |
0.79 |
0.5% |
97% |
True |
False |
205,835 |
120 |
162.03 |
154.54 |
7.49 |
4.6% |
0.72 |
0.4% |
97% |
True |
False |
171,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.07 |
2.618 |
163.29 |
1.618 |
162.81 |
1.000 |
162.51 |
0.618 |
162.33 |
HIGH |
162.03 |
0.618 |
161.85 |
0.500 |
161.79 |
0.382 |
161.73 |
LOW |
161.55 |
0.618 |
161.25 |
1.000 |
161.07 |
1.618 |
160.77 |
2.618 |
160.29 |
4.250 |
159.51 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
161.82 |
161.73 |
PP |
161.80 |
161.63 |
S1 |
161.79 |
161.53 |
|