Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
162.12 |
162.77 |
0.65 |
0.4% |
161.18 |
High |
162.72 |
163.52 |
0.80 |
0.5% |
163.52 |
Low |
161.92 |
162.70 |
0.78 |
0.5% |
161.13 |
Close |
162.37 |
163.35 |
0.98 |
0.6% |
163.35 |
Range |
0.80 |
0.82 |
0.02 |
2.5% |
2.39 |
ATR |
0.83 |
0.85 |
0.02 |
2.8% |
0.00 |
Volume |
948,957 |
706,484 |
-242,473 |
-25.6% |
3,756,024 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.65 |
165.32 |
163.80 |
|
R3 |
164.83 |
164.50 |
163.58 |
|
R2 |
164.01 |
164.01 |
163.50 |
|
R1 |
163.68 |
163.68 |
163.43 |
163.85 |
PP |
163.19 |
163.19 |
163.19 |
163.27 |
S1 |
162.86 |
162.86 |
163.27 |
163.03 |
S2 |
162.37 |
162.37 |
163.20 |
|
S3 |
161.55 |
162.04 |
163.12 |
|
S4 |
160.73 |
161.22 |
162.90 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.84 |
168.98 |
164.66 |
|
R3 |
167.45 |
166.59 |
164.01 |
|
R2 |
165.06 |
165.06 |
163.79 |
|
R1 |
164.20 |
164.20 |
163.57 |
164.63 |
PP |
162.67 |
162.67 |
162.67 |
162.88 |
S1 |
161.81 |
161.81 |
163.13 |
162.24 |
S2 |
160.28 |
160.28 |
162.91 |
|
S3 |
157.89 |
159.42 |
162.69 |
|
S4 |
155.50 |
157.03 |
162.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.52 |
161.13 |
2.39 |
1.5% |
0.63 |
0.4% |
93% |
True |
False |
751,204 |
10 |
163.52 |
159.83 |
3.69 |
2.3% |
0.69 |
0.4% |
95% |
True |
False |
689,617 |
20 |
163.52 |
157.65 |
5.87 |
3.6% |
0.75 |
0.5% |
97% |
True |
False |
658,988 |
40 |
163.52 |
156.42 |
7.10 |
4.3% |
0.90 |
0.6% |
98% |
True |
False |
567,289 |
60 |
163.52 |
156.40 |
7.12 |
4.4% |
0.82 |
0.5% |
98% |
True |
False |
383,284 |
80 |
163.52 |
156.40 |
7.12 |
4.4% |
0.77 |
0.5% |
98% |
True |
False |
287,963 |
100 |
163.52 |
155.11 |
8.41 |
5.1% |
0.74 |
0.5% |
98% |
True |
False |
230,497 |
120 |
163.52 |
154.54 |
8.98 |
5.5% |
0.73 |
0.4% |
98% |
True |
False |
192,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.01 |
2.618 |
165.67 |
1.618 |
164.85 |
1.000 |
164.34 |
0.618 |
164.03 |
HIGH |
163.52 |
0.618 |
163.21 |
0.500 |
163.11 |
0.382 |
163.01 |
LOW |
162.70 |
0.618 |
162.19 |
1.000 |
161.88 |
1.618 |
161.37 |
2.618 |
160.55 |
4.250 |
159.22 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
163.27 |
163.09 |
PP |
163.19 |
162.83 |
S1 |
163.11 |
162.57 |
|