Euro Bund Future March 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	159.96	160.16	0.20	0.1%	159.77
High	160.52	160.38	-0.14	-0.1%	160.52
Low	159.83	159.87	0.04	0.0%	158.70
Close	160.39	160.17	-0.22	-0.1%	160.39
Range	0.69	0.51	-0.18	-26.1%	1.82
ATR	0.91	0.88	-0.03	-3.0%	0.00
Volume	338,454	947,225	608,771	179.9%	3,309,665

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	161.67	161.43	160.45
R3	161.16	160.92	160.31
R2	160.65	160.65	160.26
R1	160.41	160.41	160.22	160.53
PP	160.14	160.14	160.14	160.20
S1	159.90	159.90	160.12	160.02
S2	159.63	159.63	160.08
S3	159.12	159.39	160.03
S4	158.61	158.88	159.89

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.33	164.68	161.39
R3	163.51	162.86	160.89
R2	161.69	161.69	160.72
R1	161.04	161.04	160.56	161.37
PP	159.87	159.87	159.87	160.03
S1	159.22	159.22	160.22	159.55
S2	158.05	158.05	160.06
S3	156.23	157.40	159.89
S4	154.41	155.58	159.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	160.52	158.70	1.82	1.1%	0.79	0.5%	81%	False	False	707,069
10	160.52	158.45	2.07	1.3%	0.81	0.5%	83%	False	False	661,501
20	160.52	156.78	3.74	2.3%	0.85	0.5%	91%	False	False	503,080
40	160.66	156.42	4.24	2.6%	0.87	0.5%	88%	False	False	433,575
60	160.66	156.40	4.26	2.7%	0.82	0.5%	88%	False	False	290,349
80	160.66	156.40	4.26	2.7%	0.77	0.5%	88%	False	False	217,875
100	161.71	154.54	7.17	4.5%	0.77	0.5%	79%	False	False	174,392
120	161.71	154.54	7.17	4.5%	0.70	0.4%	79%	False	False	145,329

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	162.55
2.618	161.72
1.618	161.21
1.000	160.89
0.618	160.70
HIGH	160.38
0.618	160.19
0.500	160.13
0.382	160.06
LOW	159.87
0.618	159.55
1.000	159.36
1.618	159.04
2.618	158.53
4.250	157.70

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	160.16	160.12
PP	160.14	160.07
S1	160.13	160.03

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols