Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
160.88 |
161.45 |
0.57 |
0.4% |
160.16 |
| High |
161.94 |
161.61 |
-0.33 |
-0.2% |
161.94 |
| Low |
160.81 |
161.02 |
0.21 |
0.1% |
159.87 |
| Close |
161.52 |
161.31 |
-0.21 |
-0.1% |
161.31 |
| Range |
1.13 |
0.59 |
-0.54 |
-47.8% |
2.07 |
| ATR |
0.92 |
0.89 |
-0.02 |
-2.5% |
0.00 |
| Volume |
629,160 |
438,486 |
-190,674 |
-30.3% |
2,801,699 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.08 |
162.79 |
161.63 |
|
| R3 |
162.49 |
162.20 |
161.47 |
|
| R2 |
161.90 |
161.90 |
161.42 |
|
| R1 |
161.61 |
161.61 |
161.36 |
161.46 |
| PP |
161.31 |
161.31 |
161.31 |
161.24 |
| S1 |
161.02 |
161.02 |
161.26 |
160.87 |
| S2 |
160.72 |
160.72 |
161.20 |
|
| S3 |
160.13 |
160.43 |
161.15 |
|
| S4 |
159.54 |
159.84 |
160.99 |
|
|
| 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 |
159.83 |
2.11 |
1.3% |
0.74 |
0.5% |
70% |
False |
False |
628,030 |
| 10 |
161.94 |
158.70 |
3.24 |
2.0% |
0.79 |
0.5% |
81% |
False |
False |
663,572 |
| 20 |
161.94 |
157.52 |
4.42 |
2.7% |
0.83 |
0.5% |
86% |
False |
False |
532,538 |
| 40 |
161.94 |
156.42 |
5.52 |
3.4% |
0.90 |
0.6% |
89% |
False |
False |
479,051 |
| 60 |
161.94 |
156.40 |
5.54 |
3.4% |
0.82 |
0.5% |
89% |
False |
False |
321,210 |
| 80 |
161.94 |
156.40 |
5.54 |
3.4% |
0.78 |
0.5% |
89% |
False |
False |
241,045 |
| 100 |
161.94 |
154.54 |
7.40 |
4.6% |
0.78 |
0.5% |
91% |
False |
False |
192,937 |
| 120 |
161.94 |
154.54 |
7.40 |
4.6% |
0.71 |
0.4% |
91% |
False |
False |
160,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.12 |
|
2.618 |
163.15 |
|
1.618 |
162.56 |
|
1.000 |
162.20 |
|
0.618 |
161.97 |
|
HIGH |
161.61 |
|
0.618 |
161.38 |
|
0.500 |
161.32 |
|
0.382 |
161.25 |
|
LOW |
161.02 |
|
0.618 |
160.66 |
|
1.000 |
160.43 |
|
1.618 |
160.07 |
|
2.618 |
159.48 |
|
4.250 |
158.51 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161.32 |
161.29 |
| PP |
161.31 |
161.27 |
| S1 |
161.31 |
161.25 |
|