Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
161.73 |
161.92 |
0.19 |
0.1% |
160.16 |
| High |
162.03 |
162.25 |
0.22 |
0.1% |
161.94 |
| Low |
161.55 |
161.61 |
0.06 |
0.0% |
159.87 |
| Close |
161.83 |
161.87 |
0.04 |
0.0% |
161.31 |
| Range |
0.48 |
0.64 |
0.16 |
33.3% |
2.07 |
| ATR |
0.84 |
0.83 |
-0.01 |
-1.7% |
0.00 |
| Volume |
631,774 |
810,748 |
178,974 |
28.3% |
2,801,699 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.83 |
163.49 |
162.22 |
|
| R3 |
163.19 |
162.85 |
162.05 |
|
| R2 |
162.55 |
162.55 |
161.99 |
|
| R1 |
162.21 |
162.21 |
161.93 |
162.06 |
| PP |
161.91 |
161.91 |
161.91 |
161.84 |
| S1 |
161.57 |
161.57 |
161.81 |
161.42 |
| S2 |
161.27 |
161.27 |
161.75 |
|
| S3 |
160.63 |
160.93 |
161.69 |
|
| S4 |
159.99 |
160.29 |
161.52 |
|
|
| 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 |
162.25 |
160.81 |
1.44 |
0.9% |
0.65 |
0.4% |
74% |
True |
False |
633,645 |
| 10 |
162.25 |
159.12 |
3.13 |
1.9% |
0.71 |
0.4% |
88% |
True |
False |
676,109 |
| 20 |
162.25 |
157.52 |
4.73 |
2.9% |
0.79 |
0.5% |
92% |
True |
False |
602,821 |
| 40 |
162.25 |
156.42 |
5.83 |
3.6% |
0.88 |
0.5% |
93% |
True |
False |
529,496 |
| 60 |
162.25 |
156.40 |
5.85 |
3.6% |
0.82 |
0.5% |
94% |
True |
False |
356,050 |
| 80 |
162.25 |
156.40 |
5.85 |
3.6% |
0.78 |
0.5% |
94% |
True |
False |
267,281 |
| 100 |
162.25 |
155.00 |
7.25 |
4.5% |
0.79 |
0.5% |
95% |
True |
False |
213,943 |
| 120 |
162.25 |
154.54 |
7.71 |
4.8% |
0.72 |
0.4% |
95% |
True |
False |
178,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.97 |
|
2.618 |
163.93 |
|
1.618 |
163.29 |
|
1.000 |
162.89 |
|
0.618 |
162.65 |
|
HIGH |
162.25 |
|
0.618 |
162.01 |
|
0.500 |
161.93 |
|
0.382 |
161.85 |
|
LOW |
161.61 |
|
0.618 |
161.21 |
|
1.000 |
160.97 |
|
1.618 |
160.57 |
|
2.618 |
159.93 |
|
4.250 |
158.89 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161.93 |
161.81 |
| PP |
161.91 |
161.75 |
| S1 |
161.89 |
161.69 |
|