Euro Bund Future June 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
157.60 |
158.28 |
0.68 |
0.4% |
157.17 |
| High |
157.79 |
158.74 |
0.95 |
0.6% |
157.85 |
| Low |
157.38 |
158.26 |
0.88 |
0.6% |
156.28 |
| Close |
157.62 |
158.56 |
0.94 |
0.6% |
157.85 |
| Range |
0.41 |
0.48 |
0.07 |
17.1% |
1.57 |
| ATR |
0.61 |
0.64 |
0.04 |
6.0% |
0.00 |
| Volume |
2,279 |
328 |
-1,951 |
-85.6% |
6,063 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.96 |
159.74 |
158.82 |
|
| R3 |
159.48 |
159.26 |
158.69 |
|
| R2 |
159.00 |
159.00 |
158.65 |
|
| R1 |
158.78 |
158.78 |
158.60 |
158.89 |
| PP |
158.52 |
158.52 |
158.52 |
158.58 |
| S1 |
158.30 |
158.30 |
158.52 |
158.41 |
| S2 |
158.04 |
158.04 |
158.47 |
|
| S3 |
157.56 |
157.82 |
158.43 |
|
| S4 |
157.08 |
157.34 |
158.30 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.04 |
161.51 |
158.71 |
|
| R3 |
160.47 |
159.94 |
158.28 |
|
| R2 |
158.90 |
158.90 |
158.14 |
|
| R1 |
158.37 |
158.37 |
157.99 |
158.64 |
| PP |
157.33 |
157.33 |
157.33 |
157.46 |
| S1 |
156.80 |
156.80 |
157.71 |
157.07 |
| S2 |
155.76 |
155.76 |
157.56 |
|
| S3 |
154.19 |
155.23 |
157.42 |
|
| S4 |
152.62 |
153.66 |
156.99 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.78 |
|
2.618 |
160.00 |
|
1.618 |
159.52 |
|
1.000 |
159.22 |
|
0.618 |
159.04 |
|
HIGH |
158.74 |
|
0.618 |
158.56 |
|
0.500 |
158.50 |
|
0.382 |
158.44 |
|
LOW |
158.26 |
|
0.618 |
157.96 |
|
1.000 |
157.78 |
|
1.618 |
157.48 |
|
2.618 |
157.00 |
|
4.250 |
156.22 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
158.54 |
158.39 |
| PP |
158.52 |
158.23 |
| S1 |
158.50 |
158.06 |
|