Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
161.85 |
162.08 |
0.23 |
0.1% |
164.40 |
High |
162.28 |
162.32 |
0.04 |
0.0% |
164.54 |
Low |
161.37 |
161.95 |
0.58 |
0.4% |
161.37 |
Close |
162.08 |
162.17 |
0.09 |
0.1% |
162.08 |
Range |
0.91 |
0.37 |
-0.54 |
-59.3% |
3.17 |
ATR |
0.77 |
0.74 |
-0.03 |
-3.7% |
0.00 |
Volume |
664,426 |
750,831 |
86,405 |
13.0% |
4,391,601 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.26 |
163.08 |
162.37 |
|
R3 |
162.89 |
162.71 |
162.27 |
|
R2 |
162.52 |
162.52 |
162.24 |
|
R1 |
162.34 |
162.34 |
162.20 |
162.43 |
PP |
162.15 |
162.15 |
162.15 |
162.19 |
S1 |
161.97 |
161.97 |
162.14 |
162.06 |
S2 |
161.78 |
161.78 |
162.10 |
|
S3 |
161.41 |
161.60 |
162.07 |
|
S4 |
161.04 |
161.23 |
161.97 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.17 |
170.30 |
163.82 |
|
R3 |
169.00 |
167.13 |
162.95 |
|
R2 |
165.83 |
165.83 |
162.66 |
|
R1 |
163.96 |
163.96 |
162.37 |
163.31 |
PP |
162.66 |
162.66 |
162.66 |
162.34 |
S1 |
160.79 |
160.79 |
161.79 |
160.14 |
S2 |
159.49 |
159.49 |
161.50 |
|
S3 |
156.32 |
157.62 |
161.21 |
|
S4 |
153.15 |
154.45 |
160.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.16 |
161.37 |
2.79 |
1.7% |
0.87 |
0.5% |
29% |
False |
False |
896,792 |
10 |
164.54 |
161.37 |
3.17 |
2.0% |
0.73 |
0.4% |
25% |
False |
False |
769,386 |
20 |
165.68 |
161.37 |
4.31 |
2.7% |
0.72 |
0.4% |
19% |
False |
False |
757,939 |
40 |
166.36 |
161.37 |
4.99 |
3.1% |
0.73 |
0.4% |
16% |
False |
False |
723,270 |
60 |
166.36 |
161.37 |
4.99 |
3.1% |
0.69 |
0.4% |
16% |
False |
False |
511,656 |
80 |
166.36 |
161.37 |
4.99 |
3.1% |
0.66 |
0.4% |
16% |
False |
False |
384,613 |
100 |
166.36 |
161.11 |
5.25 |
3.2% |
0.64 |
0.4% |
20% |
False |
False |
307,701 |
120 |
166.36 |
159.75 |
6.61 |
4.1% |
0.56 |
0.3% |
37% |
False |
False |
256,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.89 |
2.618 |
163.29 |
1.618 |
162.92 |
1.000 |
162.69 |
0.618 |
162.55 |
HIGH |
162.32 |
0.618 |
162.18 |
0.500 |
162.14 |
0.382 |
162.09 |
LOW |
161.95 |
0.618 |
161.72 |
1.000 |
161.58 |
1.618 |
161.35 |
2.618 |
160.98 |
4.250 |
160.38 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
162.16 |
162.28 |
PP |
162.15 |
162.24 |
S1 |
162.14 |
162.21 |
|