Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 01-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
162.08 |
161.94 |
-0.14 |
-0.1% |
164.40 |
High |
162.32 |
162.36 |
0.04 |
0.0% |
164.54 |
Low |
161.95 |
161.53 |
-0.42 |
-0.3% |
161.37 |
Close |
162.17 |
161.84 |
-0.33 |
-0.2% |
162.08 |
Range |
0.37 |
0.83 |
0.46 |
124.3% |
3.17 |
ATR |
0.74 |
0.75 |
0.01 |
0.9% |
0.00 |
Volume |
750,831 |
837,664 |
86,833 |
11.6% |
4,391,601 |
|
Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.40 |
163.95 |
162.30 |
|
R3 |
163.57 |
163.12 |
162.07 |
|
R2 |
162.74 |
162.74 |
161.99 |
|
R1 |
162.29 |
162.29 |
161.92 |
162.10 |
PP |
161.91 |
161.91 |
161.91 |
161.82 |
S1 |
161.46 |
161.46 |
161.76 |
161.27 |
S2 |
161.08 |
161.08 |
161.69 |
|
S3 |
160.25 |
160.63 |
161.61 |
|
S4 |
159.42 |
159.80 |
161.38 |
|
|
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 |
164.06 |
161.37 |
2.69 |
1.7% |
0.95 |
0.6% |
17% |
False |
False |
865,201 |
10 |
164.54 |
161.37 |
3.17 |
2.0% |
0.76 |
0.5% |
15% |
False |
False |
793,195 |
20 |
165.03 |
161.37 |
3.66 |
2.3% |
0.71 |
0.4% |
13% |
False |
False |
748,884 |
40 |
166.36 |
161.37 |
4.99 |
3.1% |
0.72 |
0.4% |
9% |
False |
False |
723,771 |
60 |
166.36 |
161.37 |
4.99 |
3.1% |
0.70 |
0.4% |
9% |
False |
False |
525,535 |
80 |
166.36 |
161.37 |
4.99 |
3.1% |
0.67 |
0.4% |
9% |
False |
False |
395,083 |
100 |
166.36 |
161.11 |
5.25 |
3.2% |
0.65 |
0.4% |
14% |
False |
False |
316,077 |
120 |
166.36 |
159.75 |
6.61 |
4.1% |
0.56 |
0.3% |
32% |
False |
False |
263,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.89 |
2.618 |
164.53 |
1.618 |
163.70 |
1.000 |
163.19 |
0.618 |
162.87 |
HIGH |
162.36 |
0.618 |
162.04 |
0.500 |
161.95 |
0.382 |
161.85 |
LOW |
161.53 |
0.618 |
161.02 |
1.000 |
160.70 |
1.618 |
160.19 |
2.618 |
159.36 |
4.250 |
158.00 |
|
|
Fisher Pivots for day following 01-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
161.95 |
161.87 |
PP |
161.91 |
161.86 |
S1 |
161.88 |
161.85 |
|