Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 02-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
161.94 |
162.31 |
0.37 |
0.2% |
164.40 |
High |
162.36 |
162.78 |
0.42 |
0.3% |
164.54 |
Low |
161.53 |
162.18 |
0.65 |
0.4% |
161.37 |
Close |
161.84 |
162.57 |
0.73 |
0.5% |
162.08 |
Range |
0.83 |
0.60 |
-0.23 |
-27.7% |
3.17 |
ATR |
0.75 |
0.76 |
0.01 |
1.9% |
0.00 |
Volume |
837,664 |
790,605 |
-47,059 |
-5.6% |
4,391,601 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.31 |
164.04 |
162.90 |
|
R3 |
163.71 |
163.44 |
162.74 |
|
R2 |
163.11 |
163.11 |
162.68 |
|
R1 |
162.84 |
162.84 |
162.63 |
162.98 |
PP |
162.51 |
162.51 |
162.51 |
162.58 |
S1 |
162.24 |
162.24 |
162.52 |
162.38 |
S2 |
161.91 |
161.91 |
162.46 |
|
S3 |
161.31 |
161.64 |
162.41 |
|
S4 |
160.71 |
161.04 |
162.24 |
|
|
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 |
163.19 |
161.37 |
1.82 |
1.1% |
0.84 |
0.5% |
66% |
False |
False |
790,201 |
10 |
164.54 |
161.37 |
3.17 |
1.9% |
0.79 |
0.5% |
38% |
False |
False |
788,209 |
20 |
164.87 |
161.37 |
3.50 |
2.2% |
0.70 |
0.4% |
34% |
False |
False |
735,103 |
40 |
166.36 |
161.37 |
4.99 |
3.1% |
0.73 |
0.4% |
24% |
False |
False |
720,768 |
60 |
166.36 |
161.37 |
4.99 |
3.1% |
0.70 |
0.4% |
24% |
False |
False |
538,688 |
80 |
166.36 |
161.37 |
4.99 |
3.1% |
0.67 |
0.4% |
24% |
False |
False |
404,963 |
100 |
166.36 |
161.11 |
5.25 |
3.2% |
0.65 |
0.4% |
28% |
False |
False |
323,983 |
120 |
166.36 |
159.75 |
6.61 |
4.1% |
0.57 |
0.3% |
43% |
False |
False |
269,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.33 |
2.618 |
164.35 |
1.618 |
163.75 |
1.000 |
163.38 |
0.618 |
163.15 |
HIGH |
162.78 |
0.618 |
162.55 |
0.500 |
162.48 |
0.382 |
162.41 |
LOW |
162.18 |
0.618 |
161.81 |
1.000 |
161.58 |
1.618 |
161.21 |
2.618 |
160.61 |
4.250 |
159.63 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
162.54 |
162.43 |
PP |
162.51 |
162.29 |
S1 |
162.48 |
162.16 |
|