Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
162.31 |
162.57 |
0.26 |
0.2% |
164.40 |
High |
162.78 |
162.70 |
-0.08 |
0.0% |
164.54 |
Low |
162.18 |
161.93 |
-0.25 |
-0.2% |
161.37 |
Close |
162.57 |
162.10 |
-0.47 |
-0.3% |
162.08 |
Range |
0.60 |
0.77 |
0.17 |
28.3% |
3.17 |
ATR |
0.76 |
0.76 |
0.00 |
0.1% |
0.00 |
Volume |
790,605 |
596,884 |
-193,721 |
-24.5% |
4,391,601 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.55 |
164.10 |
162.52 |
|
R3 |
163.78 |
163.33 |
162.31 |
|
R2 |
163.01 |
163.01 |
162.24 |
|
R1 |
162.56 |
162.56 |
162.17 |
162.40 |
PP |
162.24 |
162.24 |
162.24 |
162.17 |
S1 |
161.79 |
161.79 |
162.03 |
161.63 |
S2 |
161.47 |
161.47 |
161.96 |
|
S3 |
160.70 |
161.02 |
161.89 |
|
S4 |
159.93 |
160.25 |
161.68 |
|
|
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 |
162.78 |
161.37 |
1.41 |
0.9% |
0.70 |
0.4% |
52% |
False |
False |
728,082 |
10 |
164.54 |
161.37 |
3.17 |
2.0% |
0.76 |
0.5% |
23% |
False |
False |
792,328 |
20 |
164.54 |
161.37 |
3.17 |
2.0% |
0.69 |
0.4% |
23% |
False |
False |
721,918 |
40 |
166.36 |
161.37 |
4.99 |
3.1% |
0.72 |
0.4% |
15% |
False |
False |
713,240 |
60 |
166.36 |
161.37 |
4.99 |
3.1% |
0.70 |
0.4% |
15% |
False |
False |
548,605 |
80 |
166.36 |
161.37 |
4.99 |
3.1% |
0.67 |
0.4% |
15% |
False |
False |
412,424 |
100 |
166.36 |
161.11 |
5.25 |
3.2% |
0.65 |
0.4% |
19% |
False |
False |
329,952 |
120 |
166.36 |
159.75 |
6.61 |
4.1% |
0.58 |
0.4% |
36% |
False |
False |
274,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.97 |
2.618 |
164.72 |
1.618 |
163.95 |
1.000 |
163.47 |
0.618 |
163.18 |
HIGH |
162.70 |
0.618 |
162.41 |
0.500 |
162.32 |
0.382 |
162.22 |
LOW |
161.93 |
0.618 |
161.45 |
1.000 |
161.16 |
1.618 |
160.68 |
2.618 |
159.91 |
4.250 |
158.66 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
162.32 |
162.16 |
PP |
162.24 |
162.14 |
S1 |
162.17 |
162.12 |
|