Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 07-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
162.10 |
162.00 |
-0.10 |
-0.1% |
162.08 |
High |
162.62 |
162.37 |
-0.25 |
-0.2% |
162.78 |
Low |
162.10 |
161.94 |
-0.16 |
-0.1% |
161.53 |
Close |
162.50 |
162.29 |
-0.21 |
-0.1% |
162.50 |
Range |
0.52 |
0.43 |
-0.09 |
-17.3% |
1.25 |
ATR |
0.74 |
0.73 |
-0.01 |
-1.8% |
0.00 |
Volume |
455,189 |
564,042 |
108,853 |
23.9% |
3,431,173 |
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.49 |
163.32 |
162.53 |
|
R3 |
163.06 |
162.89 |
162.41 |
|
R2 |
162.63 |
162.63 |
162.37 |
|
R1 |
162.46 |
162.46 |
162.33 |
162.55 |
PP |
162.20 |
162.20 |
162.20 |
162.24 |
S1 |
162.03 |
162.03 |
162.25 |
162.12 |
S2 |
161.77 |
161.77 |
162.21 |
|
S3 |
161.34 |
161.60 |
162.17 |
|
S4 |
160.91 |
161.17 |
162.05 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.02 |
165.51 |
163.19 |
|
R3 |
164.77 |
164.26 |
162.84 |
|
R2 |
163.52 |
163.52 |
162.73 |
|
R1 |
163.01 |
163.01 |
162.61 |
163.27 |
PP |
162.27 |
162.27 |
162.27 |
162.40 |
S1 |
161.76 |
161.76 |
162.39 |
162.02 |
S2 |
161.02 |
161.02 |
162.27 |
|
S3 |
159.77 |
160.51 |
162.16 |
|
S4 |
158.52 |
159.26 |
161.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.78 |
161.53 |
1.25 |
0.8% |
0.63 |
0.4% |
61% |
False |
False |
648,876 |
10 |
164.16 |
161.37 |
2.79 |
1.7% |
0.75 |
0.5% |
33% |
False |
False |
772,834 |
20 |
164.54 |
161.37 |
3.17 |
2.0% |
0.67 |
0.4% |
29% |
False |
False |
704,770 |
40 |
166.36 |
161.37 |
4.99 |
3.1% |
0.70 |
0.4% |
18% |
False |
False |
698,959 |
60 |
166.36 |
161.37 |
4.99 |
3.1% |
0.70 |
0.4% |
18% |
False |
False |
565,452 |
80 |
166.36 |
161.37 |
4.99 |
3.1% |
0.66 |
0.4% |
18% |
False |
False |
425,142 |
100 |
166.36 |
161.11 |
5.25 |
3.2% |
0.65 |
0.4% |
22% |
False |
False |
340,144 |
120 |
166.36 |
159.75 |
6.61 |
4.1% |
0.58 |
0.4% |
38% |
False |
False |
283,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.20 |
2.618 |
163.50 |
1.618 |
163.07 |
1.000 |
162.80 |
0.618 |
162.64 |
HIGH |
162.37 |
0.618 |
162.21 |
0.500 |
162.16 |
0.382 |
162.10 |
LOW |
161.94 |
0.618 |
161.67 |
1.000 |
161.51 |
1.618 |
161.24 |
2.618 |
160.81 |
4.250 |
160.11 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
162.25 |
162.32 |
PP |
162.20 |
162.31 |
S1 |
162.16 |
162.30 |
|