Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 08-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
162.00 |
162.24 |
0.24 |
0.1% |
162.08 |
High |
162.37 |
162.45 |
0.08 |
0.0% |
162.78 |
Low |
161.94 |
161.69 |
-0.25 |
-0.2% |
161.53 |
Close |
162.29 |
161.92 |
-0.37 |
-0.2% |
162.50 |
Range |
0.43 |
0.76 |
0.33 |
76.7% |
1.25 |
ATR |
0.73 |
0.73 |
0.00 |
0.3% |
0.00 |
Volume |
564,042 |
1,204,065 |
640,023 |
113.5% |
3,431,173 |
|
Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.30 |
163.87 |
162.34 |
|
R3 |
163.54 |
163.11 |
162.13 |
|
R2 |
162.78 |
162.78 |
162.06 |
|
R1 |
162.35 |
162.35 |
161.99 |
162.19 |
PP |
162.02 |
162.02 |
162.02 |
161.94 |
S1 |
161.59 |
161.59 |
161.85 |
161.43 |
S2 |
161.26 |
161.26 |
161.78 |
|
S3 |
160.50 |
160.83 |
161.71 |
|
S4 |
159.74 |
160.07 |
161.50 |
|
|
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 |
161.69 |
1.09 |
0.7% |
0.62 |
0.4% |
21% |
False |
True |
722,157 |
10 |
164.06 |
161.37 |
2.69 |
1.7% |
0.78 |
0.5% |
20% |
False |
False |
793,679 |
20 |
164.54 |
161.37 |
3.17 |
2.0% |
0.68 |
0.4% |
17% |
False |
False |
735,591 |
40 |
166.36 |
161.37 |
4.99 |
3.1% |
0.69 |
0.4% |
11% |
False |
False |
711,162 |
60 |
166.36 |
161.37 |
4.99 |
3.1% |
0.70 |
0.4% |
11% |
False |
False |
585,363 |
80 |
166.36 |
161.37 |
4.99 |
3.1% |
0.67 |
0.4% |
11% |
False |
False |
440,163 |
100 |
166.36 |
161.11 |
5.25 |
3.2% |
0.66 |
0.4% |
15% |
False |
False |
352,184 |
120 |
166.36 |
159.84 |
6.52 |
4.0% |
0.59 |
0.4% |
32% |
False |
False |
293,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.68 |
2.618 |
164.44 |
1.618 |
163.68 |
1.000 |
163.21 |
0.618 |
162.92 |
HIGH |
162.45 |
0.618 |
162.16 |
0.500 |
162.07 |
0.382 |
161.98 |
LOW |
161.69 |
0.618 |
161.22 |
1.000 |
160.93 |
1.618 |
160.46 |
2.618 |
159.70 |
4.250 |
158.46 |
|
|
Fisher Pivots for day following 08-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
162.07 |
162.16 |
PP |
162.02 |
162.08 |
S1 |
161.97 |
162.00 |
|