Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
162.66 |
161.22 |
-1.44 |
-0.9% |
162.08 |
High |
163.19 |
161.54 |
-1.65 |
-1.0% |
162.78 |
Low |
160.89 |
160.08 |
-0.81 |
-0.5% |
161.53 |
Close |
162.01 |
160.64 |
-1.37 |
-0.8% |
162.50 |
Range |
2.30 |
1.46 |
-0.84 |
-36.5% |
1.25 |
ATR |
0.84 |
0.92 |
0.08 |
9.2% |
0.00 |
Volume |
1,384,678 |
756,215 |
-628,463 |
-45.4% |
3,431,173 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.13 |
164.35 |
161.44 |
|
R3 |
163.67 |
162.89 |
161.04 |
|
R2 |
162.21 |
162.21 |
160.91 |
|
R1 |
161.43 |
161.43 |
160.77 |
161.09 |
PP |
160.75 |
160.75 |
160.75 |
160.59 |
S1 |
159.97 |
159.97 |
160.51 |
159.63 |
S2 |
159.29 |
159.29 |
160.37 |
|
S3 |
157.83 |
158.51 |
160.24 |
|
S4 |
156.37 |
157.05 |
159.84 |
|
|
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 |
163.19 |
160.08 |
3.11 |
1.9% |
1.09 |
0.7% |
18% |
False |
True |
872,837 |
10 |
163.19 |
160.08 |
3.11 |
1.9% |
0.90 |
0.6% |
18% |
False |
True |
800,459 |
20 |
164.54 |
160.08 |
4.46 |
2.8% |
0.81 |
0.5% |
13% |
False |
True |
778,310 |
40 |
166.36 |
160.08 |
6.28 |
3.9% |
0.74 |
0.5% |
9% |
False |
True |
731,974 |
60 |
166.36 |
160.08 |
6.28 |
3.9% |
0.74 |
0.5% |
9% |
False |
True |
620,938 |
80 |
166.36 |
160.08 |
6.28 |
3.9% |
0.71 |
0.4% |
9% |
False |
True |
466,763 |
100 |
166.36 |
160.08 |
6.28 |
3.9% |
0.69 |
0.4% |
9% |
False |
True |
373,593 |
120 |
166.36 |
159.98 |
6.38 |
4.0% |
0.62 |
0.4% |
10% |
False |
False |
311,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.75 |
2.618 |
165.36 |
1.618 |
163.90 |
1.000 |
163.00 |
0.618 |
162.44 |
HIGH |
161.54 |
0.618 |
160.98 |
0.500 |
160.81 |
0.382 |
160.64 |
LOW |
160.08 |
0.618 |
159.18 |
1.000 |
158.62 |
1.618 |
157.72 |
2.618 |
156.26 |
4.250 |
153.88 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
160.81 |
161.64 |
PP |
160.75 |
161.30 |
S1 |
160.70 |
160.97 |
|