Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
161.22 |
160.62 |
-0.60 |
-0.4% |
162.00 |
High |
161.54 |
160.62 |
-0.92 |
-0.6% |
163.19 |
Low |
160.08 |
159.77 |
-0.31 |
-0.2% |
159.77 |
Close |
160.64 |
160.27 |
-0.37 |
-0.2% |
160.27 |
Range |
1.46 |
0.85 |
-0.61 |
-41.8% |
3.42 |
ATR |
0.92 |
0.92 |
0.00 |
-0.4% |
0.00 |
Volume |
756,215 |
1,159,444 |
403,229 |
53.3% |
5,068,444 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.77 |
162.37 |
160.74 |
|
R3 |
161.92 |
161.52 |
160.50 |
|
R2 |
161.07 |
161.07 |
160.43 |
|
R1 |
160.67 |
160.67 |
160.35 |
160.45 |
PP |
160.22 |
160.22 |
160.22 |
160.11 |
S1 |
159.82 |
159.82 |
160.19 |
159.60 |
S2 |
159.37 |
159.37 |
160.11 |
|
S3 |
158.52 |
158.97 |
160.04 |
|
S4 |
157.67 |
158.12 |
159.80 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.34 |
169.22 |
162.15 |
|
R3 |
167.92 |
165.80 |
161.21 |
|
R2 |
164.50 |
164.50 |
160.90 |
|
R1 |
162.38 |
162.38 |
160.58 |
161.73 |
PP |
161.08 |
161.08 |
161.08 |
160.75 |
S1 |
158.96 |
158.96 |
159.96 |
158.31 |
S2 |
157.66 |
157.66 |
159.64 |
|
S3 |
154.24 |
155.54 |
159.33 |
|
S4 |
150.82 |
152.12 |
158.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.19 |
159.77 |
3.42 |
2.1% |
1.16 |
0.7% |
15% |
False |
True |
1,013,688 |
10 |
163.19 |
159.77 |
3.42 |
2.1% |
0.89 |
0.6% |
15% |
False |
True |
849,961 |
20 |
164.54 |
159.77 |
4.77 |
3.0% |
0.83 |
0.5% |
10% |
False |
True |
802,003 |
40 |
166.36 |
159.77 |
6.59 |
4.1% |
0.74 |
0.5% |
8% |
False |
True |
749,220 |
60 |
166.36 |
159.77 |
6.59 |
4.1% |
0.75 |
0.5% |
8% |
False |
True |
639,997 |
80 |
166.36 |
159.77 |
6.59 |
4.1% |
0.71 |
0.4% |
8% |
False |
True |
481,225 |
100 |
166.36 |
159.77 |
6.59 |
4.1% |
0.69 |
0.4% |
8% |
False |
True |
385,187 |
120 |
166.36 |
159.77 |
6.59 |
4.1% |
0.63 |
0.4% |
8% |
False |
True |
320,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.23 |
2.618 |
162.85 |
1.618 |
162.00 |
1.000 |
161.47 |
0.618 |
161.15 |
HIGH |
160.62 |
0.618 |
160.30 |
0.500 |
160.20 |
0.382 |
160.09 |
LOW |
159.77 |
0.618 |
159.24 |
1.000 |
158.92 |
1.618 |
158.39 |
2.618 |
157.54 |
4.250 |
156.16 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
160.25 |
161.48 |
PP |
160.22 |
161.08 |
S1 |
160.20 |
160.67 |
|