Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 17-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
160.32 |
160.58 |
0.26 |
0.2% |
162.00 |
High |
160.59 |
160.96 |
0.37 |
0.2% |
163.19 |
Low |
159.82 |
160.35 |
0.53 |
0.3% |
159.77 |
Close |
160.32 |
160.77 |
0.45 |
0.3% |
160.27 |
Range |
0.77 |
0.61 |
-0.16 |
-20.8% |
3.42 |
ATR |
0.92 |
0.90 |
-0.02 |
-2.1% |
0.00 |
Volume |
797,188 |
889,234 |
92,046 |
11.5% |
5,068,444 |
|
Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.52 |
162.26 |
161.11 |
|
R3 |
161.91 |
161.65 |
160.94 |
|
R2 |
161.30 |
161.30 |
160.88 |
|
R1 |
161.04 |
161.04 |
160.83 |
161.17 |
PP |
160.69 |
160.69 |
160.69 |
160.76 |
S1 |
160.43 |
160.43 |
160.71 |
160.56 |
S2 |
160.08 |
160.08 |
160.66 |
|
S3 |
159.47 |
159.82 |
160.60 |
|
S4 |
158.86 |
159.21 |
160.43 |
|
|
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 |
160.96 |
159.14 |
1.82 |
1.1% |
0.79 |
0.5% |
90% |
True |
False |
902,004 |
10 |
163.19 |
159.14 |
4.05 |
2.5% |
0.94 |
0.6% |
40% |
False |
False |
887,421 |
20 |
164.54 |
159.14 |
5.40 |
3.4% |
0.85 |
0.5% |
30% |
False |
False |
839,874 |
40 |
166.36 |
159.14 |
7.22 |
4.5% |
0.75 |
0.5% |
23% |
False |
False |
773,280 |
60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.76 |
0.5% |
23% |
False |
False |
694,573 |
80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.72 |
0.4% |
23% |
False |
False |
522,984 |
100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.69 |
0.4% |
23% |
False |
False |
418,692 |
120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.65 |
0.4% |
23% |
False |
False |
348,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.55 |
2.618 |
162.56 |
1.618 |
161.95 |
1.000 |
161.57 |
0.618 |
161.34 |
HIGH |
160.96 |
0.618 |
160.73 |
0.500 |
160.66 |
0.382 |
160.58 |
LOW |
160.35 |
0.618 |
159.97 |
1.000 |
159.74 |
1.618 |
159.36 |
2.618 |
158.75 |
4.250 |
157.76 |
|
|
Fisher Pivots for day following 17-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
160.73 |
160.64 |
PP |
160.69 |
160.52 |
S1 |
160.66 |
160.39 |
|