Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 18-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
160.58 |
160.16 |
-0.42 |
-0.3% |
159.72 |
High |
160.96 |
161.09 |
0.13 |
0.1% |
161.09 |
Low |
160.35 |
159.98 |
-0.37 |
-0.2% |
159.14 |
Close |
160.77 |
160.73 |
-0.04 |
0.0% |
160.73 |
Range |
0.61 |
1.11 |
0.50 |
82.0% |
1.95 |
ATR |
0.90 |
0.91 |
0.02 |
1.7% |
0.00 |
Volume |
889,234 |
889,234 |
0 |
0.0% |
4,239,811 |
|
Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.93 |
163.44 |
161.34 |
|
R3 |
162.82 |
162.33 |
161.04 |
|
R2 |
161.71 |
161.71 |
160.93 |
|
R1 |
161.22 |
161.22 |
160.83 |
161.47 |
PP |
160.60 |
160.60 |
160.60 |
160.72 |
S1 |
160.11 |
160.11 |
160.63 |
160.36 |
S2 |
159.49 |
159.49 |
160.53 |
|
S3 |
158.38 |
159.00 |
160.42 |
|
S4 |
157.27 |
157.89 |
160.12 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.17 |
165.40 |
161.80 |
|
R3 |
164.22 |
163.45 |
161.27 |
|
R2 |
162.27 |
162.27 |
161.09 |
|
R1 |
161.50 |
161.50 |
160.91 |
161.89 |
PP |
160.32 |
160.32 |
160.32 |
160.51 |
S1 |
159.55 |
159.55 |
160.55 |
159.94 |
S2 |
158.37 |
158.37 |
160.37 |
|
S3 |
156.42 |
157.60 |
160.19 |
|
S4 |
154.47 |
155.65 |
159.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.09 |
159.14 |
1.95 |
1.2% |
0.84 |
0.5% |
82% |
True |
False |
847,962 |
10 |
163.19 |
159.14 |
4.05 |
2.5% |
1.00 |
0.6% |
39% |
False |
False |
930,825 |
20 |
164.54 |
159.14 |
5.40 |
3.4% |
0.89 |
0.6% |
29% |
False |
False |
856,551 |
40 |
166.36 |
159.14 |
7.22 |
4.5% |
0.77 |
0.5% |
22% |
False |
False |
782,156 |
60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.77 |
0.5% |
22% |
False |
False |
708,966 |
80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.73 |
0.5% |
22% |
False |
False |
534,053 |
100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.68 |
0.4% |
22% |
False |
False |
427,584 |
120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.66 |
0.4% |
22% |
False |
False |
356,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.81 |
2.618 |
164.00 |
1.618 |
162.89 |
1.000 |
162.20 |
0.618 |
161.78 |
HIGH |
161.09 |
0.618 |
160.67 |
0.500 |
160.54 |
0.382 |
160.40 |
LOW |
159.98 |
0.618 |
159.29 |
1.000 |
158.87 |
1.618 |
158.18 |
2.618 |
157.07 |
4.250 |
155.26 |
|
|
Fisher Pivots for day following 18-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
160.67 |
160.64 |
PP |
160.60 |
160.55 |
S1 |
160.54 |
160.46 |
|