Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
161.31 |
161.09 |
-0.22 |
-0.1% |
160.95 |
High |
161.72 |
161.59 |
-0.13 |
-0.1% |
161.72 |
Low |
160.31 |
161.03 |
0.72 |
0.4% |
160.31 |
Close |
160.76 |
161.36 |
0.60 |
0.4% |
161.36 |
Range |
1.41 |
0.56 |
-0.85 |
-60.3% |
1.41 |
ATR |
0.92 |
0.91 |
-0.01 |
-0.7% |
0.00 |
Volume |
1,256,115 |
609,589 |
-646,526 |
-51.5% |
3,129,139 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.01 |
162.74 |
161.67 |
|
R3 |
162.45 |
162.18 |
161.51 |
|
R2 |
161.89 |
161.89 |
161.46 |
|
R1 |
161.62 |
161.62 |
161.41 |
161.76 |
PP |
161.33 |
161.33 |
161.33 |
161.39 |
S1 |
161.06 |
161.06 |
161.31 |
161.20 |
S2 |
160.77 |
160.77 |
161.26 |
|
S3 |
160.21 |
160.50 |
161.21 |
|
S4 |
159.65 |
159.94 |
161.05 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.36 |
164.77 |
162.14 |
|
R3 |
163.95 |
163.36 |
161.75 |
|
R2 |
162.54 |
162.54 |
161.62 |
|
R1 |
161.95 |
161.95 |
161.49 |
162.25 |
PP |
161.13 |
161.13 |
161.13 |
161.28 |
S1 |
160.54 |
160.54 |
161.23 |
160.84 |
S2 |
159.72 |
159.72 |
161.10 |
|
S3 |
158.31 |
159.13 |
160.97 |
|
S4 |
156.90 |
157.72 |
160.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.72 |
159.98 |
1.74 |
1.1% |
0.89 |
0.5% |
79% |
False |
False |
803,674 |
10 |
161.72 |
159.14 |
2.58 |
1.6% |
0.84 |
0.5% |
86% |
False |
False |
852,839 |
20 |
163.19 |
159.14 |
4.05 |
2.5% |
0.87 |
0.5% |
55% |
False |
False |
826,649 |
40 |
166.36 |
159.14 |
7.22 |
4.5% |
0.80 |
0.5% |
31% |
False |
False |
786,554 |
60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.77 |
0.5% |
31% |
False |
False |
753,947 |
80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.73 |
0.5% |
31% |
False |
False |
572,815 |
100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.70 |
0.4% |
31% |
False |
False |
458,874 |
120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.67 |
0.4% |
31% |
False |
False |
382,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.97 |
2.618 |
163.06 |
1.618 |
162.50 |
1.000 |
162.15 |
0.618 |
161.94 |
HIGH |
161.59 |
0.618 |
161.38 |
0.500 |
161.31 |
0.382 |
161.24 |
LOW |
161.03 |
0.618 |
160.68 |
1.000 |
160.47 |
1.618 |
160.12 |
2.618 |
159.56 |
4.250 |
158.65 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
161.34 |
161.25 |
PP |
161.33 |
161.13 |
S1 |
161.31 |
161.02 |
|