Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 28-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
161.09 |
161.73 |
0.64 |
0.4% |
160.95 |
High |
161.59 |
162.08 |
0.49 |
0.3% |
161.72 |
Low |
161.03 |
161.48 |
0.45 |
0.3% |
160.31 |
Close |
161.36 |
162.02 |
0.66 |
0.4% |
161.36 |
Range |
0.56 |
0.60 |
0.04 |
7.1% |
1.41 |
ATR |
0.91 |
0.90 |
-0.01 |
-1.5% |
0.00 |
Volume |
609,589 |
698,740 |
89,151 |
14.6% |
3,129,139 |
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.66 |
163.44 |
162.35 |
|
R3 |
163.06 |
162.84 |
162.19 |
|
R2 |
162.46 |
162.46 |
162.13 |
|
R1 |
162.24 |
162.24 |
162.08 |
162.35 |
PP |
161.86 |
161.86 |
161.86 |
161.92 |
S1 |
161.64 |
161.64 |
161.97 |
161.75 |
S2 |
161.26 |
161.26 |
161.91 |
|
S3 |
160.66 |
161.04 |
161.86 |
|
S4 |
160.06 |
160.44 |
161.69 |
|
|
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 |
162.08 |
160.31 |
1.77 |
1.1% |
0.78 |
0.5% |
97% |
True |
False |
765,575 |
10 |
162.08 |
159.14 |
2.94 |
1.8% |
0.81 |
0.5% |
98% |
True |
False |
806,769 |
20 |
163.19 |
159.14 |
4.05 |
2.5% |
0.85 |
0.5% |
71% |
False |
False |
828,365 |
40 |
165.85 |
159.14 |
6.71 |
4.1% |
0.79 |
0.5% |
43% |
False |
False |
795,202 |
60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.78 |
0.5% |
40% |
False |
False |
758,520 |
80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.73 |
0.4% |
40% |
False |
False |
581,506 |
100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.70 |
0.4% |
40% |
False |
False |
465,856 |
120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.67 |
0.4% |
40% |
False |
False |
388,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.63 |
2.618 |
163.65 |
1.618 |
163.05 |
1.000 |
162.68 |
0.618 |
162.45 |
HIGH |
162.08 |
0.618 |
161.85 |
0.500 |
161.78 |
0.382 |
161.71 |
LOW |
161.48 |
0.618 |
161.11 |
1.000 |
160.88 |
1.618 |
160.51 |
2.618 |
159.91 |
4.250 |
158.93 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
161.94 |
161.75 |
PP |
161.86 |
161.47 |
S1 |
161.78 |
161.20 |
|