Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 29-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
161.73 |
161.98 |
0.25 |
0.2% |
160.95 |
High |
162.08 |
162.01 |
-0.07 |
0.0% |
161.72 |
Low |
161.48 |
161.33 |
-0.15 |
-0.1% |
160.31 |
Close |
162.02 |
161.50 |
-0.52 |
-0.3% |
161.36 |
Range |
0.60 |
0.68 |
0.08 |
13.3% |
1.41 |
ATR |
0.90 |
0.88 |
-0.01 |
-1.7% |
0.00 |
Volume |
698,740 |
933,161 |
234,421 |
33.5% |
3,129,139 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.65 |
163.26 |
161.87 |
|
R3 |
162.97 |
162.58 |
161.69 |
|
R2 |
162.29 |
162.29 |
161.62 |
|
R1 |
161.90 |
161.90 |
161.56 |
161.76 |
PP |
161.61 |
161.61 |
161.61 |
161.54 |
S1 |
161.22 |
161.22 |
161.44 |
161.08 |
S2 |
160.93 |
160.93 |
161.38 |
|
S3 |
160.25 |
160.54 |
161.31 |
|
S4 |
159.57 |
159.86 |
161.13 |
|
|
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% |
0.83 |
0.5% |
67% |
False |
False |
847,854 |
10 |
162.08 |
159.82 |
2.26 |
1.4% |
0.76 |
0.5% |
74% |
False |
False |
811,802 |
20 |
163.19 |
159.14 |
4.05 |
2.5% |
0.87 |
0.5% |
58% |
False |
False |
837,481 |
40 |
165.68 |
159.14 |
6.54 |
4.0% |
0.79 |
0.5% |
36% |
False |
False |
797,710 |
60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.77 |
0.5% |
33% |
False |
False |
761,341 |
80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.73 |
0.5% |
33% |
False |
False |
593,113 |
100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.70 |
0.4% |
33% |
False |
False |
475,187 |
120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.68 |
0.4% |
33% |
False |
False |
395,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.90 |
2.618 |
163.79 |
1.618 |
163.11 |
1.000 |
162.69 |
0.618 |
162.43 |
HIGH |
162.01 |
0.618 |
161.75 |
0.500 |
161.67 |
0.382 |
161.59 |
LOW |
161.33 |
0.618 |
160.91 |
1.000 |
160.65 |
1.618 |
160.23 |
2.618 |
159.55 |
4.250 |
158.44 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
161.67 |
161.56 |
PP |
161.61 |
161.54 |
S1 |
161.56 |
161.52 |
|