Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 30-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
161.98 |
161.87 |
-0.11 |
-0.1% |
160.95 |
High |
162.01 |
162.01 |
0.00 |
0.0% |
161.72 |
Low |
161.33 |
160.80 |
-0.53 |
-0.3% |
160.31 |
Close |
161.50 |
161.06 |
-0.44 |
-0.3% |
161.36 |
Range |
0.68 |
1.21 |
0.53 |
77.9% |
1.41 |
ATR |
0.88 |
0.91 |
0.02 |
2.7% |
0.00 |
Volume |
933,161 |
1,333,037 |
399,876 |
42.9% |
3,129,139 |
|
Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.92 |
164.20 |
161.73 |
|
R3 |
163.71 |
162.99 |
161.39 |
|
R2 |
162.50 |
162.50 |
161.28 |
|
R1 |
161.78 |
161.78 |
161.17 |
161.54 |
PP |
161.29 |
161.29 |
161.29 |
161.17 |
S1 |
160.57 |
160.57 |
160.95 |
160.33 |
S2 |
160.08 |
160.08 |
160.84 |
|
S3 |
158.87 |
159.36 |
160.73 |
|
S4 |
157.66 |
158.15 |
160.39 |
|
|
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% |
0.89 |
0.6% |
42% |
False |
False |
966,128 |
10 |
162.08 |
159.82 |
2.26 |
1.4% |
0.83 |
0.5% |
55% |
False |
False |
866,973 |
20 |
163.19 |
159.14 |
4.05 |
2.5% |
0.89 |
0.5% |
47% |
False |
False |
862,250 |
40 |
165.03 |
159.14 |
5.89 |
3.7% |
0.80 |
0.5% |
33% |
False |
False |
805,567 |
60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.78 |
0.5% |
27% |
False |
False |
769,931 |
80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.74 |
0.5% |
27% |
False |
False |
609,714 |
100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.71 |
0.4% |
27% |
False |
False |
488,516 |
120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.69 |
0.4% |
27% |
False |
False |
407,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.15 |
2.618 |
165.18 |
1.618 |
163.97 |
1.000 |
163.22 |
0.618 |
162.76 |
HIGH |
162.01 |
0.618 |
161.55 |
0.500 |
161.41 |
0.382 |
161.26 |
LOW |
160.80 |
0.618 |
160.05 |
1.000 |
159.59 |
1.618 |
158.84 |
2.618 |
157.63 |
4.250 |
155.66 |
|
|
Fisher Pivots for day following 30-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
161.41 |
161.44 |
PP |
161.29 |
161.31 |
S1 |
161.18 |
161.19 |
|