Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 01-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
161.87 |
160.78 |
-1.09 |
-0.7% |
160.95 |
High |
162.01 |
160.97 |
-1.04 |
-0.6% |
161.72 |
Low |
160.80 |
159.54 |
-1.26 |
-0.8% |
160.31 |
Close |
161.06 |
160.26 |
-0.80 |
-0.5% |
161.36 |
Range |
1.21 |
1.43 |
0.22 |
18.2% |
1.41 |
ATR |
0.91 |
0.95 |
0.04 |
4.8% |
0.00 |
Volume |
1,333,037 |
1,084,699 |
-248,338 |
-18.6% |
3,129,139 |
|
Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.55 |
163.83 |
161.05 |
|
R3 |
163.12 |
162.40 |
160.65 |
|
R2 |
161.69 |
161.69 |
160.52 |
|
R1 |
160.97 |
160.97 |
160.39 |
160.62 |
PP |
160.26 |
160.26 |
160.26 |
160.08 |
S1 |
159.54 |
159.54 |
160.13 |
159.19 |
S2 |
158.83 |
158.83 |
160.00 |
|
S3 |
157.40 |
158.11 |
159.87 |
|
S4 |
155.97 |
156.68 |
159.47 |
|
|
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 |
159.54 |
2.54 |
1.6% |
0.90 |
0.6% |
28% |
False |
True |
931,845 |
10 |
162.08 |
159.54 |
2.54 |
1.6% |
0.90 |
0.6% |
28% |
False |
True |
895,724 |
20 |
163.19 |
159.14 |
4.05 |
2.5% |
0.93 |
0.6% |
28% |
False |
False |
876,955 |
40 |
164.87 |
159.14 |
5.73 |
3.6% |
0.81 |
0.5% |
20% |
False |
False |
806,029 |
60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.80 |
0.5% |
16% |
False |
False |
772,830 |
80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.75 |
0.5% |
16% |
False |
False |
623,255 |
100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.72 |
0.4% |
16% |
False |
False |
499,362 |
120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.69 |
0.4% |
16% |
False |
False |
416,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.05 |
2.618 |
164.71 |
1.618 |
163.28 |
1.000 |
162.40 |
0.618 |
161.85 |
HIGH |
160.97 |
0.618 |
160.42 |
0.500 |
160.26 |
0.382 |
160.09 |
LOW |
159.54 |
0.618 |
158.66 |
1.000 |
158.11 |
1.618 |
157.23 |
2.618 |
155.80 |
4.250 |
153.46 |
|
|
Fisher Pivots for day following 01-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
160.26 |
160.78 |
PP |
160.26 |
160.60 |
S1 |
160.26 |
160.43 |
|