Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 02-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
160.78 |
159.96 |
-0.82 |
-0.5% |
161.73 |
High |
160.97 |
161.13 |
0.16 |
0.1% |
162.08 |
Low |
159.54 |
159.81 |
0.27 |
0.2% |
159.54 |
Close |
160.26 |
161.00 |
0.74 |
0.5% |
161.00 |
Range |
1.43 |
1.32 |
-0.11 |
-7.7% |
2.54 |
ATR |
0.95 |
0.98 |
0.03 |
2.8% |
0.00 |
Volume |
1,084,699 |
1,469,755 |
385,056 |
35.5% |
5,519,392 |
|
Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.61 |
164.12 |
161.73 |
|
R3 |
163.29 |
162.80 |
161.36 |
|
R2 |
161.97 |
161.97 |
161.24 |
|
R1 |
161.48 |
161.48 |
161.12 |
161.73 |
PP |
160.65 |
160.65 |
160.65 |
160.77 |
S1 |
160.16 |
160.16 |
160.88 |
160.41 |
S2 |
159.33 |
159.33 |
160.76 |
|
S3 |
158.01 |
158.84 |
160.64 |
|
S4 |
156.69 |
157.52 |
160.27 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.49 |
167.29 |
162.40 |
|
R3 |
165.95 |
164.75 |
161.70 |
|
R2 |
163.41 |
163.41 |
161.47 |
|
R1 |
162.21 |
162.21 |
161.23 |
161.54 |
PP |
160.87 |
160.87 |
160.87 |
160.54 |
S1 |
159.67 |
159.67 |
160.77 |
159.00 |
S2 |
158.33 |
158.33 |
160.53 |
|
S3 |
155.79 |
157.13 |
160.30 |
|
S4 |
153.25 |
154.59 |
159.60 |
|
|
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% |
1.05 |
0.7% |
57% |
False |
False |
1,103,878 |
10 |
162.08 |
159.54 |
2.54 |
1.6% |
0.97 |
0.6% |
57% |
False |
False |
953,776 |
20 |
163.19 |
159.14 |
4.05 |
2.5% |
0.95 |
0.6% |
46% |
False |
False |
920,598 |
40 |
164.54 |
159.14 |
5.40 |
3.4% |
0.82 |
0.5% |
34% |
False |
False |
821,258 |
60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.80 |
0.5% |
26% |
False |
False |
782,359 |
80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.77 |
0.5% |
26% |
False |
False |
641,603 |
100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.73 |
0.5% |
26% |
False |
False |
514,059 |
120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.70 |
0.4% |
26% |
False |
False |
428,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.74 |
2.618 |
164.59 |
1.618 |
163.27 |
1.000 |
162.45 |
0.618 |
161.95 |
HIGH |
161.13 |
0.618 |
160.63 |
0.500 |
160.47 |
0.382 |
160.31 |
LOW |
159.81 |
0.618 |
158.99 |
1.000 |
158.49 |
1.618 |
157.67 |
2.618 |
156.35 |
4.250 |
154.20 |
|
|
Fisher Pivots for day following 02-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
160.82 |
160.93 |
PP |
160.65 |
160.85 |
S1 |
160.47 |
160.78 |
|