Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 05-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
159.96 |
161.45 |
1.49 |
0.9% |
161.73 |
High |
161.13 |
161.45 |
0.32 |
0.2% |
162.08 |
Low |
159.81 |
159.86 |
0.05 |
0.0% |
159.54 |
Close |
161.00 |
160.45 |
-0.55 |
-0.3% |
161.00 |
Range |
1.32 |
1.59 |
0.27 |
20.5% |
2.54 |
ATR |
0.98 |
1.02 |
0.04 |
4.5% |
0.00 |
Volume |
1,469,755 |
1,332,401 |
-137,354 |
-9.3% |
5,519,392 |
|
Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.36 |
164.49 |
161.32 |
|
R3 |
163.77 |
162.90 |
160.89 |
|
R2 |
162.18 |
162.18 |
160.74 |
|
R1 |
161.31 |
161.31 |
160.60 |
160.95 |
PP |
160.59 |
160.59 |
160.59 |
160.41 |
S1 |
159.72 |
159.72 |
160.30 |
159.36 |
S2 |
159.00 |
159.00 |
160.16 |
|
S3 |
157.41 |
158.13 |
160.01 |
|
S4 |
155.82 |
156.54 |
159.58 |
|
|
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 |
162.01 |
159.54 |
2.47 |
1.5% |
1.25 |
0.8% |
37% |
False |
False |
1,230,610 |
10 |
162.08 |
159.54 |
2.54 |
1.6% |
1.02 |
0.6% |
36% |
False |
False |
998,093 |
20 |
163.19 |
159.14 |
4.05 |
2.5% |
1.01 |
0.6% |
32% |
False |
False |
964,459 |
40 |
164.54 |
159.14 |
5.40 |
3.4% |
0.85 |
0.5% |
24% |
False |
False |
839,944 |
60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.81 |
0.5% |
18% |
False |
False |
790,675 |
80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.78 |
0.5% |
18% |
False |
False |
658,257 |
100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.73 |
0.5% |
18% |
False |
False |
527,381 |
120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.71 |
0.4% |
18% |
False |
False |
439,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.21 |
2.618 |
165.61 |
1.618 |
164.02 |
1.000 |
163.04 |
0.618 |
162.43 |
HIGH |
161.45 |
0.618 |
160.84 |
0.500 |
160.66 |
0.382 |
160.47 |
LOW |
159.86 |
0.618 |
158.88 |
1.000 |
158.27 |
1.618 |
157.29 |
2.618 |
155.70 |
4.250 |
153.10 |
|
|
Fisher Pivots for day following 05-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
160.66 |
160.50 |
PP |
160.59 |
160.48 |
S1 |
160.52 |
160.47 |
|