Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 06-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
161.45 |
160.50 |
-0.95 |
-0.6% |
161.73 |
High |
161.45 |
160.73 |
-0.72 |
-0.4% |
162.08 |
Low |
159.86 |
159.82 |
-0.04 |
0.0% |
159.54 |
Close |
160.45 |
160.05 |
-0.40 |
-0.2% |
161.00 |
Range |
1.59 |
0.91 |
-0.68 |
-42.8% |
2.54 |
ATR |
1.02 |
1.01 |
-0.01 |
-0.8% |
0.00 |
Volume |
1,332,401 |
320,387 |
-1,012,014 |
-76.0% |
5,519,392 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.93 |
162.40 |
160.55 |
|
R3 |
162.02 |
161.49 |
160.30 |
|
R2 |
161.11 |
161.11 |
160.22 |
|
R1 |
160.58 |
160.58 |
160.13 |
160.39 |
PP |
160.20 |
160.20 |
160.20 |
160.11 |
S1 |
159.67 |
159.67 |
159.97 |
159.48 |
S2 |
159.29 |
159.29 |
159.88 |
|
S3 |
158.38 |
158.76 |
159.80 |
|
S4 |
157.47 |
157.85 |
159.55 |
|
|
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% |
1.29 |
0.8% |
21% |
False |
False |
1,108,055 |
10 |
162.08 |
159.54 |
2.54 |
1.6% |
1.06 |
0.7% |
20% |
False |
False |
977,955 |
20 |
163.19 |
159.14 |
4.05 |
2.5% |
1.03 |
0.6% |
22% |
False |
False |
952,276 |
40 |
164.54 |
159.14 |
5.40 |
3.4% |
0.85 |
0.5% |
17% |
False |
False |
828,523 |
60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.81 |
0.5% |
13% |
False |
False |
783,398 |
80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.78 |
0.5% |
13% |
False |
False |
662,158 |
100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.74 |
0.5% |
13% |
False |
False |
530,569 |
120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.72 |
0.4% |
13% |
False |
False |
442,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.60 |
2.618 |
163.11 |
1.618 |
162.20 |
1.000 |
161.64 |
0.618 |
161.29 |
HIGH |
160.73 |
0.618 |
160.38 |
0.500 |
160.28 |
0.382 |
160.17 |
LOW |
159.82 |
0.618 |
159.26 |
1.000 |
158.91 |
1.618 |
158.35 |
2.618 |
157.44 |
4.250 |
155.95 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
160.28 |
160.63 |
PP |
160.20 |
160.44 |
S1 |
160.13 |
160.24 |
|