Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 07-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
160.50 |
159.74 |
-0.76 |
-0.5% |
161.73 |
High |
160.73 |
160.52 |
-0.21 |
-0.1% |
162.08 |
Low |
159.82 |
159.70 |
-0.12 |
-0.1% |
159.54 |
Close |
160.05 |
160.32 |
0.27 |
0.2% |
161.00 |
Range |
0.91 |
0.82 |
-0.09 |
-9.9% |
2.54 |
ATR |
1.01 |
1.00 |
-0.01 |
-1.4% |
0.00 |
Volume |
320,387 |
14,315 |
-306,072 |
-95.5% |
5,519,392 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.64 |
162.30 |
160.77 |
|
R3 |
161.82 |
161.48 |
160.55 |
|
R2 |
161.00 |
161.00 |
160.47 |
|
R1 |
160.66 |
160.66 |
160.40 |
160.83 |
PP |
160.18 |
160.18 |
160.18 |
160.27 |
S1 |
159.84 |
159.84 |
160.24 |
160.01 |
S2 |
159.36 |
159.36 |
160.17 |
|
S3 |
158.54 |
159.02 |
160.09 |
|
S4 |
157.72 |
158.20 |
159.87 |
|
|
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 |
161.45 |
159.54 |
1.91 |
1.2% |
1.21 |
0.8% |
41% |
False |
False |
844,311 |
10 |
162.08 |
159.54 |
2.54 |
1.6% |
1.05 |
0.7% |
31% |
False |
False |
905,219 |
20 |
163.19 |
159.14 |
4.05 |
2.5% |
1.04 |
0.6% |
29% |
False |
False |
892,789 |
40 |
164.54 |
159.14 |
5.40 |
3.4% |
0.86 |
0.5% |
22% |
False |
False |
814,190 |
60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.80 |
0.5% |
16% |
False |
False |
771,704 |
80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.79 |
0.5% |
16% |
False |
False |
662,220 |
100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.74 |
0.5% |
16% |
False |
False |
530,688 |
120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.72 |
0.4% |
16% |
False |
False |
442,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.01 |
2.618 |
162.67 |
1.618 |
161.85 |
1.000 |
161.34 |
0.618 |
161.03 |
HIGH |
160.52 |
0.618 |
160.21 |
0.500 |
160.11 |
0.382 |
160.01 |
LOW |
159.70 |
0.618 |
159.19 |
1.000 |
158.88 |
1.618 |
158.37 |
2.618 |
157.55 |
4.250 |
156.22 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
160.25 |
160.58 |
PP |
160.18 |
160.49 |
S1 |
160.11 |
160.41 |
|