Euro Bund Future December 2016
Trading Metrics calculated at close of trading on 08-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
159.74 |
160.32 |
0.58 |
0.4% |
161.73 |
High |
160.52 |
160.47 |
-0.05 |
0.0% |
162.08 |
Low |
159.70 |
159.97 |
0.27 |
0.2% |
159.54 |
Close |
160.32 |
160.15 |
-0.17 |
-0.1% |
161.00 |
Range |
0.82 |
0.50 |
-0.32 |
-39.0% |
2.54 |
ATR |
1.00 |
0.96 |
-0.04 |
-3.6% |
0.00 |
Volume |
14,315 |
14,315 |
0 |
0.0% |
5,519,392 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.70 |
161.42 |
160.43 |
|
R3 |
161.20 |
160.92 |
160.29 |
|
R2 |
160.70 |
160.70 |
160.24 |
|
R1 |
160.42 |
160.42 |
160.20 |
160.31 |
PP |
160.20 |
160.20 |
160.20 |
160.14 |
S1 |
159.92 |
159.92 |
160.10 |
159.81 |
S2 |
159.70 |
159.70 |
160.06 |
|
S3 |
159.20 |
159.42 |
160.01 |
|
S4 |
158.70 |
158.92 |
159.88 |
|
|
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 |
159.70 |
1.75 |
1.1% |
1.03 |
0.6% |
26% |
False |
False |
630,234 |
10 |
162.08 |
159.54 |
2.54 |
1.6% |
0.96 |
0.6% |
24% |
False |
False |
781,039 |
20 |
162.08 |
159.14 |
2.94 |
1.8% |
0.95 |
0.6% |
34% |
False |
False |
824,270 |
40 |
164.54 |
159.14 |
5.40 |
3.4% |
0.85 |
0.5% |
19% |
False |
False |
797,863 |
60 |
166.36 |
159.14 |
7.22 |
4.5% |
0.80 |
0.5% |
14% |
False |
False |
760,285 |
80 |
166.36 |
159.14 |
7.22 |
4.5% |
0.78 |
0.5% |
14% |
False |
False |
662,373 |
100 |
166.36 |
159.14 |
7.22 |
4.5% |
0.74 |
0.5% |
14% |
False |
False |
530,713 |
120 |
166.36 |
159.14 |
7.22 |
4.5% |
0.72 |
0.5% |
14% |
False |
False |
442,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.60 |
2.618 |
161.78 |
1.618 |
161.28 |
1.000 |
160.97 |
0.618 |
160.78 |
HIGH |
160.47 |
0.618 |
160.28 |
0.500 |
160.22 |
0.382 |
160.16 |
LOW |
159.97 |
0.618 |
159.66 |
1.000 |
159.47 |
1.618 |
159.16 |
2.618 |
158.66 |
4.250 |
157.85 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
160.22 |
160.22 |
PP |
160.20 |
160.19 |
S1 |
160.17 |
160.17 |
|