Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 03-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
157.43 |
156.77 |
-0.66 |
-0.4% |
157.44 |
High |
157.44 |
157.07 |
-0.37 |
-0.2% |
158.60 |
Low |
156.50 |
156.43 |
-0.07 |
0.0% |
156.96 |
Close |
156.68 |
156.60 |
-0.08 |
-0.1% |
157.21 |
Range |
0.94 |
0.64 |
-0.30 |
-31.9% |
1.64 |
ATR |
0.80 |
0.79 |
-0.01 |
-1.4% |
0.00 |
Volume |
495,363 |
648,156 |
152,793 |
30.8% |
3,082,890 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.62 |
158.25 |
156.95 |
|
R3 |
157.98 |
157.61 |
156.78 |
|
R2 |
157.34 |
157.34 |
156.72 |
|
R1 |
156.97 |
156.97 |
156.66 |
156.84 |
PP |
156.70 |
156.70 |
156.70 |
156.63 |
S1 |
156.33 |
156.33 |
156.54 |
156.20 |
S2 |
156.06 |
156.06 |
156.48 |
|
S3 |
155.42 |
155.69 |
156.42 |
|
S4 |
154.78 |
155.05 |
156.25 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.51 |
161.50 |
158.11 |
|
R3 |
160.87 |
159.86 |
157.66 |
|
R2 |
159.23 |
159.23 |
157.51 |
|
R1 |
158.22 |
158.22 |
157.36 |
157.91 |
PP |
157.59 |
157.59 |
157.59 |
157.43 |
S1 |
156.58 |
156.58 |
157.06 |
156.27 |
S2 |
155.95 |
155.95 |
156.91 |
|
S3 |
154.31 |
154.94 |
156.76 |
|
S4 |
152.67 |
153.30 |
156.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.60 |
156.43 |
2.17 |
1.4% |
0.82 |
0.5% |
8% |
False |
True |
615,358 |
10 |
158.60 |
155.72 |
2.88 |
1.8% |
0.81 |
0.5% |
31% |
False |
False |
583,262 |
20 |
158.60 |
155.71 |
2.89 |
1.8% |
0.71 |
0.5% |
31% |
False |
False |
543,124 |
40 |
158.60 |
153.50 |
5.10 |
3.3% |
0.76 |
0.5% |
61% |
False |
False |
564,786 |
60 |
158.60 |
152.75 |
5.85 |
3.7% |
0.79 |
0.5% |
66% |
False |
False |
439,729 |
80 |
158.60 |
151.02 |
7.58 |
4.8% |
0.77 |
0.5% |
74% |
False |
False |
330,602 |
100 |
158.60 |
149.89 |
8.71 |
5.6% |
0.82 |
0.5% |
77% |
False |
False |
264,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.79 |
2.618 |
158.75 |
1.618 |
158.11 |
1.000 |
157.71 |
0.618 |
157.47 |
HIGH |
157.07 |
0.618 |
156.83 |
0.500 |
156.75 |
0.382 |
156.67 |
LOW |
156.43 |
0.618 |
156.03 |
1.000 |
155.79 |
1.618 |
155.39 |
2.618 |
154.75 |
4.250 |
153.71 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
156.75 |
157.00 |
PP |
156.70 |
156.86 |
S1 |
156.65 |
156.73 |
|