Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 04-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
156.77 |
156.61 |
-0.16 |
-0.1% |
157.44 |
High |
157.07 |
156.94 |
-0.13 |
-0.1% |
158.60 |
Low |
156.43 |
156.21 |
-0.22 |
-0.1% |
156.96 |
Close |
156.60 |
156.34 |
-0.26 |
-0.2% |
157.21 |
Range |
0.64 |
0.73 |
0.09 |
14.1% |
1.64 |
ATR |
0.79 |
0.79 |
0.00 |
-0.5% |
0.00 |
Volume |
648,156 |
720,787 |
72,631 |
11.2% |
3,082,890 |
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.69 |
158.24 |
156.74 |
|
R3 |
157.96 |
157.51 |
156.54 |
|
R2 |
157.23 |
157.23 |
156.47 |
|
R1 |
156.78 |
156.78 |
156.41 |
156.64 |
PP |
156.50 |
156.50 |
156.50 |
156.43 |
S1 |
156.05 |
156.05 |
156.27 |
155.91 |
S2 |
155.77 |
155.77 |
156.21 |
|
S3 |
155.04 |
155.32 |
156.14 |
|
S4 |
154.31 |
154.59 |
155.94 |
|
|
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 |
158.24 |
156.21 |
2.03 |
1.3% |
0.83 |
0.5% |
6% |
False |
True |
640,954 |
10 |
158.60 |
156.21 |
2.39 |
1.5% |
0.78 |
0.5% |
5% |
False |
True |
587,660 |
20 |
158.60 |
155.71 |
2.89 |
1.8% |
0.72 |
0.5% |
22% |
False |
False |
548,389 |
40 |
158.60 |
153.50 |
5.10 |
3.3% |
0.76 |
0.5% |
56% |
False |
False |
570,799 |
60 |
158.60 |
152.75 |
5.85 |
3.7% |
0.79 |
0.5% |
61% |
False |
False |
451,625 |
80 |
158.60 |
151.59 |
7.01 |
4.5% |
0.77 |
0.5% |
68% |
False |
False |
339,600 |
100 |
158.60 |
149.89 |
8.71 |
5.6% |
0.82 |
0.5% |
74% |
False |
False |
271,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.04 |
2.618 |
158.85 |
1.618 |
158.12 |
1.000 |
157.67 |
0.618 |
157.39 |
HIGH |
156.94 |
0.618 |
156.66 |
0.500 |
156.58 |
0.382 |
156.49 |
LOW |
156.21 |
0.618 |
155.76 |
1.000 |
155.48 |
1.618 |
155.03 |
2.618 |
154.30 |
4.250 |
153.11 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
156.58 |
156.83 |
PP |
156.50 |
156.66 |
S1 |
156.42 |
156.50 |
|