Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
156.38 |
155.16 |
-1.22 |
-0.8% |
157.43 |
High |
156.51 |
155.68 |
-0.83 |
-0.5% |
157.44 |
Low |
155.03 |
154.81 |
-0.22 |
-0.1% |
155.03 |
Close |
155.18 |
155.42 |
0.24 |
0.2% |
155.18 |
Range |
1.48 |
0.87 |
-0.61 |
-41.2% |
2.41 |
ATR |
0.82 |
0.82 |
0.00 |
0.5% |
0.00 |
Volume |
813,551 |
713,423 |
-100,128 |
-12.3% |
3,559,637 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.91 |
157.54 |
155.90 |
|
R3 |
157.04 |
156.67 |
155.66 |
|
R2 |
156.17 |
156.17 |
155.58 |
|
R1 |
155.80 |
155.80 |
155.50 |
155.99 |
PP |
155.30 |
155.30 |
155.30 |
155.40 |
S1 |
154.93 |
154.93 |
155.34 |
155.12 |
S2 |
154.43 |
154.43 |
155.26 |
|
S3 |
153.56 |
154.06 |
155.18 |
|
S4 |
152.69 |
153.19 |
154.94 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.11 |
161.56 |
156.51 |
|
R3 |
160.70 |
159.15 |
155.84 |
|
R2 |
158.29 |
158.29 |
155.62 |
|
R1 |
156.74 |
156.74 |
155.40 |
156.31 |
PP |
155.88 |
155.88 |
155.88 |
155.67 |
S1 |
154.33 |
154.33 |
154.96 |
153.90 |
S2 |
153.47 |
153.47 |
154.74 |
|
S3 |
151.06 |
151.92 |
154.52 |
|
S4 |
148.65 |
149.51 |
153.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.07 |
154.81 |
2.26 |
1.5% |
0.85 |
0.5% |
27% |
False |
True |
755,539 |
10 |
158.60 |
154.81 |
3.79 |
2.4% |
0.85 |
0.5% |
16% |
False |
True |
679,914 |
20 |
158.60 |
154.81 |
3.79 |
2.4% |
0.77 |
0.5% |
16% |
False |
True |
604,736 |
40 |
158.60 |
153.50 |
5.10 |
3.3% |
0.79 |
0.5% |
38% |
False |
False |
595,647 |
60 |
158.60 |
152.75 |
5.85 |
3.8% |
0.81 |
0.5% |
46% |
False |
False |
491,476 |
80 |
158.60 |
152.67 |
5.93 |
3.8% |
0.77 |
0.5% |
46% |
False |
False |
369,636 |
100 |
158.60 |
149.89 |
8.71 |
5.6% |
0.82 |
0.5% |
63% |
False |
False |
295,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.38 |
2.618 |
157.96 |
1.618 |
157.09 |
1.000 |
156.55 |
0.618 |
156.22 |
HIGH |
155.68 |
0.618 |
155.35 |
0.500 |
155.25 |
0.382 |
155.14 |
LOW |
154.81 |
0.618 |
154.27 |
1.000 |
153.94 |
1.618 |
153.40 |
2.618 |
152.53 |
4.250 |
151.11 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
155.36 |
155.72 |
PP |
155.30 |
155.62 |
S1 |
155.25 |
155.52 |
|