Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 10-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
155.16 |
155.69 |
0.53 |
0.3% |
157.43 |
High |
155.68 |
156.21 |
0.53 |
0.3% |
157.44 |
Low |
154.81 |
155.46 |
0.65 |
0.4% |
155.03 |
Close |
155.42 |
156.07 |
0.65 |
0.4% |
155.18 |
Range |
0.87 |
0.75 |
-0.12 |
-13.8% |
2.41 |
ATR |
0.82 |
0.82 |
0.00 |
-0.3% |
0.00 |
Volume |
713,423 |
551,186 |
-162,237 |
-22.7% |
3,559,637 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.16 |
157.87 |
156.48 |
|
R3 |
157.41 |
157.12 |
156.28 |
|
R2 |
156.66 |
156.66 |
156.21 |
|
R1 |
156.37 |
156.37 |
156.14 |
156.52 |
PP |
155.91 |
155.91 |
155.91 |
155.99 |
S1 |
155.62 |
155.62 |
156.00 |
155.77 |
S2 |
155.16 |
155.16 |
155.93 |
|
S3 |
154.41 |
154.87 |
155.86 |
|
S4 |
153.66 |
154.12 |
155.66 |
|
|
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 |
156.94 |
154.81 |
2.13 |
1.4% |
0.87 |
0.6% |
59% |
False |
False |
736,145 |
10 |
158.60 |
154.81 |
3.79 |
2.4% |
0.85 |
0.5% |
33% |
False |
False |
675,751 |
20 |
158.60 |
154.81 |
3.79 |
2.4% |
0.78 |
0.5% |
33% |
False |
False |
605,489 |
40 |
158.60 |
153.50 |
5.10 |
3.3% |
0.77 |
0.5% |
50% |
False |
False |
591,509 |
60 |
158.60 |
152.75 |
5.85 |
3.7% |
0.81 |
0.5% |
57% |
False |
False |
500,600 |
80 |
158.60 |
152.67 |
5.93 |
3.8% |
0.77 |
0.5% |
57% |
False |
False |
376,512 |
100 |
158.60 |
149.89 |
8.71 |
5.6% |
0.82 |
0.5% |
71% |
False |
False |
301,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.40 |
2.618 |
158.17 |
1.618 |
157.42 |
1.000 |
156.96 |
0.618 |
156.67 |
HIGH |
156.21 |
0.618 |
155.92 |
0.500 |
155.84 |
0.382 |
155.75 |
LOW |
155.46 |
0.618 |
155.00 |
1.000 |
154.71 |
1.618 |
154.25 |
2.618 |
153.50 |
4.250 |
152.27 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
155.99 |
155.93 |
PP |
155.91 |
155.80 |
S1 |
155.84 |
155.66 |
|