Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
155.69 |
156.07 |
0.38 |
0.2% |
157.43 |
High |
156.21 |
156.60 |
0.39 |
0.2% |
157.44 |
Low |
155.46 |
155.92 |
0.46 |
0.3% |
155.03 |
Close |
156.07 |
156.33 |
0.26 |
0.2% |
155.18 |
Range |
0.75 |
0.68 |
-0.07 |
-9.3% |
2.41 |
ATR |
0.82 |
0.81 |
-0.01 |
-1.2% |
0.00 |
Volume |
551,186 |
564,241 |
13,055 |
2.4% |
3,559,637 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.32 |
158.01 |
156.70 |
|
R3 |
157.64 |
157.33 |
156.52 |
|
R2 |
156.96 |
156.96 |
156.45 |
|
R1 |
156.65 |
156.65 |
156.39 |
156.81 |
PP |
156.28 |
156.28 |
156.28 |
156.36 |
S1 |
155.97 |
155.97 |
156.27 |
156.13 |
S2 |
155.60 |
155.60 |
156.21 |
|
S3 |
154.92 |
155.29 |
156.14 |
|
S4 |
154.24 |
154.61 |
155.96 |
|
|
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 |
156.62 |
154.81 |
1.81 |
1.2% |
0.86 |
0.5% |
84% |
False |
False |
704,836 |
10 |
158.24 |
154.81 |
3.43 |
2.2% |
0.85 |
0.5% |
44% |
False |
False |
672,895 |
20 |
158.60 |
154.81 |
3.79 |
2.4% |
0.78 |
0.5% |
40% |
False |
False |
609,863 |
40 |
158.60 |
153.59 |
5.01 |
3.2% |
0.77 |
0.5% |
55% |
False |
False |
594,277 |
60 |
158.60 |
152.75 |
5.85 |
3.7% |
0.81 |
0.5% |
61% |
False |
False |
509,638 |
80 |
158.60 |
152.75 |
5.85 |
3.7% |
0.77 |
0.5% |
61% |
False |
False |
383,537 |
100 |
158.60 |
149.89 |
8.71 |
5.6% |
0.82 |
0.5% |
74% |
False |
False |
307,099 |
120 |
158.60 |
148.78 |
9.82 |
6.3% |
0.84 |
0.5% |
77% |
False |
False |
255,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.49 |
2.618 |
158.38 |
1.618 |
157.70 |
1.000 |
157.28 |
0.618 |
157.02 |
HIGH |
156.60 |
0.618 |
156.34 |
0.500 |
156.26 |
0.382 |
156.18 |
LOW |
155.92 |
0.618 |
155.50 |
1.000 |
155.24 |
1.618 |
154.82 |
2.618 |
154.14 |
4.250 |
153.03 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
156.31 |
156.12 |
PP |
156.28 |
155.91 |
S1 |
156.26 |
155.71 |
|