Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
156.25 |
156.33 |
0.08 |
0.1% |
155.16 |
High |
156.61 |
157.09 |
0.48 |
0.3% |
157.09 |
Low |
156.17 |
156.32 |
0.15 |
0.1% |
154.81 |
Close |
156.33 |
156.92 |
0.59 |
0.4% |
156.92 |
Range |
0.44 |
0.77 |
0.33 |
75.0% |
2.28 |
ATR |
0.78 |
0.78 |
0.00 |
-0.1% |
0.00 |
Volume |
604,438 |
604,438 |
0 |
0.0% |
3,037,726 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.09 |
158.77 |
157.34 |
|
R3 |
158.32 |
158.00 |
157.13 |
|
R2 |
157.55 |
157.55 |
157.06 |
|
R1 |
157.23 |
157.23 |
156.99 |
157.39 |
PP |
156.78 |
156.78 |
156.78 |
156.86 |
S1 |
156.46 |
156.46 |
156.85 |
156.62 |
S2 |
156.01 |
156.01 |
156.78 |
|
S3 |
155.24 |
155.69 |
156.71 |
|
S4 |
154.47 |
154.92 |
156.50 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.11 |
162.30 |
158.17 |
|
R3 |
160.83 |
160.02 |
157.55 |
|
R2 |
158.55 |
158.55 |
157.34 |
|
R1 |
157.74 |
157.74 |
157.13 |
158.15 |
PP |
156.27 |
156.27 |
156.27 |
156.48 |
S1 |
155.46 |
155.46 |
156.71 |
155.87 |
S2 |
153.99 |
153.99 |
156.50 |
|
S3 |
151.71 |
153.18 |
156.29 |
|
S4 |
149.43 |
150.90 |
155.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.09 |
154.81 |
2.28 |
1.5% |
0.70 |
0.4% |
93% |
True |
False |
607,545 |
10 |
157.44 |
154.81 |
2.63 |
1.7% |
0.78 |
0.5% |
80% |
False |
False |
659,736 |
20 |
158.60 |
154.81 |
3.79 |
2.4% |
0.80 |
0.5% |
56% |
False |
False |
627,812 |
40 |
158.60 |
154.75 |
3.85 |
2.5% |
0.75 |
0.5% |
56% |
False |
False |
595,603 |
60 |
158.60 |
152.75 |
5.85 |
3.7% |
0.81 |
0.5% |
71% |
False |
False |
528,738 |
80 |
158.60 |
152.75 |
5.85 |
3.7% |
0.78 |
0.5% |
71% |
False |
False |
398,575 |
100 |
158.60 |
149.89 |
8.71 |
5.6% |
0.82 |
0.5% |
81% |
False |
False |
319,184 |
120 |
158.60 |
148.78 |
9.82 |
6.3% |
0.85 |
0.5% |
83% |
False |
False |
266,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.36 |
2.618 |
159.11 |
1.618 |
158.34 |
1.000 |
157.86 |
0.618 |
157.57 |
HIGH |
157.09 |
0.618 |
156.80 |
0.500 |
156.71 |
0.382 |
156.61 |
LOW |
156.32 |
0.618 |
155.84 |
1.000 |
155.55 |
1.618 |
155.07 |
2.618 |
154.30 |
4.250 |
153.05 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
156.85 |
156.78 |
PP |
156.78 |
156.64 |
S1 |
156.71 |
156.51 |
|