Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
156.33 |
157.29 |
0.96 |
0.6% |
155.16 |
High |
157.09 |
157.39 |
0.30 |
0.2% |
157.09 |
Low |
156.32 |
156.78 |
0.46 |
0.3% |
154.81 |
Close |
156.92 |
157.31 |
0.39 |
0.2% |
156.92 |
Range |
0.77 |
0.61 |
-0.16 |
-20.8% |
2.28 |
ATR |
0.78 |
0.77 |
-0.01 |
-1.6% |
0.00 |
Volume |
604,438 |
513,432 |
-91,006 |
-15.1% |
3,037,726 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.99 |
158.76 |
157.65 |
|
R3 |
158.38 |
158.15 |
157.48 |
|
R2 |
157.77 |
157.77 |
157.42 |
|
R1 |
157.54 |
157.54 |
157.37 |
157.66 |
PP |
157.16 |
157.16 |
157.16 |
157.22 |
S1 |
156.93 |
156.93 |
157.25 |
157.05 |
S2 |
156.55 |
156.55 |
157.20 |
|
S3 |
155.94 |
156.32 |
157.14 |
|
S4 |
155.33 |
155.71 |
156.97 |
|
|
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 |
157.39 |
155.46 |
1.93 |
1.2% |
0.65 |
0.4% |
96% |
True |
False |
567,547 |
10 |
157.39 |
154.81 |
2.58 |
1.6% |
0.75 |
0.5% |
97% |
True |
False |
661,543 |
20 |
158.60 |
154.81 |
3.79 |
2.4% |
0.80 |
0.5% |
66% |
False |
False |
618,363 |
40 |
158.60 |
154.81 |
3.79 |
2.4% |
0.75 |
0.5% |
66% |
False |
False |
590,492 |
60 |
158.60 |
152.75 |
5.85 |
3.7% |
0.81 |
0.5% |
78% |
False |
False |
537,179 |
80 |
158.60 |
152.75 |
5.85 |
3.7% |
0.78 |
0.5% |
78% |
False |
False |
404,972 |
100 |
158.60 |
149.90 |
8.70 |
5.5% |
0.81 |
0.5% |
85% |
False |
False |
324,316 |
120 |
158.60 |
148.78 |
9.82 |
6.2% |
0.85 |
0.5% |
87% |
False |
False |
270,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.98 |
2.618 |
158.99 |
1.618 |
158.38 |
1.000 |
158.00 |
0.618 |
157.77 |
HIGH |
157.39 |
0.618 |
157.16 |
0.500 |
157.09 |
0.382 |
157.01 |
LOW |
156.78 |
0.618 |
156.40 |
1.000 |
156.17 |
1.618 |
155.79 |
2.618 |
155.18 |
4.250 |
154.19 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
157.24 |
157.13 |
PP |
157.16 |
156.96 |
S1 |
157.09 |
156.78 |
|