Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
157.96 |
157.84 |
-0.12 |
-0.1% |
157.29 |
High |
158.19 |
157.98 |
-0.21 |
-0.1% |
158.19 |
Low |
157.78 |
157.15 |
-0.63 |
-0.4% |
156.78 |
Close |
158.02 |
157.34 |
-0.68 |
-0.4% |
158.02 |
Range |
0.41 |
0.83 |
0.42 |
102.4% |
1.41 |
ATR |
0.69 |
0.71 |
0.01 |
1.8% |
0.00 |
Volume |
695,283 |
700,489 |
5,206 |
0.7% |
2,887,282 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.98 |
159.49 |
157.80 |
|
R3 |
159.15 |
158.66 |
157.57 |
|
R2 |
158.32 |
158.32 |
157.49 |
|
R1 |
157.83 |
157.83 |
157.42 |
157.66 |
PP |
157.49 |
157.49 |
157.49 |
157.41 |
S1 |
157.00 |
157.00 |
157.26 |
156.83 |
S2 |
156.66 |
156.66 |
157.19 |
|
S3 |
155.83 |
156.17 |
157.11 |
|
S4 |
155.00 |
155.34 |
156.88 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.89 |
161.37 |
158.80 |
|
R3 |
160.48 |
159.96 |
158.41 |
|
R2 |
159.07 |
159.07 |
158.28 |
|
R1 |
158.55 |
158.55 |
158.15 |
158.81 |
PP |
157.66 |
157.66 |
157.66 |
157.80 |
S1 |
157.14 |
157.14 |
157.89 |
157.40 |
S2 |
156.25 |
156.25 |
157.76 |
|
S3 |
154.84 |
155.73 |
157.63 |
|
S4 |
153.43 |
154.32 |
157.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.19 |
157.15 |
1.04 |
0.7% |
0.55 |
0.3% |
18% |
False |
True |
614,867 |
10 |
158.19 |
155.46 |
2.73 |
1.7% |
0.60 |
0.4% |
69% |
False |
False |
591,207 |
20 |
158.60 |
154.81 |
3.79 |
2.4% |
0.72 |
0.5% |
67% |
False |
False |
635,560 |
40 |
158.60 |
154.81 |
3.79 |
2.4% |
0.72 |
0.5% |
67% |
False |
False |
592,784 |
60 |
158.60 |
152.75 |
5.85 |
3.7% |
0.76 |
0.5% |
78% |
False |
False |
585,007 |
80 |
158.60 |
152.75 |
5.85 |
3.7% |
0.78 |
0.5% |
78% |
False |
False |
443,112 |
100 |
158.60 |
149.90 |
8.70 |
5.5% |
0.79 |
0.5% |
86% |
False |
False |
355,017 |
120 |
158.60 |
148.78 |
9.82 |
6.2% |
0.81 |
0.5% |
87% |
False |
False |
295,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.51 |
2.618 |
160.15 |
1.618 |
159.32 |
1.000 |
158.81 |
0.618 |
158.49 |
HIGH |
157.98 |
0.618 |
157.66 |
0.500 |
157.57 |
0.382 |
157.47 |
LOW |
157.15 |
0.618 |
156.64 |
1.000 |
156.32 |
1.618 |
155.81 |
2.618 |
154.98 |
4.250 |
153.62 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
157.57 |
157.67 |
PP |
157.49 |
157.56 |
S1 |
157.42 |
157.45 |
|