Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 01-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
158.45 |
158.24 |
-0.21 |
-0.1% |
157.84 |
High |
158.53 |
158.61 |
0.08 |
0.1% |
158.78 |
Low |
158.15 |
157.72 |
-0.43 |
-0.3% |
157.15 |
Close |
158.31 |
158.48 |
0.17 |
0.1% |
158.59 |
Range |
0.38 |
0.89 |
0.51 |
134.2% |
1.63 |
ATR |
0.68 |
0.69 |
0.02 |
2.2% |
0.00 |
Volume |
939,368 |
1,161,031 |
221,663 |
23.6% |
2,258,805 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.94 |
160.60 |
158.97 |
|
R3 |
160.05 |
159.71 |
158.72 |
|
R2 |
159.16 |
159.16 |
158.64 |
|
R1 |
158.82 |
158.82 |
158.56 |
158.99 |
PP |
158.27 |
158.27 |
158.27 |
158.36 |
S1 |
157.93 |
157.93 |
158.40 |
158.10 |
S2 |
157.38 |
157.38 |
158.32 |
|
S3 |
156.49 |
157.04 |
158.24 |
|
S4 |
155.60 |
156.15 |
157.99 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.06 |
162.46 |
159.49 |
|
R3 |
161.43 |
160.83 |
159.04 |
|
R2 |
159.80 |
159.80 |
158.89 |
|
R1 |
159.20 |
159.20 |
158.74 |
159.50 |
PP |
158.17 |
158.17 |
158.17 |
158.33 |
S1 |
157.57 |
157.57 |
158.44 |
157.87 |
S2 |
156.54 |
156.54 |
158.29 |
|
S3 |
154.91 |
155.94 |
158.14 |
|
S4 |
153.28 |
154.31 |
157.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.78 |
157.43 |
1.35 |
0.9% |
0.63 |
0.4% |
78% |
False |
False |
731,743 |
10 |
158.78 |
157.15 |
1.63 |
1.0% |
0.59 |
0.4% |
82% |
False |
False |
673,305 |
20 |
158.78 |
154.81 |
3.97 |
2.5% |
0.67 |
0.4% |
92% |
False |
False |
667,424 |
40 |
158.78 |
154.81 |
3.97 |
2.5% |
0.69 |
0.4% |
92% |
False |
False |
604,457 |
60 |
158.78 |
153.50 |
5.28 |
3.3% |
0.73 |
0.5% |
94% |
False |
False |
597,329 |
80 |
158.78 |
152.75 |
6.03 |
3.8% |
0.76 |
0.5% |
95% |
False |
False |
488,564 |
100 |
158.78 |
149.90 |
8.88 |
5.6% |
0.76 |
0.5% |
97% |
False |
False |
391,493 |
120 |
158.78 |
149.89 |
8.89 |
5.6% |
0.79 |
0.5% |
97% |
False |
False |
326,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.39 |
2.618 |
160.94 |
1.618 |
160.05 |
1.000 |
159.50 |
0.618 |
159.16 |
HIGH |
158.61 |
0.618 |
158.27 |
0.500 |
158.17 |
0.382 |
158.06 |
LOW |
157.72 |
0.618 |
157.17 |
1.000 |
156.83 |
1.618 |
156.28 |
2.618 |
155.39 |
4.250 |
153.94 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
158.38 |
158.40 |
PP |
158.27 |
158.33 |
S1 |
158.17 |
158.25 |
|