Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
158.24 |
158.42 |
0.18 |
0.1% |
157.84 |
High |
158.61 |
158.75 |
0.14 |
0.1% |
158.78 |
Low |
157.72 |
158.24 |
0.52 |
0.3% |
157.15 |
Close |
158.48 |
158.44 |
-0.04 |
0.0% |
158.59 |
Range |
0.89 |
0.51 |
-0.38 |
-42.7% |
1.63 |
ATR |
0.69 |
0.68 |
-0.01 |
-1.9% |
0.00 |
Volume |
1,161,031 |
1,161,031 |
0 |
0.0% |
2,258,805 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.01 |
159.73 |
158.72 |
|
R3 |
159.50 |
159.22 |
158.58 |
|
R2 |
158.99 |
158.99 |
158.53 |
|
R1 |
158.71 |
158.71 |
158.49 |
158.85 |
PP |
158.48 |
158.48 |
158.48 |
158.55 |
S1 |
158.20 |
158.20 |
158.39 |
158.34 |
S2 |
157.97 |
157.97 |
158.35 |
|
S3 |
157.46 |
157.69 |
158.30 |
|
S4 |
156.95 |
157.18 |
158.16 |
|
|
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 |
157.53 |
1.25 |
0.8% |
0.61 |
0.4% |
73% |
False |
False |
829,034 |
10 |
158.78 |
157.15 |
1.63 |
1.0% |
0.59 |
0.4% |
79% |
False |
False |
728,585 |
20 |
158.78 |
154.81 |
3.97 |
2.5% |
0.66 |
0.4% |
91% |
False |
False |
693,068 |
40 |
158.78 |
154.81 |
3.97 |
2.5% |
0.69 |
0.4% |
91% |
False |
False |
618,096 |
60 |
158.78 |
153.50 |
5.28 |
3.3% |
0.73 |
0.5% |
94% |
False |
False |
607,546 |
80 |
158.78 |
152.75 |
6.03 |
3.8% |
0.76 |
0.5% |
94% |
False |
False |
503,064 |
100 |
158.78 |
151.02 |
7.76 |
4.9% |
0.75 |
0.5% |
96% |
False |
False |
403,095 |
120 |
158.78 |
149.89 |
8.89 |
5.6% |
0.79 |
0.5% |
96% |
False |
False |
336,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.92 |
2.618 |
160.09 |
1.618 |
159.58 |
1.000 |
159.26 |
0.618 |
159.07 |
HIGH |
158.75 |
0.618 |
158.56 |
0.500 |
158.50 |
0.382 |
158.43 |
LOW |
158.24 |
0.618 |
157.92 |
1.000 |
157.73 |
1.618 |
157.41 |
2.618 |
156.90 |
4.250 |
156.07 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
158.50 |
158.37 |
PP |
158.48 |
158.30 |
S1 |
158.46 |
158.24 |
|