Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
158.42 |
158.30 |
-0.12 |
-0.1% |
157.84 |
High |
158.75 |
158.63 |
-0.12 |
-0.1% |
158.78 |
Low |
158.24 |
155.17 |
-3.07 |
-1.9% |
157.15 |
Close |
158.44 |
156.11 |
-2.33 |
-1.5% |
158.59 |
Range |
0.51 |
3.46 |
2.95 |
578.4% |
1.63 |
ATR |
0.68 |
0.88 |
0.20 |
29.1% |
0.00 |
Volume |
1,161,031 |
1,267,237 |
106,206 |
9.1% |
2,258,805 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.02 |
165.02 |
158.01 |
|
R3 |
163.56 |
161.56 |
157.06 |
|
R2 |
160.10 |
160.10 |
156.74 |
|
R1 |
158.10 |
158.10 |
156.43 |
157.37 |
PP |
156.64 |
156.64 |
156.64 |
156.27 |
S1 |
154.64 |
154.64 |
155.79 |
153.91 |
S2 |
153.18 |
153.18 |
155.48 |
|
S3 |
149.72 |
151.18 |
155.16 |
|
S4 |
146.26 |
147.72 |
154.21 |
|
|
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 |
155.17 |
3.61 |
2.3% |
1.14 |
0.7% |
26% |
False |
True |
1,025,647 |
10 |
158.78 |
155.17 |
3.61 |
2.3% |
0.88 |
0.6% |
26% |
False |
True |
796,842 |
20 |
158.78 |
154.81 |
3.97 |
2.5% |
0.80 |
0.5% |
33% |
False |
False |
720,390 |
40 |
158.78 |
154.81 |
3.97 |
2.5% |
0.76 |
0.5% |
33% |
False |
False |
634,389 |
60 |
158.78 |
153.50 |
5.28 |
3.4% |
0.77 |
0.5% |
49% |
False |
False |
620,662 |
80 |
158.78 |
152.75 |
6.03 |
3.9% |
0.79 |
0.5% |
56% |
False |
False |
518,816 |
100 |
158.78 |
151.59 |
7.19 |
4.6% |
0.77 |
0.5% |
63% |
False |
False |
415,758 |
120 |
158.78 |
149.89 |
8.89 |
5.7% |
0.81 |
0.5% |
70% |
False |
False |
346,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173.34 |
2.618 |
167.69 |
1.618 |
164.23 |
1.000 |
162.09 |
0.618 |
160.77 |
HIGH |
158.63 |
0.618 |
157.31 |
0.500 |
156.90 |
0.382 |
156.49 |
LOW |
155.17 |
0.618 |
153.03 |
1.000 |
151.71 |
1.618 |
149.57 |
2.618 |
146.11 |
4.250 |
140.47 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
156.90 |
156.96 |
PP |
156.64 |
156.68 |
S1 |
156.37 |
156.39 |
|