Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
155.54 |
155.73 |
0.19 |
0.1% |
158.45 |
High |
156.21 |
157.12 |
0.91 |
0.6% |
158.75 |
Low |
155.03 |
155.70 |
0.67 |
0.4% |
155.03 |
Close |
155.71 |
156.93 |
1.22 |
0.8% |
155.71 |
Range |
1.18 |
1.42 |
0.24 |
20.3% |
3.72 |
ATR |
0.90 |
0.94 |
0.04 |
4.1% |
0.00 |
Volume |
299,221 |
19,767 |
-279,454 |
-93.4% |
4,827,888 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.84 |
160.31 |
157.71 |
|
R3 |
159.42 |
158.89 |
157.32 |
|
R2 |
158.00 |
158.00 |
157.19 |
|
R1 |
157.47 |
157.47 |
157.06 |
157.74 |
PP |
156.58 |
156.58 |
156.58 |
156.72 |
S1 |
156.05 |
156.05 |
156.80 |
156.32 |
S2 |
155.16 |
155.16 |
156.67 |
|
S3 |
153.74 |
154.63 |
156.54 |
|
S4 |
152.32 |
153.21 |
156.15 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.66 |
165.40 |
157.76 |
|
R3 |
163.94 |
161.68 |
156.73 |
|
R2 |
160.22 |
160.22 |
156.39 |
|
R1 |
157.96 |
157.96 |
156.05 |
157.23 |
PP |
156.50 |
156.50 |
156.50 |
156.13 |
S1 |
154.24 |
154.24 |
155.37 |
153.51 |
S2 |
152.78 |
152.78 |
155.03 |
|
S3 |
149.06 |
150.52 |
154.69 |
|
S4 |
145.34 |
146.80 |
153.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.75 |
155.03 |
3.72 |
2.4% |
1.49 |
1.0% |
51% |
False |
False |
781,657 |
10 |
158.78 |
155.03 |
3.75 |
2.4% |
1.05 |
0.7% |
51% |
False |
False |
710,646 |
20 |
158.78 |
154.81 |
3.97 |
2.5% |
0.83 |
0.5% |
53% |
False |
False |
651,573 |
40 |
158.78 |
154.81 |
3.97 |
2.5% |
0.79 |
0.5% |
53% |
False |
False |
623,722 |
60 |
158.78 |
153.50 |
5.28 |
3.4% |
0.80 |
0.5% |
65% |
False |
False |
613,345 |
80 |
158.78 |
152.75 |
6.03 |
3.8% |
0.81 |
0.5% |
69% |
False |
False |
522,610 |
100 |
158.78 |
152.36 |
6.42 |
4.1% |
0.78 |
0.5% |
71% |
False |
False |
418,897 |
120 |
158.78 |
149.89 |
8.89 |
5.7% |
0.82 |
0.5% |
79% |
False |
False |
349,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.16 |
2.618 |
160.84 |
1.618 |
159.42 |
1.000 |
158.54 |
0.618 |
158.00 |
HIGH |
157.12 |
0.618 |
156.58 |
0.500 |
156.41 |
0.382 |
156.24 |
LOW |
155.70 |
0.618 |
154.82 |
1.000 |
154.28 |
1.618 |
153.40 |
2.618 |
151.98 |
4.250 |
149.67 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
156.76 |
156.90 |
PP |
156.58 |
156.86 |
S1 |
156.41 |
156.83 |
|