Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
155.73 |
156.55 |
0.82 |
0.5% |
158.45 |
High |
157.12 |
157.11 |
-0.01 |
0.0% |
158.75 |
Low |
155.70 |
156.55 |
0.85 |
0.5% |
155.03 |
Close |
156.93 |
156.94 |
0.01 |
0.0% |
155.71 |
Range |
1.42 |
0.56 |
-0.86 |
-60.6% |
3.72 |
ATR |
0.94 |
0.91 |
-0.03 |
-2.9% |
0.00 |
Volume |
19,767 |
19,767 |
0 |
0.0% |
4,827,888 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.55 |
158.30 |
157.25 |
|
R3 |
157.99 |
157.74 |
157.09 |
|
R2 |
157.43 |
157.43 |
157.04 |
|
R1 |
157.18 |
157.18 |
156.99 |
157.31 |
PP |
156.87 |
156.87 |
156.87 |
156.93 |
S1 |
156.62 |
156.62 |
156.89 |
156.75 |
S2 |
156.31 |
156.31 |
156.84 |
|
S3 |
155.75 |
156.06 |
156.79 |
|
S4 |
155.19 |
155.50 |
156.63 |
|
|
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% |
1.43 |
0.9% |
51% |
False |
False |
553,404 |
10 |
158.78 |
155.03 |
3.75 |
2.4% |
1.03 |
0.7% |
51% |
False |
False |
642,573 |
20 |
158.78 |
155.03 |
3.75 |
2.4% |
0.81 |
0.5% |
51% |
False |
False |
616,890 |
40 |
158.78 |
154.81 |
3.97 |
2.5% |
0.79 |
0.5% |
54% |
False |
False |
610,813 |
60 |
158.78 |
153.50 |
5.28 |
3.4% |
0.80 |
0.5% |
65% |
False |
False |
602,728 |
80 |
158.78 |
152.75 |
6.03 |
3.8% |
0.81 |
0.5% |
69% |
False |
False |
522,830 |
100 |
158.78 |
152.67 |
6.11 |
3.9% |
0.78 |
0.5% |
70% |
False |
False |
419,087 |
120 |
158.78 |
149.89 |
8.89 |
5.7% |
0.82 |
0.5% |
79% |
False |
False |
349,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.49 |
2.618 |
158.58 |
1.618 |
158.02 |
1.000 |
157.67 |
0.618 |
157.46 |
HIGH |
157.11 |
0.618 |
156.90 |
0.500 |
156.83 |
0.382 |
156.76 |
LOW |
156.55 |
0.618 |
156.20 |
1.000 |
155.99 |
1.618 |
155.64 |
2.618 |
155.08 |
4.250 |
154.17 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
156.90 |
156.65 |
PP |
156.87 |
156.36 |
S1 |
156.83 |
156.08 |
|