Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 02-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
158.98 |
159.35 |
0.37 |
0.2% |
159.51 |
High |
159.41 |
159.36 |
-0.05 |
0.0% |
160.62 |
Low |
158.95 |
158.42 |
-0.53 |
-0.3% |
158.90 |
Close |
159.10 |
158.52 |
-0.58 |
-0.4% |
159.10 |
Range |
0.46 |
0.94 |
0.48 |
104.3% |
1.72 |
ATR |
0.76 |
0.77 |
0.01 |
1.7% |
0.00 |
Volume |
21,436 |
0 |
-21,436 |
-100.0% |
31,604 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.59 |
160.99 |
159.04 |
|
R3 |
160.65 |
160.05 |
158.78 |
|
R2 |
159.71 |
159.71 |
158.69 |
|
R1 |
159.11 |
159.11 |
158.61 |
158.94 |
PP |
158.77 |
158.77 |
158.77 |
158.68 |
S1 |
158.17 |
158.17 |
158.43 |
158.00 |
S2 |
157.83 |
157.83 |
158.35 |
|
S3 |
156.89 |
157.23 |
158.26 |
|
S4 |
155.95 |
156.29 |
158.00 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.70 |
163.62 |
160.05 |
|
R3 |
162.98 |
161.90 |
159.57 |
|
R2 |
161.26 |
161.26 |
159.42 |
|
R1 |
160.18 |
160.18 |
159.26 |
159.86 |
PP |
159.54 |
159.54 |
159.54 |
159.38 |
S1 |
158.46 |
158.46 |
158.94 |
158.14 |
S2 |
157.82 |
157.82 |
158.78 |
|
S3 |
156.10 |
156.74 |
158.63 |
|
S4 |
154.38 |
155.02 |
158.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.62 |
158.42 |
2.20 |
1.4% |
0.83 |
0.5% |
5% |
False |
True |
5,716 |
10 |
160.62 |
157.55 |
3.07 |
1.9% |
0.80 |
0.5% |
32% |
False |
False |
3,441 |
20 |
160.62 |
157.55 |
3.07 |
1.9% |
0.64 |
0.4% |
32% |
False |
False |
2,001 |
40 |
160.62 |
155.11 |
5.51 |
3.5% |
0.64 |
0.4% |
62% |
False |
False |
1,316 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.66 |
0.4% |
56% |
False |
False |
882 |
80 |
161.71 |
152.58 |
9.13 |
5.8% |
0.56 |
0.4% |
65% |
False |
False |
672 |
100 |
161.71 |
150.23 |
11.48 |
7.2% |
0.51 |
0.3% |
72% |
False |
False |
538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.36 |
2.618 |
161.82 |
1.618 |
160.88 |
1.000 |
160.30 |
0.618 |
159.94 |
HIGH |
159.36 |
0.618 |
159.00 |
0.500 |
158.89 |
0.382 |
158.78 |
LOW |
158.42 |
0.618 |
157.84 |
1.000 |
157.48 |
1.618 |
156.90 |
2.618 |
155.96 |
4.250 |
154.43 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
158.89 |
159.29 |
PP |
158.77 |
159.03 |
S1 |
158.64 |
158.78 |
|