Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 04-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
158.62 |
158.49 |
-0.13 |
-0.1% |
159.51 |
High |
158.92 |
158.71 |
-0.21 |
-0.1% |
160.62 |
Low |
158.28 |
157.99 |
-0.29 |
-0.2% |
158.90 |
Close |
158.43 |
158.11 |
-0.32 |
-0.2% |
159.10 |
Range |
0.64 |
0.72 |
0.08 |
12.5% |
1.72 |
ATR |
0.76 |
0.76 |
0.00 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.43 |
159.99 |
158.51 |
|
R3 |
159.71 |
159.27 |
158.31 |
|
R2 |
158.99 |
158.99 |
158.24 |
|
R1 |
158.55 |
158.55 |
158.18 |
158.41 |
PP |
158.27 |
158.27 |
158.27 |
158.20 |
S1 |
157.83 |
157.83 |
158.04 |
157.69 |
S2 |
157.55 |
157.55 |
157.98 |
|
S3 |
156.83 |
157.11 |
157.91 |
|
S4 |
156.11 |
156.39 |
157.71 |
|
|
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 |
160.15 |
157.99 |
2.16 |
1.4% |
0.80 |
0.5% |
6% |
False |
True |
4,287 |
10 |
160.62 |
157.99 |
2.63 |
1.7% |
0.73 |
0.5% |
5% |
False |
True |
3,345 |
20 |
160.62 |
157.55 |
3.07 |
1.9% |
0.65 |
0.4% |
18% |
False |
False |
2,001 |
40 |
160.62 |
155.11 |
5.51 |
3.5% |
0.67 |
0.4% |
54% |
False |
False |
1,315 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.67 |
0.4% |
50% |
False |
False |
882 |
80 |
161.71 |
152.93 |
8.78 |
5.6% |
0.57 |
0.4% |
59% |
False |
False |
662 |
100 |
161.71 |
150.23 |
11.48 |
7.3% |
0.52 |
0.3% |
69% |
False |
False |
538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.77 |
2.618 |
160.59 |
1.618 |
159.87 |
1.000 |
159.43 |
0.618 |
159.15 |
HIGH |
158.71 |
0.618 |
158.43 |
0.500 |
158.35 |
0.382 |
158.27 |
LOW |
157.99 |
0.618 |
157.55 |
1.000 |
157.27 |
1.618 |
156.83 |
2.618 |
156.11 |
4.250 |
154.93 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
158.35 |
158.68 |
PP |
158.27 |
158.49 |
S1 |
158.19 |
158.30 |
|