Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
158.05 |
158.08 |
0.03 |
0.0% |
159.35 |
High |
158.37 |
158.22 |
-0.15 |
-0.1% |
159.36 |
Low |
157.90 |
156.68 |
-1.22 |
-0.8% |
156.68 |
Close |
158.03 |
156.83 |
-1.20 |
-0.8% |
156.83 |
Range |
0.47 |
1.54 |
1.07 |
227.7% |
2.68 |
ATR |
0.74 |
0.80 |
0.06 |
7.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.86 |
160.89 |
157.68 |
|
R3 |
160.32 |
159.35 |
157.25 |
|
R2 |
158.78 |
158.78 |
157.11 |
|
R1 |
157.81 |
157.81 |
156.97 |
157.53 |
PP |
157.24 |
157.24 |
157.24 |
157.10 |
S1 |
156.27 |
156.27 |
156.69 |
155.99 |
S2 |
155.70 |
155.70 |
156.55 |
|
S3 |
154.16 |
154.73 |
156.41 |
|
S4 |
152.62 |
153.19 |
155.98 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.66 |
163.93 |
158.30 |
|
R3 |
162.98 |
161.25 |
157.57 |
|
R2 |
160.30 |
160.30 |
157.32 |
|
R1 |
158.57 |
158.57 |
157.08 |
158.10 |
PP |
157.62 |
157.62 |
157.62 |
157.39 |
S1 |
155.89 |
155.89 |
156.58 |
155.42 |
S2 |
154.94 |
154.94 |
156.34 |
|
S3 |
152.26 |
153.21 |
156.09 |
|
S4 |
149.58 |
150.53 |
155.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.36 |
156.68 |
2.68 |
1.7% |
0.86 |
0.5% |
6% |
False |
True |
|
10 |
160.62 |
156.68 |
3.94 |
2.5% |
0.78 |
0.5% |
4% |
False |
True |
3,160 |
20 |
160.62 |
156.68 |
3.94 |
2.5% |
0.69 |
0.4% |
4% |
False |
True |
1,973 |
40 |
160.62 |
155.11 |
5.51 |
3.5% |
0.71 |
0.5% |
31% |
False |
False |
1,285 |
60 |
161.71 |
154.54 |
7.17 |
4.6% |
0.70 |
0.4% |
32% |
False |
False |
882 |
80 |
161.71 |
153.69 |
8.02 |
5.1% |
0.58 |
0.4% |
39% |
False |
False |
662 |
100 |
161.71 |
150.23 |
11.48 |
7.3% |
0.54 |
0.3% |
57% |
False |
False |
538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.77 |
2.618 |
162.25 |
1.618 |
160.71 |
1.000 |
159.76 |
0.618 |
159.17 |
HIGH |
158.22 |
0.618 |
157.63 |
0.500 |
157.45 |
0.382 |
157.27 |
LOW |
156.68 |
0.618 |
155.73 |
1.000 |
155.14 |
1.618 |
154.19 |
2.618 |
152.65 |
4.250 |
150.14 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
157.45 |
157.70 |
PP |
157.24 |
157.41 |
S1 |
157.04 |
157.12 |
|