Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
158.08 |
156.83 |
-1.25 |
-0.8% |
159.35 |
High |
158.22 |
157.29 |
-0.93 |
-0.6% |
159.36 |
Low |
156.68 |
156.40 |
-0.28 |
-0.2% |
156.68 |
Close |
156.83 |
157.05 |
0.22 |
0.1% |
156.83 |
Range |
1.54 |
0.89 |
-0.65 |
-42.2% |
2.68 |
ATR |
0.80 |
0.80 |
0.01 |
0.8% |
0.00 |
Volume |
0 |
16,593 |
16,593 |
|
0 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.58 |
159.21 |
157.54 |
|
R3 |
158.69 |
158.32 |
157.29 |
|
R2 |
157.80 |
157.80 |
157.21 |
|
R1 |
157.43 |
157.43 |
157.13 |
157.62 |
PP |
156.91 |
156.91 |
156.91 |
157.01 |
S1 |
156.54 |
156.54 |
156.97 |
156.73 |
S2 |
156.02 |
156.02 |
156.89 |
|
S3 |
155.13 |
155.65 |
156.81 |
|
S4 |
154.24 |
154.76 |
156.56 |
|
|
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 |
158.92 |
156.40 |
2.52 |
1.6% |
0.85 |
0.5% |
26% |
False |
True |
3,318 |
10 |
160.62 |
156.40 |
4.22 |
2.7% |
0.84 |
0.5% |
15% |
False |
True |
4,517 |
20 |
160.62 |
156.40 |
4.22 |
2.7% |
0.72 |
0.5% |
15% |
False |
True |
2,672 |
40 |
160.62 |
155.11 |
5.51 |
3.5% |
0.72 |
0.5% |
35% |
False |
False |
1,553 |
60 |
161.71 |
154.54 |
7.17 |
4.6% |
0.71 |
0.5% |
35% |
False |
False |
1,159 |
80 |
161.71 |
153.69 |
8.02 |
5.1% |
0.59 |
0.4% |
42% |
False |
False |
870 |
100 |
161.71 |
150.23 |
11.48 |
7.3% |
0.55 |
0.3% |
59% |
False |
False |
704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.07 |
2.618 |
159.62 |
1.618 |
158.73 |
1.000 |
158.18 |
0.618 |
157.84 |
HIGH |
157.29 |
0.618 |
156.95 |
0.500 |
156.85 |
0.382 |
156.74 |
LOW |
156.40 |
0.618 |
155.85 |
1.000 |
155.51 |
1.618 |
154.96 |
2.618 |
154.07 |
4.250 |
152.62 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
156.98 |
157.39 |
PP |
156.91 |
157.27 |
S1 |
156.85 |
157.16 |
|