Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 10-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
156.83 |
157.26 |
0.43 |
0.3% |
159.35 |
High |
157.29 |
157.85 |
0.56 |
0.4% |
159.36 |
Low |
156.40 |
157.14 |
0.74 |
0.5% |
156.68 |
Close |
157.05 |
157.74 |
0.69 |
0.4% |
156.83 |
Range |
0.89 |
0.71 |
-0.18 |
-20.2% |
2.68 |
ATR |
0.80 |
0.80 |
0.00 |
0.0% |
0.00 |
Volume |
16,593 |
3,891 |
-12,702 |
-76.6% |
0 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.71 |
159.43 |
158.13 |
|
R3 |
159.00 |
158.72 |
157.94 |
|
R2 |
158.29 |
158.29 |
157.87 |
|
R1 |
158.01 |
158.01 |
157.81 |
158.15 |
PP |
157.58 |
157.58 |
157.58 |
157.65 |
S1 |
157.30 |
157.30 |
157.67 |
157.44 |
S2 |
156.87 |
156.87 |
157.61 |
|
S3 |
156.16 |
156.59 |
157.54 |
|
S4 |
155.45 |
155.88 |
157.35 |
|
|
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 |
158.71 |
156.40 |
2.31 |
1.5% |
0.87 |
0.5% |
58% |
False |
False |
4,096 |
10 |
160.62 |
156.40 |
4.22 |
2.7% |
0.83 |
0.5% |
32% |
False |
False |
4,192 |
20 |
160.62 |
156.40 |
4.22 |
2.7% |
0.73 |
0.5% |
32% |
False |
False |
2,866 |
40 |
160.62 |
155.11 |
5.51 |
3.5% |
0.70 |
0.4% |
48% |
False |
False |
1,651 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.73 |
0.5% |
45% |
False |
False |
1,224 |
80 |
161.71 |
154.34 |
7.37 |
4.7% |
0.59 |
0.4% |
46% |
False |
False |
918 |
100 |
161.71 |
150.23 |
11.48 |
7.3% |
0.55 |
0.4% |
65% |
False |
False |
743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.87 |
2.618 |
159.71 |
1.618 |
159.00 |
1.000 |
158.56 |
0.618 |
158.29 |
HIGH |
157.85 |
0.618 |
157.58 |
0.500 |
157.50 |
0.382 |
157.41 |
LOW |
157.14 |
0.618 |
156.70 |
1.000 |
156.43 |
1.618 |
155.99 |
2.618 |
155.28 |
4.250 |
154.12 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
157.66 |
157.60 |
PP |
157.58 |
157.45 |
S1 |
157.50 |
157.31 |
|