Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
157.93 |
158.03 |
0.10 |
0.1% |
156.83 |
High |
158.29 |
158.83 |
0.54 |
0.3% |
158.83 |
Low |
157.88 |
158.03 |
0.15 |
0.1% |
156.40 |
Close |
158.00 |
158.66 |
0.66 |
0.4% |
158.66 |
Range |
0.41 |
0.80 |
0.39 |
95.1% |
2.43 |
ATR |
0.76 |
0.77 |
0.00 |
0.6% |
0.00 |
Volume |
0 |
7,543 |
7,543 |
|
33,500 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.91 |
160.58 |
159.10 |
|
R3 |
160.11 |
159.78 |
158.88 |
|
R2 |
159.31 |
159.31 |
158.81 |
|
R1 |
158.98 |
158.98 |
158.73 |
159.15 |
PP |
158.51 |
158.51 |
158.51 |
158.59 |
S1 |
158.18 |
158.18 |
158.59 |
158.35 |
S2 |
157.71 |
157.71 |
158.51 |
|
S3 |
156.91 |
157.38 |
158.44 |
|
S4 |
156.11 |
156.58 |
158.22 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.25 |
164.39 |
160.00 |
|
R3 |
162.82 |
161.96 |
159.33 |
|
R2 |
160.39 |
160.39 |
159.11 |
|
R1 |
159.53 |
159.53 |
158.88 |
159.96 |
PP |
157.96 |
157.96 |
157.96 |
158.18 |
S1 |
157.10 |
157.10 |
158.44 |
157.53 |
S2 |
155.53 |
155.53 |
158.21 |
|
S3 |
153.10 |
154.67 |
157.99 |
|
S4 |
150.67 |
152.24 |
157.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.83 |
156.40 |
2.43 |
1.5% |
0.69 |
0.4% |
93% |
True |
False |
6,700 |
10 |
159.36 |
156.40 |
2.96 |
1.9% |
0.78 |
0.5% |
76% |
False |
False |
3,350 |
20 |
160.62 |
156.40 |
4.22 |
2.7% |
0.76 |
0.5% |
54% |
False |
False |
3,395 |
40 |
160.62 |
156.40 |
4.22 |
2.7% |
0.68 |
0.4% |
54% |
False |
False |
1,930 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.73 |
0.5% |
57% |
False |
False |
1,437 |
80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.61 |
0.4% |
57% |
False |
False |
1,081 |
100 |
161.71 |
151.06 |
10.65 |
6.7% |
0.57 |
0.4% |
71% |
False |
False |
873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.23 |
2.618 |
160.92 |
1.618 |
160.12 |
1.000 |
159.63 |
0.618 |
159.32 |
HIGH |
158.83 |
0.618 |
158.52 |
0.500 |
158.43 |
0.382 |
158.34 |
LOW |
158.03 |
0.618 |
157.54 |
1.000 |
157.23 |
1.618 |
156.74 |
2.618 |
155.94 |
4.250 |
154.63 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
158.58 |
158.51 |
PP |
158.51 |
158.37 |
S1 |
158.43 |
158.22 |
|