Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
158.99 |
159.41 |
0.42 |
0.3% |
156.83 |
High |
159.52 |
159.67 |
0.15 |
0.1% |
158.83 |
Low |
158.99 |
159.21 |
0.22 |
0.1% |
156.40 |
Close |
159.12 |
159.50 |
0.38 |
0.2% |
158.66 |
Range |
0.53 |
0.46 |
-0.07 |
-13.2% |
2.43 |
ATR |
0.74 |
0.73 |
-0.01 |
-1.8% |
0.00 |
Volume |
0 |
13,390 |
13,390 |
|
33,500 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.84 |
160.63 |
159.75 |
|
R3 |
160.38 |
160.17 |
159.63 |
|
R2 |
159.92 |
159.92 |
159.58 |
|
R1 |
159.71 |
159.71 |
159.54 |
159.82 |
PP |
159.46 |
159.46 |
159.46 |
159.51 |
S1 |
159.25 |
159.25 |
159.46 |
159.36 |
S2 |
159.00 |
159.00 |
159.42 |
|
S3 |
158.54 |
158.79 |
159.37 |
|
S4 |
158.08 |
158.33 |
159.25 |
|
|
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 |
159.67 |
157.88 |
1.79 |
1.1% |
0.56 |
0.4% |
91% |
True |
False |
6,194 |
10 |
159.67 |
156.40 |
3.27 |
2.1% |
0.70 |
0.4% |
95% |
True |
False |
5,693 |
20 |
160.62 |
156.40 |
4.22 |
2.6% |
0.72 |
0.4% |
73% |
False |
False |
4,519 |
40 |
160.62 |
156.40 |
4.22 |
2.6% |
0.67 |
0.4% |
73% |
False |
False |
2,510 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.70 |
0.4% |
69% |
False |
False |
1,827 |
80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.62 |
0.4% |
69% |
False |
False |
1,374 |
100 |
161.71 |
151.06 |
10.65 |
6.7% |
0.58 |
0.4% |
79% |
False |
False |
1,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.63 |
2.618 |
160.87 |
1.618 |
160.41 |
1.000 |
160.13 |
0.618 |
159.95 |
HIGH |
159.67 |
0.618 |
159.49 |
0.500 |
159.44 |
0.382 |
159.39 |
LOW |
159.21 |
0.618 |
158.93 |
1.000 |
158.75 |
1.618 |
158.47 |
2.618 |
158.01 |
4.250 |
157.26 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
159.48 |
159.38 |
PP |
159.46 |
159.25 |
S1 |
159.44 |
159.13 |
|