Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 20-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
159.65 |
159.81 |
0.16 |
0.1% |
159.00 |
High |
159.98 |
160.07 |
0.09 |
0.1% |
160.07 |
Low |
159.51 |
159.68 |
0.17 |
0.1% |
158.59 |
Close |
159.90 |
159.90 |
0.00 |
0.0% |
159.90 |
Range |
0.47 |
0.39 |
-0.08 |
-17.0% |
1.48 |
ATR |
0.71 |
0.69 |
-0.02 |
-3.2% |
0.00 |
Volume |
22,037 |
0 |
-22,037 |
-100.0% |
45,468 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.05 |
160.87 |
160.11 |
|
R3 |
160.66 |
160.48 |
160.01 |
|
R2 |
160.27 |
160.27 |
159.97 |
|
R1 |
160.09 |
160.09 |
159.94 |
160.18 |
PP |
159.88 |
159.88 |
159.88 |
159.93 |
S1 |
159.70 |
159.70 |
159.86 |
159.79 |
S2 |
159.49 |
159.49 |
159.83 |
|
S3 |
159.10 |
159.31 |
159.79 |
|
S4 |
158.71 |
158.92 |
159.69 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.96 |
163.41 |
160.71 |
|
R3 |
162.48 |
161.93 |
160.31 |
|
R2 |
161.00 |
161.00 |
160.17 |
|
R1 |
160.45 |
160.45 |
160.04 |
160.73 |
PP |
159.52 |
159.52 |
159.52 |
159.66 |
S1 |
158.97 |
158.97 |
159.76 |
159.25 |
S2 |
158.04 |
158.04 |
159.63 |
|
S3 |
156.56 |
157.49 |
159.49 |
|
S4 |
155.08 |
156.01 |
159.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.07 |
158.59 |
1.48 |
0.9% |
0.49 |
0.3% |
89% |
True |
False |
9,093 |
10 |
160.07 |
156.40 |
3.67 |
2.3% |
0.59 |
0.4% |
95% |
True |
False |
7,896 |
20 |
160.62 |
156.40 |
4.22 |
2.6% |
0.68 |
0.4% |
83% |
False |
False |
5,528 |
40 |
160.62 |
156.40 |
4.22 |
2.6% |
0.67 |
0.4% |
83% |
False |
False |
3,039 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.71 |
0.4% |
75% |
False |
False |
2,194 |
80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.62 |
0.4% |
75% |
False |
False |
1,649 |
100 |
161.71 |
151.90 |
9.81 |
6.1% |
0.57 |
0.4% |
82% |
False |
False |
1,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.73 |
2.618 |
161.09 |
1.618 |
160.70 |
1.000 |
160.46 |
0.618 |
160.31 |
HIGH |
160.07 |
0.618 |
159.92 |
0.500 |
159.88 |
0.382 |
159.83 |
LOW |
159.68 |
0.618 |
159.44 |
1.000 |
159.29 |
1.618 |
159.05 |
2.618 |
158.66 |
4.250 |
158.02 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
159.89 |
159.81 |
PP |
159.88 |
159.73 |
S1 |
159.88 |
159.64 |
|