Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
159.81 |
159.75 |
-0.06 |
0.0% |
159.00 |
High |
160.07 |
159.82 |
-0.25 |
-0.2% |
160.07 |
Low |
159.68 |
158.94 |
-0.74 |
-0.5% |
158.59 |
Close |
159.90 |
159.12 |
-0.78 |
-0.5% |
159.90 |
Range |
0.39 |
0.88 |
0.49 |
125.6% |
1.48 |
ATR |
0.69 |
0.71 |
0.02 |
2.9% |
0.00 |
Volume |
0 |
27,837 |
27,837 |
|
45,468 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.93 |
161.41 |
159.60 |
|
R3 |
161.05 |
160.53 |
159.36 |
|
R2 |
160.17 |
160.17 |
159.28 |
|
R1 |
159.65 |
159.65 |
159.20 |
159.47 |
PP |
159.29 |
159.29 |
159.29 |
159.21 |
S1 |
158.77 |
158.77 |
159.04 |
158.59 |
S2 |
158.41 |
158.41 |
158.96 |
|
S3 |
157.53 |
157.89 |
158.88 |
|
S4 |
156.65 |
157.01 |
158.64 |
|
|
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 |
158.94 |
1.13 |
0.7% |
0.55 |
0.3% |
16% |
False |
True |
12,652 |
10 |
160.07 |
157.14 |
2.93 |
1.8% |
0.59 |
0.4% |
68% |
False |
False |
9,021 |
20 |
160.62 |
156.40 |
4.22 |
2.7% |
0.71 |
0.4% |
64% |
False |
False |
6,769 |
40 |
160.62 |
156.40 |
4.22 |
2.7% |
0.67 |
0.4% |
64% |
False |
False |
3,731 |
60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.72 |
0.5% |
64% |
False |
False |
2,658 |
80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.63 |
0.4% |
64% |
False |
False |
1,997 |
100 |
161.71 |
151.90 |
9.81 |
6.2% |
0.56 |
0.4% |
74% |
False |
False |
1,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.56 |
2.618 |
162.12 |
1.618 |
161.24 |
1.000 |
160.70 |
0.618 |
160.36 |
HIGH |
159.82 |
0.618 |
159.48 |
0.500 |
159.38 |
0.382 |
159.28 |
LOW |
158.94 |
0.618 |
158.40 |
1.000 |
158.06 |
1.618 |
157.52 |
2.618 |
156.64 |
4.250 |
155.20 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
159.38 |
159.51 |
PP |
159.29 |
159.38 |
S1 |
159.21 |
159.25 |
|