Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 26-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
26-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
159.49 |
160.08 |
0.59 |
0.4% |
159.00 |
High |
160.18 |
160.32 |
0.14 |
0.1% |
160.07 |
Low |
159.37 |
160.00 |
0.63 |
0.4% |
158.59 |
Close |
160.10 |
160.14 |
0.04 |
0.0% |
159.90 |
Range |
0.81 |
0.32 |
-0.49 |
-60.5% |
1.48 |
ATR |
0.71 |
0.68 |
-0.03 |
-3.9% |
0.00 |
Volume |
17,358 |
50,518 |
33,160 |
191.0% |
45,468 |
|
Daily Pivots for day following 26-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.11 |
160.95 |
160.32 |
|
R3 |
160.79 |
160.63 |
160.23 |
|
R2 |
160.47 |
160.47 |
160.20 |
|
R1 |
160.31 |
160.31 |
160.17 |
160.39 |
PP |
160.15 |
160.15 |
160.15 |
160.20 |
S1 |
159.99 |
159.99 |
160.11 |
160.07 |
S2 |
159.83 |
159.83 |
160.08 |
|
S3 |
159.51 |
159.67 |
160.05 |
|
S4 |
159.19 |
159.35 |
159.96 |
|
|
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 |
160.32 |
158.94 |
1.38 |
0.9% |
0.59 |
0.4% |
87% |
True |
False |
26,663 |
10 |
160.32 |
158.03 |
2.29 |
1.4% |
0.58 |
0.4% |
92% |
True |
False |
18,632 |
20 |
160.32 |
156.40 |
3.92 |
2.4% |
0.66 |
0.4% |
95% |
True |
False |
11,685 |
40 |
160.62 |
156.40 |
4.22 |
2.6% |
0.66 |
0.4% |
89% |
False |
False |
6,308 |
60 |
161.71 |
155.11 |
6.60 |
4.1% |
0.73 |
0.5% |
76% |
False |
False |
4,415 |
80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.64 |
0.4% |
78% |
False |
False |
3,315 |
100 |
161.71 |
151.90 |
9.81 |
6.1% |
0.56 |
0.4% |
84% |
False |
False |
2,660 |
120 |
161.76 |
141.73 |
20.03 |
12.5% |
0.69 |
0.4% |
92% |
False |
False |
2,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.68 |
2.618 |
161.16 |
1.618 |
160.84 |
1.000 |
160.64 |
0.618 |
160.52 |
HIGH |
160.32 |
0.618 |
160.20 |
0.500 |
160.16 |
0.382 |
160.12 |
LOW |
160.00 |
0.618 |
159.80 |
1.000 |
159.68 |
1.618 |
159.48 |
2.618 |
159.16 |
4.250 |
158.64 |
|
|
Fisher Pivots for day following 26-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
160.16 |
160.02 |
PP |
160.15 |
159.91 |
S1 |
160.15 |
159.79 |
|