Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
160.26 |
160.10 |
-0.16 |
-0.1% |
159.75 |
High |
160.53 |
160.39 |
-0.14 |
-0.1% |
160.66 |
Low |
159.99 |
156.67 |
-3.32 |
-2.1% |
158.94 |
Close |
160.22 |
157.69 |
-2.53 |
-1.6% |
160.44 |
Range |
0.54 |
3.72 |
3.18 |
588.9% |
1.72 |
ATR |
0.67 |
0.89 |
0.22 |
32.6% |
0.00 |
Volume |
618,716 |
935,596 |
316,880 |
51.2% |
226,523 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.41 |
167.27 |
159.74 |
|
R3 |
165.69 |
163.55 |
158.71 |
|
R2 |
161.97 |
161.97 |
158.37 |
|
R1 |
159.83 |
159.83 |
158.03 |
159.04 |
PP |
158.25 |
158.25 |
158.25 |
157.86 |
S1 |
156.11 |
156.11 |
157.35 |
155.32 |
S2 |
154.53 |
154.53 |
157.01 |
|
S3 |
150.81 |
152.39 |
156.67 |
|
S4 |
147.09 |
148.67 |
155.64 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.17 |
164.53 |
161.39 |
|
R3 |
163.45 |
162.81 |
160.91 |
|
R2 |
161.73 |
161.73 |
160.76 |
|
R1 |
161.09 |
161.09 |
160.60 |
161.41 |
PP |
160.01 |
160.01 |
160.01 |
160.18 |
S1 |
159.37 |
159.37 |
160.28 |
159.69 |
S2 |
158.29 |
158.29 |
160.12 |
|
S3 |
156.57 |
157.65 |
159.97 |
|
S4 |
154.85 |
155.93 |
159.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.66 |
156.67 |
3.99 |
2.5% |
1.22 |
0.8% |
26% |
False |
True |
516,904 |
10 |
160.66 |
156.67 |
3.99 |
2.5% |
0.91 |
0.6% |
26% |
False |
True |
271,783 |
20 |
160.66 |
156.40 |
4.26 |
2.7% |
0.80 |
0.5% |
30% |
False |
False |
139,840 |
40 |
160.66 |
156.40 |
4.26 |
2.7% |
0.72 |
0.5% |
30% |
False |
False |
70,906 |
60 |
160.66 |
155.11 |
5.55 |
3.5% |
0.72 |
0.5% |
46% |
False |
False |
47,490 |
80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.71 |
0.4% |
44% |
False |
False |
35,622 |
100 |
161.71 |
153.69 |
8.02 |
5.1% |
0.61 |
0.4% |
50% |
False |
False |
28,498 |
120 |
161.71 |
150.23 |
11.48 |
7.3% |
0.57 |
0.4% |
65% |
False |
False |
23,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
176.20 |
2.618 |
170.13 |
1.618 |
166.41 |
1.000 |
164.11 |
0.618 |
162.69 |
HIGH |
160.39 |
0.618 |
158.97 |
0.500 |
158.53 |
0.382 |
158.09 |
LOW |
156.67 |
0.618 |
154.37 |
1.000 |
152.95 |
1.618 |
150.65 |
2.618 |
146.93 |
4.250 |
140.86 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
158.53 |
158.60 |
PP |
158.25 |
158.30 |
S1 |
157.97 |
157.99 |
|