Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 04-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
160.10 |
157.01 |
-3.09 |
-1.9% |
160.31 |
High |
160.39 |
157.74 |
-2.65 |
-1.7% |
160.53 |
Low |
156.67 |
156.42 |
-0.25 |
-0.2% |
156.42 |
Close |
157.69 |
157.21 |
-0.48 |
-0.3% |
157.21 |
Range |
3.72 |
1.32 |
-2.40 |
-64.5% |
4.11 |
ATR |
0.89 |
0.92 |
0.03 |
3.5% |
0.00 |
Volume |
935,596 |
847,318 |
-88,278 |
-9.4% |
3,338,632 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.08 |
160.47 |
157.94 |
|
R3 |
159.76 |
159.15 |
157.57 |
|
R2 |
158.44 |
158.44 |
157.45 |
|
R1 |
157.83 |
157.83 |
157.33 |
158.14 |
PP |
157.12 |
157.12 |
157.12 |
157.28 |
S1 |
156.51 |
156.51 |
157.09 |
156.82 |
S2 |
155.80 |
155.80 |
156.97 |
|
S3 |
154.48 |
155.19 |
156.85 |
|
S4 |
153.16 |
153.87 |
156.48 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.38 |
167.91 |
159.47 |
|
R3 |
166.27 |
163.80 |
158.34 |
|
R2 |
162.16 |
162.16 |
157.96 |
|
R1 |
159.69 |
159.69 |
157.59 |
158.87 |
PP |
158.05 |
158.05 |
158.05 |
157.65 |
S1 |
155.58 |
155.58 |
156.83 |
154.76 |
S2 |
153.94 |
153.94 |
156.46 |
|
S3 |
149.83 |
151.47 |
156.08 |
|
S4 |
145.72 |
147.36 |
154.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.53 |
156.42 |
4.11 |
2.6% |
1.38 |
0.9% |
19% |
False |
True |
667,726 |
10 |
160.66 |
156.42 |
4.24 |
2.7% |
1.00 |
0.6% |
19% |
False |
True |
356,515 |
20 |
160.66 |
156.40 |
4.26 |
2.7% |
0.79 |
0.5% |
19% |
False |
False |
182,206 |
40 |
160.66 |
156.40 |
4.26 |
2.7% |
0.74 |
0.5% |
19% |
False |
False |
92,089 |
60 |
160.66 |
155.11 |
5.55 |
3.5% |
0.74 |
0.5% |
38% |
False |
False |
61,592 |
80 |
161.71 |
154.54 |
7.17 |
4.6% |
0.72 |
0.5% |
37% |
False |
False |
46,213 |
100 |
161.71 |
153.69 |
8.02 |
5.1% |
0.62 |
0.4% |
44% |
False |
False |
36,971 |
120 |
161.71 |
150.23 |
11.48 |
7.3% |
0.58 |
0.4% |
61% |
False |
False |
30,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.35 |
2.618 |
161.20 |
1.618 |
159.88 |
1.000 |
159.06 |
0.618 |
158.56 |
HIGH |
157.74 |
0.618 |
157.24 |
0.500 |
157.08 |
0.382 |
156.92 |
LOW |
156.42 |
0.618 |
155.60 |
1.000 |
155.10 |
1.618 |
154.28 |
2.618 |
152.96 |
4.250 |
150.81 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
157.17 |
158.48 |
PP |
157.12 |
158.05 |
S1 |
157.08 |
157.63 |
|