Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
157.01 |
157.20 |
0.19 |
0.1% |
160.31 |
High |
157.74 |
158.68 |
0.94 |
0.6% |
160.53 |
Low |
156.42 |
157.13 |
0.71 |
0.5% |
156.42 |
Close |
157.21 |
158.51 |
1.30 |
0.8% |
157.21 |
Range |
1.32 |
1.55 |
0.23 |
17.4% |
4.11 |
ATR |
0.92 |
0.96 |
0.05 |
4.9% |
0.00 |
Volume |
847,318 |
531,866 |
-315,452 |
-37.2% |
3,338,632 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.76 |
162.18 |
159.36 |
|
R3 |
161.21 |
160.63 |
158.94 |
|
R2 |
159.66 |
159.66 |
158.79 |
|
R1 |
159.08 |
159.08 |
158.65 |
159.37 |
PP |
158.11 |
158.11 |
158.11 |
158.25 |
S1 |
157.53 |
157.53 |
158.37 |
157.82 |
S2 |
156.56 |
156.56 |
158.23 |
|
S3 |
155.01 |
155.98 |
158.08 |
|
S4 |
153.46 |
154.43 |
157.66 |
|
|
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% |
1.61 |
1.0% |
51% |
False |
False |
710,442 |
10 |
160.66 |
156.42 |
4.24 |
2.7% |
1.07 |
0.7% |
49% |
False |
False |
406,918 |
20 |
160.66 |
156.42 |
4.24 |
2.7% |
0.83 |
0.5% |
49% |
False |
False |
207,969 |
40 |
160.66 |
156.40 |
4.26 |
2.7% |
0.77 |
0.5% |
50% |
False |
False |
105,320 |
60 |
160.66 |
155.11 |
5.55 |
3.5% |
0.75 |
0.5% |
61% |
False |
False |
70,359 |
80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.74 |
0.5% |
55% |
False |
False |
52,861 |
100 |
161.71 |
153.69 |
8.02 |
5.1% |
0.64 |
0.4% |
60% |
False |
False |
42,290 |
120 |
161.71 |
150.23 |
11.48 |
7.2% |
0.59 |
0.4% |
72% |
False |
False |
35,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.27 |
2.618 |
162.74 |
1.618 |
161.19 |
1.000 |
160.23 |
0.618 |
159.64 |
HIGH |
158.68 |
0.618 |
158.09 |
0.500 |
157.91 |
0.382 |
157.72 |
LOW |
157.13 |
0.618 |
156.17 |
1.000 |
155.58 |
1.618 |
154.62 |
2.618 |
153.07 |
4.250 |
150.54 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
158.31 |
158.48 |
PP |
158.11 |
158.44 |
S1 |
157.91 |
158.41 |
|