Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
158.39 |
158.74 |
0.35 |
0.2% |
160.31 |
High |
158.94 |
158.83 |
-0.11 |
-0.1% |
160.53 |
Low |
158.23 |
158.13 |
-0.10 |
-0.1% |
156.42 |
Close |
158.69 |
158.26 |
-0.43 |
-0.3% |
157.21 |
Range |
0.71 |
0.70 |
-0.01 |
-1.4% |
4.11 |
ATR |
0.94 |
0.93 |
-0.02 |
-1.8% |
0.00 |
Volume |
507,912 |
440,376 |
-67,536 |
-13.3% |
3,338,632 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.51 |
160.08 |
158.65 |
|
R3 |
159.81 |
159.38 |
158.45 |
|
R2 |
159.11 |
159.11 |
158.39 |
|
R1 |
158.68 |
158.68 |
158.32 |
158.55 |
PP |
158.41 |
158.41 |
158.41 |
158.34 |
S1 |
157.98 |
157.98 |
158.20 |
157.85 |
S2 |
157.71 |
157.71 |
158.13 |
|
S3 |
157.01 |
157.28 |
158.07 |
|
S4 |
156.31 |
156.58 |
157.88 |
|
|
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 |
160.39 |
156.42 |
3.97 |
2.5% |
1.60 |
1.0% |
46% |
False |
False |
652,613 |
10 |
160.66 |
156.42 |
4.24 |
2.7% |
1.07 |
0.7% |
43% |
False |
False |
496,251 |
20 |
160.66 |
156.42 |
4.24 |
2.7% |
0.83 |
0.5% |
43% |
False |
False |
254,916 |
40 |
160.66 |
156.40 |
4.26 |
2.7% |
0.78 |
0.5% |
44% |
False |
False |
129,013 |
60 |
160.66 |
155.15 |
5.51 |
3.5% |
0.74 |
0.5% |
56% |
False |
False |
86,164 |
80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.75 |
0.5% |
52% |
False |
False |
64,714 |
100 |
161.71 |
154.54 |
7.17 |
4.5% |
0.65 |
0.4% |
52% |
False |
False |
51,773 |
120 |
161.71 |
150.23 |
11.48 |
7.3% |
0.60 |
0.4% |
70% |
False |
False |
43,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.81 |
2.618 |
160.66 |
1.618 |
159.96 |
1.000 |
159.53 |
0.618 |
159.26 |
HIGH |
158.83 |
0.618 |
158.56 |
0.500 |
158.48 |
0.382 |
158.40 |
LOW |
158.13 |
0.618 |
157.70 |
1.000 |
157.43 |
1.618 |
157.00 |
2.618 |
156.30 |
4.250 |
155.16 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
158.48 |
158.19 |
PP |
158.41 |
158.11 |
S1 |
158.33 |
158.04 |
|