Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
158.74 |
158.55 |
-0.19 |
-0.1% |
160.31 |
High |
158.83 |
158.97 |
0.14 |
0.1% |
160.53 |
Low |
158.13 |
158.36 |
0.23 |
0.1% |
156.42 |
Close |
158.26 |
158.77 |
0.51 |
0.3% |
157.21 |
Range |
0.70 |
0.61 |
-0.09 |
-12.9% |
4.11 |
ATR |
0.93 |
0.91 |
-0.02 |
-1.7% |
0.00 |
Volume |
440,376 |
462,028 |
21,652 |
4.9% |
3,338,632 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.53 |
160.26 |
159.11 |
|
R3 |
159.92 |
159.65 |
158.94 |
|
R2 |
159.31 |
159.31 |
158.88 |
|
R1 |
159.04 |
159.04 |
158.83 |
159.18 |
PP |
158.70 |
158.70 |
158.70 |
158.77 |
S1 |
158.43 |
158.43 |
158.71 |
158.57 |
S2 |
158.09 |
158.09 |
158.66 |
|
S3 |
157.48 |
157.82 |
158.60 |
|
S4 |
156.87 |
157.21 |
158.43 |
|
|
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 |
158.97 |
156.42 |
2.55 |
1.6% |
0.98 |
0.6% |
92% |
True |
False |
557,900 |
10 |
160.66 |
156.42 |
4.24 |
2.7% |
1.10 |
0.7% |
55% |
False |
False |
537,402 |
20 |
160.66 |
156.42 |
4.24 |
2.7% |
0.84 |
0.5% |
55% |
False |
False |
278,017 |
40 |
160.66 |
156.40 |
4.26 |
2.7% |
0.79 |
0.5% |
56% |
False |
False |
140,564 |
60 |
160.66 |
156.40 |
4.26 |
2.7% |
0.73 |
0.5% |
56% |
False |
False |
93,864 |
80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.75 |
0.5% |
59% |
False |
False |
70,489 |
100 |
161.71 |
154.54 |
7.17 |
4.5% |
0.65 |
0.4% |
59% |
False |
False |
56,393 |
120 |
161.71 |
150.23 |
11.48 |
7.2% |
0.61 |
0.4% |
74% |
False |
False |
47,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.56 |
2.618 |
160.57 |
1.618 |
159.96 |
1.000 |
159.58 |
0.618 |
159.35 |
HIGH |
158.97 |
0.618 |
158.74 |
0.500 |
158.67 |
0.382 |
158.59 |
LOW |
158.36 |
0.618 |
157.98 |
1.000 |
157.75 |
1.618 |
157.37 |
2.618 |
156.76 |
4.250 |
155.77 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
158.74 |
158.70 |
PP |
158.70 |
158.62 |
S1 |
158.67 |
158.55 |
|