Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
157.65 |
157.61 |
-0.04 |
0.0% |
157.20 |
High |
157.95 |
158.50 |
0.55 |
0.3% |
159.36 |
Low |
156.78 |
157.51 |
0.73 |
0.5% |
157.13 |
Close |
157.32 |
158.33 |
1.01 |
0.6% |
159.18 |
Range |
1.17 |
0.99 |
-0.18 |
-15.4% |
2.23 |
ATR |
0.94 |
0.96 |
0.02 |
1.8% |
0.00 |
Volume |
551,669 |
436,130 |
-115,539 |
-20.9% |
2,491,854 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.08 |
160.70 |
158.87 |
|
R3 |
160.09 |
159.71 |
158.60 |
|
R2 |
159.10 |
159.10 |
158.51 |
|
R1 |
158.72 |
158.72 |
158.42 |
158.91 |
PP |
158.11 |
158.11 |
158.11 |
158.21 |
S1 |
157.73 |
157.73 |
158.24 |
157.92 |
S2 |
157.12 |
157.12 |
158.15 |
|
S3 |
156.13 |
156.74 |
158.06 |
|
S4 |
155.14 |
155.75 |
157.79 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.25 |
164.44 |
160.41 |
|
R3 |
163.02 |
162.21 |
159.79 |
|
R2 |
160.79 |
160.79 |
159.59 |
|
R1 |
159.98 |
159.98 |
159.38 |
160.39 |
PP |
158.56 |
158.56 |
158.56 |
158.76 |
S1 |
157.75 |
157.75 |
158.98 |
158.16 |
S2 |
156.33 |
156.33 |
158.77 |
|
S3 |
154.10 |
155.52 |
158.57 |
|
S4 |
151.87 |
153.29 |
157.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.36 |
156.78 |
2.58 |
1.6% |
1.01 |
0.6% |
60% |
False |
False |
545,289 |
10 |
159.36 |
156.42 |
2.94 |
1.9% |
0.99 |
0.6% |
65% |
False |
False |
551,594 |
20 |
160.66 |
156.42 |
4.24 |
2.7% |
0.95 |
0.6% |
45% |
False |
False |
411,689 |
40 |
160.66 |
156.40 |
4.26 |
2.7% |
0.82 |
0.5% |
45% |
False |
False |
208,608 |
60 |
160.66 |
156.40 |
4.26 |
2.7% |
0.76 |
0.5% |
45% |
False |
False |
139,255 |
80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.77 |
0.5% |
53% |
False |
False |
104,568 |
100 |
161.71 |
154.54 |
7.17 |
4.5% |
0.68 |
0.4% |
53% |
False |
False |
83,657 |
120 |
161.71 |
151.85 |
9.86 |
6.2% |
0.63 |
0.4% |
66% |
False |
False |
69,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.71 |
2.618 |
161.09 |
1.618 |
160.10 |
1.000 |
159.49 |
0.618 |
159.11 |
HIGH |
158.50 |
0.618 |
158.12 |
0.500 |
158.01 |
0.382 |
157.89 |
LOW |
157.51 |
0.618 |
156.90 |
1.000 |
156.52 |
1.618 |
155.91 |
2.618 |
154.92 |
4.250 |
153.30 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
158.22 |
158.14 |
PP |
158.11 |
157.94 |
S1 |
158.01 |
157.75 |
|