Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
156.44 |
156.38 |
-0.06 |
0.0% |
157.43 |
High |
156.62 |
156.51 |
-0.11 |
-0.1% |
157.44 |
Low |
156.11 |
155.03 |
-1.08 |
-0.7% |
155.03 |
Close |
156.28 |
155.18 |
-1.10 |
-0.7% |
155.18 |
Range |
0.51 |
1.48 |
0.97 |
190.2% |
2.41 |
ATR |
0.77 |
0.82 |
0.05 |
6.6% |
0.00 |
Volume |
881,780 |
813,551 |
-68,229 |
-7.7% |
3,559,637 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.01 |
159.08 |
155.99 |
|
R3 |
158.53 |
157.60 |
155.59 |
|
R2 |
157.05 |
157.05 |
155.45 |
|
R1 |
156.12 |
156.12 |
155.32 |
155.85 |
PP |
155.57 |
155.57 |
155.57 |
155.44 |
S1 |
154.64 |
154.64 |
155.04 |
154.37 |
S2 |
154.09 |
154.09 |
154.91 |
|
S3 |
152.61 |
153.16 |
154.77 |
|
S4 |
151.13 |
151.68 |
154.37 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.11 |
161.56 |
156.51 |
|
R3 |
160.70 |
159.15 |
155.84 |
|
R2 |
158.29 |
158.29 |
155.62 |
|
R1 |
156.74 |
156.74 |
155.40 |
156.31 |
PP |
155.88 |
155.88 |
155.88 |
155.67 |
S1 |
154.33 |
154.33 |
154.96 |
153.90 |
S2 |
153.47 |
153.47 |
154.74 |
|
S3 |
151.06 |
151.92 |
154.52 |
|
S4 |
148.65 |
149.51 |
153.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.44 |
155.03 |
2.41 |
1.6% |
0.86 |
0.6% |
6% |
False |
True |
711,927 |
10 |
158.60 |
155.03 |
3.57 |
2.3% |
0.79 |
0.5% |
4% |
False |
True |
664,252 |
20 |
158.60 |
155.03 |
3.57 |
2.3% |
0.76 |
0.5% |
4% |
False |
True |
595,872 |
40 |
158.60 |
153.50 |
5.10 |
3.3% |
0.78 |
0.5% |
33% |
False |
False |
594,231 |
60 |
158.60 |
152.75 |
5.85 |
3.8% |
0.80 |
0.5% |
42% |
False |
False |
479,623 |
80 |
158.60 |
152.36 |
6.24 |
4.0% |
0.77 |
0.5% |
45% |
False |
False |
360,728 |
100 |
158.60 |
149.89 |
8.71 |
5.6% |
0.82 |
0.5% |
61% |
False |
False |
288,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.80 |
2.618 |
160.38 |
1.618 |
158.90 |
1.000 |
157.99 |
0.618 |
157.42 |
HIGH |
156.51 |
0.618 |
155.94 |
0.500 |
155.77 |
0.382 |
155.60 |
LOW |
155.03 |
0.618 |
154.12 |
1.000 |
153.55 |
1.618 |
152.64 |
2.618 |
151.16 |
4.250 |
148.74 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
155.77 |
155.99 |
PP |
155.57 |
155.72 |
S1 |
155.38 |
155.45 |
|