Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
158.00 |
158.76 |
0.76 |
0.5% |
159.01 |
High |
159.00 |
158.88 |
-0.12 |
-0.1% |
159.28 |
Low |
157.88 |
157.52 |
-0.36 |
-0.2% |
157.81 |
Close |
158.89 |
157.88 |
-1.01 |
-0.6% |
157.84 |
Range |
1.12 |
1.36 |
0.24 |
21.4% |
1.47 |
ATR |
0.93 |
0.96 |
0.03 |
3.4% |
0.00 |
Volume |
275,441 |
256,671 |
-18,770 |
-6.8% |
694,919 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.17 |
161.39 |
158.63 |
|
R3 |
160.81 |
160.03 |
158.25 |
|
R2 |
159.45 |
159.45 |
158.13 |
|
R1 |
158.67 |
158.67 |
158.00 |
158.38 |
PP |
158.09 |
158.09 |
158.09 |
157.95 |
S1 |
157.31 |
157.31 |
157.76 |
157.02 |
S2 |
156.73 |
156.73 |
157.63 |
|
S3 |
155.37 |
155.95 |
157.51 |
|
S4 |
154.01 |
154.59 |
157.13 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.72 |
161.75 |
158.65 |
|
R3 |
161.25 |
160.28 |
158.24 |
|
R2 |
159.78 |
159.78 |
158.11 |
|
R1 |
158.81 |
158.81 |
157.97 |
158.56 |
PP |
158.31 |
158.31 |
158.31 |
158.19 |
S1 |
157.34 |
157.34 |
157.71 |
157.09 |
S2 |
156.84 |
156.84 |
157.57 |
|
S3 |
155.37 |
155.87 |
157.44 |
|
S4 |
153.90 |
154.40 |
157.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.28 |
157.52 |
1.76 |
1.1% |
0.95 |
0.6% |
20% |
False |
True |
245,406 |
10 |
159.28 |
156.78 |
2.50 |
1.6% |
0.97 |
0.6% |
44% |
False |
False |
368,131 |
20 |
160.53 |
156.42 |
4.11 |
2.6% |
1.05 |
0.7% |
36% |
False |
False |
475,590 |
40 |
160.66 |
156.40 |
4.26 |
2.7% |
0.86 |
0.5% |
35% |
False |
False |
245,432 |
60 |
160.66 |
156.40 |
4.26 |
2.7% |
0.78 |
0.5% |
35% |
False |
False |
164,288 |
80 |
160.66 |
155.11 |
5.55 |
3.5% |
0.74 |
0.5% |
50% |
False |
False |
123,374 |
100 |
161.71 |
154.54 |
7.17 |
4.5% |
0.73 |
0.5% |
47% |
False |
False |
98,702 |
120 |
161.71 |
152.32 |
9.39 |
5.9% |
0.65 |
0.4% |
59% |
False |
False |
82,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.66 |
2.618 |
162.44 |
1.618 |
161.08 |
1.000 |
160.24 |
0.618 |
159.72 |
HIGH |
158.88 |
0.618 |
158.36 |
0.500 |
158.20 |
0.382 |
158.04 |
LOW |
157.52 |
0.618 |
156.68 |
1.000 |
156.16 |
1.618 |
155.32 |
2.618 |
153.96 |
4.250 |
151.74 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
158.20 |
158.26 |
PP |
158.09 |
158.13 |
S1 |
157.99 |
158.01 |
|