Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
162.57 |
162.10 |
-0.47 |
-0.3% |
162.08 |
| High |
162.70 |
162.62 |
-0.08 |
0.0% |
162.78 |
| Low |
161.93 |
162.10 |
0.17 |
0.1% |
161.53 |
| Close |
162.10 |
162.50 |
0.40 |
0.2% |
162.50 |
| Range |
0.77 |
0.52 |
-0.25 |
-32.5% |
1.25 |
| ATR |
0.76 |
0.74 |
-0.02 |
-2.3% |
0.00 |
| Volume |
596,884 |
455,189 |
-141,695 |
-23.7% |
3,431,173 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.97 |
163.75 |
162.79 |
|
| R3 |
163.45 |
163.23 |
162.64 |
|
| R2 |
162.93 |
162.93 |
162.60 |
|
| R1 |
162.71 |
162.71 |
162.55 |
162.82 |
| PP |
162.41 |
162.41 |
162.41 |
162.46 |
| S1 |
162.19 |
162.19 |
162.45 |
162.30 |
| S2 |
161.89 |
161.89 |
162.40 |
|
| S3 |
161.37 |
161.67 |
162.36 |
|
| S4 |
160.85 |
161.15 |
162.21 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.02 |
165.51 |
163.19 |
|
| R3 |
164.77 |
164.26 |
162.84 |
|
| R2 |
163.52 |
163.52 |
162.73 |
|
| R1 |
163.01 |
163.01 |
162.61 |
163.27 |
| PP |
162.27 |
162.27 |
162.27 |
162.40 |
| S1 |
161.76 |
161.76 |
162.39 |
162.02 |
| S2 |
161.02 |
161.02 |
162.27 |
|
| S3 |
159.77 |
160.51 |
162.16 |
|
| S4 |
158.52 |
159.26 |
161.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.78 |
161.53 |
1.25 |
0.8% |
0.62 |
0.4% |
78% |
False |
False |
686,234 |
| 10 |
164.54 |
161.37 |
3.17 |
2.0% |
0.78 |
0.5% |
36% |
False |
False |
782,277 |
| 20 |
164.54 |
161.37 |
3.17 |
2.0% |
0.69 |
0.4% |
36% |
False |
False |
715,430 |
| 40 |
166.36 |
161.37 |
4.99 |
3.1% |
0.71 |
0.4% |
23% |
False |
False |
703,783 |
| 60 |
166.36 |
161.37 |
4.99 |
3.1% |
0.70 |
0.4% |
23% |
False |
False |
556,189 |
| 80 |
166.36 |
161.37 |
4.99 |
3.1% |
0.67 |
0.4% |
23% |
False |
False |
418,112 |
| 100 |
166.36 |
161.11 |
5.25 |
3.2% |
0.65 |
0.4% |
26% |
False |
False |
334,504 |
| 120 |
166.36 |
159.75 |
6.61 |
4.1% |
0.58 |
0.4% |
42% |
False |
False |
278,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.83 |
|
2.618 |
163.98 |
|
1.618 |
163.46 |
|
1.000 |
163.14 |
|
0.618 |
162.94 |
|
HIGH |
162.62 |
|
0.618 |
162.42 |
|
0.500 |
162.36 |
|
0.382 |
162.30 |
|
LOW |
162.10 |
|
0.618 |
161.78 |
|
1.000 |
161.58 |
|
1.618 |
161.26 |
|
2.618 |
160.74 |
|
4.250 |
159.89 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162.45 |
162.45 |
| PP |
162.41 |
162.40 |
| S1 |
162.36 |
162.36 |
|