Euro Bund Future December 2016
| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
162.24 |
162.66 |
0.42 |
0.3% |
162.08 |
| High |
162.45 |
163.19 |
0.74 |
0.5% |
162.78 |
| Low |
161.69 |
160.89 |
-0.80 |
-0.5% |
161.53 |
| Close |
161.92 |
162.01 |
0.09 |
0.1% |
162.50 |
| Range |
0.76 |
2.30 |
1.54 |
202.6% |
1.25 |
| ATR |
0.73 |
0.84 |
0.11 |
15.3% |
0.00 |
| Volume |
1,204,065 |
1,384,678 |
180,613 |
15.0% |
3,431,173 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.93 |
167.77 |
163.28 |
|
| R3 |
166.63 |
165.47 |
162.64 |
|
| R2 |
164.33 |
164.33 |
162.43 |
|
| R1 |
163.17 |
163.17 |
162.22 |
162.60 |
| PP |
162.03 |
162.03 |
162.03 |
161.75 |
| S1 |
160.87 |
160.87 |
161.80 |
160.30 |
| S2 |
159.73 |
159.73 |
161.59 |
|
| S3 |
157.43 |
158.57 |
161.38 |
|
| S4 |
155.13 |
156.27 |
160.75 |
|
|
| 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 |
163.19 |
160.89 |
2.30 |
1.4% |
0.96 |
0.6% |
49% |
True |
True |
840,971 |
| 10 |
163.19 |
160.89 |
2.30 |
1.4% |
0.90 |
0.6% |
49% |
True |
True |
815,586 |
| 20 |
164.54 |
160.89 |
3.65 |
2.3% |
0.76 |
0.5% |
31% |
False |
True |
771,456 |
| 40 |
166.36 |
160.89 |
5.47 |
3.4% |
0.72 |
0.4% |
20% |
False |
True |
728,292 |
| 60 |
166.36 |
160.89 |
5.47 |
3.4% |
0.73 |
0.4% |
20% |
False |
True |
608,408 |
| 80 |
166.36 |
160.89 |
5.47 |
3.4% |
0.69 |
0.4% |
20% |
False |
True |
457,324 |
| 100 |
166.36 |
160.89 |
5.47 |
3.4% |
0.68 |
0.4% |
20% |
False |
True |
366,031 |
| 120 |
166.36 |
159.98 |
6.38 |
3.9% |
0.61 |
0.4% |
32% |
False |
False |
305,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172.97 |
|
2.618 |
169.21 |
|
1.618 |
166.91 |
|
1.000 |
165.49 |
|
0.618 |
164.61 |
|
HIGH |
163.19 |
|
0.618 |
162.31 |
|
0.500 |
162.04 |
|
0.382 |
161.77 |
|
LOW |
160.89 |
|
0.618 |
159.47 |
|
1.000 |
158.59 |
|
1.618 |
157.17 |
|
2.618 |
154.87 |
|
4.250 |
151.12 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162.04 |
162.04 |
| PP |
162.03 |
162.03 |
| S1 |
162.02 |
162.02 |
|