Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
157.84 |
157.63 |
-0.21 |
-0.1% |
157.29 |
High |
157.98 |
158.01 |
0.03 |
0.0% |
158.19 |
Low |
157.15 |
157.43 |
0.28 |
0.2% |
156.78 |
Close |
157.34 |
157.79 |
0.45 |
0.3% |
158.02 |
Range |
0.83 |
0.58 |
-0.25 |
-30.1% |
1.41 |
ATR |
0.71 |
0.70 |
0.00 |
-0.4% |
0.00 |
Volume |
700,489 |
674,574 |
-25,915 |
-3.7% |
2,887,282 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.48 |
159.22 |
158.11 |
|
R3 |
158.90 |
158.64 |
157.95 |
|
R2 |
158.32 |
158.32 |
157.90 |
|
R1 |
158.06 |
158.06 |
157.84 |
158.19 |
PP |
157.74 |
157.74 |
157.74 |
157.81 |
S1 |
157.48 |
157.48 |
157.74 |
157.61 |
S2 |
157.16 |
157.16 |
157.68 |
|
S3 |
156.58 |
156.90 |
157.63 |
|
S4 |
156.00 |
156.32 |
157.47 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.89 |
161.37 |
158.80 |
|
R3 |
160.48 |
159.96 |
158.41 |
|
R2 |
159.07 |
159.07 |
158.28 |
|
R1 |
158.55 |
158.55 |
158.15 |
158.81 |
PP |
157.66 |
157.66 |
157.66 |
157.80 |
S1 |
157.14 |
157.14 |
157.89 |
157.40 |
S2 |
156.25 |
156.25 |
157.76 |
|
S3 |
154.84 |
155.73 |
157.63 |
|
S4 |
153.43 |
154.32 |
157.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.19 |
157.15 |
1.04 |
0.7% |
0.56 |
0.4% |
62% |
False |
False |
628,137 |
10 |
158.19 |
155.92 |
2.27 |
1.4% |
0.58 |
0.4% |
82% |
False |
False |
603,546 |
20 |
158.60 |
154.81 |
3.79 |
2.4% |
0.71 |
0.5% |
79% |
False |
False |
639,649 |
40 |
158.60 |
154.81 |
3.79 |
2.4% |
0.72 |
0.5% |
79% |
False |
False |
594,892 |
60 |
158.60 |
152.75 |
5.85 |
3.7% |
0.74 |
0.5% |
86% |
False |
False |
590,684 |
80 |
158.60 |
152.75 |
5.85 |
3.7% |
0.77 |
0.5% |
86% |
False |
False |
451,511 |
100 |
158.60 |
149.90 |
8.70 |
5.5% |
0.78 |
0.5% |
91% |
False |
False |
361,750 |
120 |
158.60 |
148.78 |
9.82 |
6.2% |
0.81 |
0.5% |
92% |
False |
False |
301,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.48 |
2.618 |
159.53 |
1.618 |
158.95 |
1.000 |
158.59 |
0.618 |
158.37 |
HIGH |
158.01 |
0.618 |
157.79 |
0.500 |
157.72 |
0.382 |
157.65 |
LOW |
157.43 |
0.618 |
157.07 |
1.000 |
156.85 |
1.618 |
156.49 |
2.618 |
155.91 |
4.250 |
154.97 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
157.77 |
157.75 |
PP |
157.74 |
157.71 |
S1 |
157.72 |
157.67 |
|