Euro Bund Future December 2015
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
158.30 |
155.54 |
-2.76 |
-1.7% |
158.45 |
| High |
158.63 |
156.21 |
-2.42 |
-1.5% |
158.75 |
| Low |
155.17 |
155.03 |
-0.14 |
-0.1% |
155.03 |
| Close |
156.11 |
155.71 |
-0.40 |
-0.3% |
155.71 |
| Range |
3.46 |
1.18 |
-2.28 |
-65.9% |
3.72 |
| ATR |
0.88 |
0.90 |
0.02 |
2.4% |
0.00 |
| Volume |
1,267,237 |
299,221 |
-968,016 |
-76.4% |
4,827,888 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.19 |
158.63 |
156.36 |
|
| R3 |
158.01 |
157.45 |
156.03 |
|
| R2 |
156.83 |
156.83 |
155.93 |
|
| R1 |
156.27 |
156.27 |
155.82 |
156.55 |
| PP |
155.65 |
155.65 |
155.65 |
155.79 |
| S1 |
155.09 |
155.09 |
155.60 |
155.37 |
| S2 |
154.47 |
154.47 |
155.49 |
|
| S3 |
153.29 |
153.91 |
155.39 |
|
| S4 |
152.11 |
152.73 |
155.06 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.66 |
165.40 |
157.76 |
|
| R3 |
163.94 |
161.68 |
156.73 |
|
| R2 |
160.22 |
160.22 |
156.39 |
|
| R1 |
157.96 |
157.96 |
156.05 |
157.23 |
| PP |
156.50 |
156.50 |
156.50 |
156.13 |
| S1 |
154.24 |
154.24 |
155.37 |
153.51 |
| S2 |
152.78 |
152.78 |
155.03 |
|
| S3 |
149.06 |
150.52 |
154.69 |
|
| S4 |
145.34 |
146.80 |
153.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
158.75 |
155.03 |
3.72 |
2.4% |
1.28 |
0.8% |
18% |
False |
True |
965,577 |
| 10 |
158.78 |
155.03 |
3.75 |
2.4% |
0.95 |
0.6% |
18% |
False |
True |
778,197 |
| 20 |
158.78 |
154.81 |
3.97 |
2.5% |
0.83 |
0.5% |
23% |
False |
False |
691,262 |
| 40 |
158.78 |
154.81 |
3.97 |
2.5% |
0.77 |
0.5% |
23% |
False |
False |
630,036 |
| 60 |
158.78 |
153.50 |
5.28 |
3.4% |
0.78 |
0.5% |
42% |
False |
False |
618,717 |
| 80 |
158.78 |
152.75 |
6.03 |
3.9% |
0.80 |
0.5% |
49% |
False |
False |
522,439 |
| 100 |
158.78 |
151.70 |
7.08 |
4.5% |
0.77 |
0.5% |
57% |
False |
False |
418,701 |
| 120 |
158.78 |
149.89 |
8.89 |
5.7% |
0.82 |
0.5% |
65% |
False |
False |
349,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.23 |
|
2.618 |
159.30 |
|
1.618 |
158.12 |
|
1.000 |
157.39 |
|
0.618 |
156.94 |
|
HIGH |
156.21 |
|
0.618 |
155.76 |
|
0.500 |
155.62 |
|
0.382 |
155.48 |
|
LOW |
155.03 |
|
0.618 |
154.30 |
|
1.000 |
153.85 |
|
1.618 |
153.12 |
|
2.618 |
151.94 |
|
4.250 |
150.02 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
155.68 |
156.89 |
| PP |
155.65 |
156.50 |
| S1 |
155.62 |
156.10 |
|