Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
158.03 |
159.00 |
0.97 |
0.6% |
156.83 |
| High |
158.83 |
159.19 |
0.36 |
0.2% |
158.83 |
| Low |
158.03 |
158.59 |
0.56 |
0.4% |
156.40 |
| Close |
158.66 |
159.12 |
0.46 |
0.3% |
158.66 |
| Range |
0.80 |
0.60 |
-0.20 |
-25.0% |
2.43 |
| ATR |
0.77 |
0.76 |
-0.01 |
-1.6% |
0.00 |
| Volume |
7,543 |
10,041 |
2,498 |
33.1% |
33,500 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.77 |
160.54 |
159.45 |
|
| R3 |
160.17 |
159.94 |
159.29 |
|
| R2 |
159.57 |
159.57 |
159.23 |
|
| R1 |
159.34 |
159.34 |
159.18 |
159.46 |
| PP |
158.97 |
158.97 |
158.97 |
159.02 |
| S1 |
158.74 |
158.74 |
159.07 |
158.86 |
| S2 |
158.37 |
158.37 |
159.01 |
|
| S3 |
157.77 |
158.14 |
158.96 |
|
| S4 |
157.17 |
157.54 |
158.79 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.25 |
164.39 |
160.00 |
|
| R3 |
162.82 |
161.96 |
159.33 |
|
| R2 |
160.39 |
160.39 |
159.11 |
|
| R1 |
159.53 |
159.53 |
158.88 |
159.96 |
| PP |
157.96 |
157.96 |
157.96 |
158.18 |
| S1 |
157.10 |
157.10 |
158.44 |
157.53 |
| S2 |
155.53 |
155.53 |
158.21 |
|
| S3 |
153.10 |
154.67 |
157.99 |
|
| S4 |
150.67 |
152.24 |
157.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159.19 |
157.14 |
2.05 |
1.3% |
0.63 |
0.4% |
97% |
True |
False |
5,389 |
| 10 |
159.19 |
156.40 |
2.79 |
1.8% |
0.74 |
0.5% |
97% |
True |
False |
4,354 |
| 20 |
160.62 |
156.40 |
4.22 |
2.7% |
0.77 |
0.5% |
64% |
False |
False |
3,897 |
| 40 |
160.62 |
156.40 |
4.22 |
2.7% |
0.69 |
0.4% |
64% |
False |
False |
2,181 |
| 60 |
161.71 |
154.54 |
7.17 |
4.5% |
0.73 |
0.5% |
64% |
False |
False |
1,604 |
| 80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.61 |
0.4% |
64% |
False |
False |
1,206 |
| 100 |
161.71 |
151.06 |
10.65 |
6.7% |
0.58 |
0.4% |
76% |
False |
False |
973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.74 |
|
2.618 |
160.76 |
|
1.618 |
160.16 |
|
1.000 |
159.79 |
|
0.618 |
159.56 |
|
HIGH |
159.19 |
|
0.618 |
158.96 |
|
0.500 |
158.89 |
|
0.382 |
158.82 |
|
LOW |
158.59 |
|
0.618 |
158.22 |
|
1.000 |
157.99 |
|
1.618 |
157.62 |
|
2.618 |
157.02 |
|
4.250 |
156.04 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159.04 |
158.93 |
| PP |
158.97 |
158.73 |
| S1 |
158.89 |
158.54 |
|