Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
159.39 |
159.49 |
0.10 |
0.1% |
159.00 |
| High |
159.82 |
160.18 |
0.36 |
0.2% |
160.07 |
| Low |
159.26 |
159.37 |
0.11 |
0.1% |
158.59 |
| Close |
159.61 |
160.10 |
0.49 |
0.3% |
159.90 |
| Range |
0.56 |
0.81 |
0.25 |
44.6% |
1.48 |
| ATR |
0.70 |
0.71 |
0.01 |
1.1% |
0.00 |
| Volume |
37,602 |
17,358 |
-20,244 |
-53.8% |
45,468 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.31 |
162.02 |
160.55 |
|
| R3 |
161.50 |
161.21 |
160.32 |
|
| R2 |
160.69 |
160.69 |
160.25 |
|
| R1 |
160.40 |
160.40 |
160.17 |
160.55 |
| PP |
159.88 |
159.88 |
159.88 |
159.96 |
| S1 |
159.59 |
159.59 |
160.03 |
159.74 |
| S2 |
159.07 |
159.07 |
159.95 |
|
| S3 |
158.26 |
158.78 |
159.88 |
|
| S4 |
157.45 |
157.97 |
159.65 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.96 |
163.41 |
160.71 |
|
| R3 |
162.48 |
161.93 |
160.31 |
|
| R2 |
161.00 |
161.00 |
160.17 |
|
| R1 |
160.45 |
160.45 |
160.04 |
160.73 |
| PP |
159.52 |
159.52 |
159.52 |
159.66 |
| S1 |
158.97 |
158.97 |
159.76 |
159.25 |
| S2 |
158.04 |
158.04 |
159.63 |
|
| S3 |
156.56 |
157.49 |
159.49 |
|
| S4 |
155.08 |
156.01 |
159.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160.18 |
158.94 |
1.24 |
0.8% |
0.62 |
0.4% |
94% |
True |
False |
20,966 |
| 10 |
160.18 |
157.88 |
2.30 |
1.4% |
0.59 |
0.4% |
97% |
True |
False |
13,580 |
| 20 |
160.18 |
156.40 |
3.78 |
2.4% |
0.71 |
0.4% |
98% |
True |
False |
9,160 |
| 40 |
160.62 |
156.40 |
4.22 |
2.6% |
0.68 |
0.4% |
88% |
False |
False |
5,066 |
| 60 |
161.71 |
155.00 |
6.71 |
4.2% |
0.73 |
0.5% |
76% |
False |
False |
3,574 |
| 80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.64 |
0.4% |
78% |
False |
False |
2,684 |
| 100 |
161.71 |
151.90 |
9.81 |
6.1% |
0.56 |
0.4% |
84% |
False |
False |
2,155 |
| 120 |
161.76 |
141.73 |
20.03 |
12.5% |
0.69 |
0.4% |
92% |
False |
False |
1,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.62 |
|
2.618 |
162.30 |
|
1.618 |
161.49 |
|
1.000 |
160.99 |
|
0.618 |
160.68 |
|
HIGH |
160.18 |
|
0.618 |
159.87 |
|
0.500 |
159.78 |
|
0.382 |
159.68 |
|
LOW |
159.37 |
|
0.618 |
158.87 |
|
1.000 |
158.56 |
|
1.618 |
158.06 |
|
2.618 |
157.25 |
|
4.250 |
155.93 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
159.99 |
159.92 |
| PP |
159.88 |
159.74 |
| S1 |
159.78 |
159.56 |
|