Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
160.03 |
160.26 |
0.23 |
0.1% |
159.75 |
| High |
160.39 |
160.53 |
0.14 |
0.1% |
160.66 |
| Low |
159.45 |
159.99 |
0.54 |
0.3% |
158.94 |
| Close |
160.28 |
160.22 |
-0.06 |
0.0% |
160.44 |
| Range |
0.94 |
0.54 |
-0.40 |
-42.6% |
1.72 |
| ATR |
0.68 |
0.67 |
-0.01 |
-1.5% |
0.00 |
| Volume |
618,716 |
618,716 |
0 |
0.0% |
226,523 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.87 |
161.58 |
160.52 |
|
| R3 |
161.33 |
161.04 |
160.37 |
|
| R2 |
160.79 |
160.79 |
160.32 |
|
| R1 |
160.50 |
160.50 |
160.27 |
160.38 |
| PP |
160.25 |
160.25 |
160.25 |
160.18 |
| S1 |
159.96 |
159.96 |
160.17 |
159.84 |
| S2 |
159.71 |
159.71 |
160.12 |
|
| S3 |
159.17 |
159.42 |
160.07 |
|
| S4 |
158.63 |
158.88 |
159.92 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.17 |
164.53 |
161.39 |
|
| R3 |
163.45 |
162.81 |
160.91 |
|
| R2 |
161.73 |
161.73 |
160.76 |
|
| R1 |
161.09 |
161.09 |
160.60 |
161.41 |
| PP |
160.01 |
160.01 |
160.01 |
160.18 |
| S1 |
159.37 |
159.37 |
160.28 |
159.69 |
| S2 |
158.29 |
158.29 |
160.12 |
|
| S3 |
156.57 |
157.65 |
159.97 |
|
| S4 |
154.85 |
155.93 |
159.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160.66 |
159.45 |
1.21 |
0.8% |
0.54 |
0.3% |
64% |
False |
False |
339,888 |
| 10 |
160.66 |
158.94 |
1.72 |
1.1% |
0.58 |
0.4% |
74% |
False |
False |
180,427 |
| 20 |
160.66 |
156.40 |
4.26 |
2.7% |
0.64 |
0.4% |
90% |
False |
False |
93,060 |
| 40 |
160.66 |
156.40 |
4.26 |
2.7% |
0.65 |
0.4% |
90% |
False |
False |
47,530 |
| 60 |
160.66 |
155.11 |
5.55 |
3.5% |
0.66 |
0.4% |
92% |
False |
False |
31,897 |
| 80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.66 |
0.4% |
79% |
False |
False |
23,927 |
| 100 |
161.71 |
152.93 |
8.78 |
5.5% |
0.58 |
0.4% |
83% |
False |
False |
19,142 |
| 120 |
161.71 |
150.23 |
11.48 |
7.2% |
0.54 |
0.3% |
87% |
False |
False |
15,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.83 |
|
2.618 |
161.94 |
|
1.618 |
161.40 |
|
1.000 |
161.07 |
|
0.618 |
160.86 |
|
HIGH |
160.53 |
|
0.618 |
160.32 |
|
0.500 |
160.26 |
|
0.382 |
160.20 |
|
LOW |
159.99 |
|
0.618 |
159.66 |
|
1.000 |
159.45 |
|
1.618 |
159.12 |
|
2.618 |
158.58 |
|
4.250 |
157.70 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
160.26 |
160.14 |
| PP |
160.25 |
160.07 |
| S1 |
160.23 |
159.99 |
|