Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
157.20 |
158.39 |
1.19 |
0.8% |
160.31 |
| High |
158.68 |
158.94 |
0.26 |
0.2% |
160.53 |
| Low |
157.13 |
158.23 |
1.10 |
0.7% |
156.42 |
| Close |
158.51 |
158.69 |
0.18 |
0.1% |
157.21 |
| Range |
1.55 |
0.71 |
-0.84 |
-54.2% |
4.11 |
| ATR |
0.96 |
0.94 |
-0.02 |
-1.9% |
0.00 |
| Volume |
531,866 |
507,912 |
-23,954 |
-4.5% |
3,338,632 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.75 |
160.43 |
159.08 |
|
| R3 |
160.04 |
159.72 |
158.89 |
|
| R2 |
159.33 |
159.33 |
158.82 |
|
| R1 |
159.01 |
159.01 |
158.76 |
159.17 |
| PP |
158.62 |
158.62 |
158.62 |
158.70 |
| S1 |
158.30 |
158.30 |
158.62 |
158.46 |
| S2 |
157.91 |
157.91 |
158.56 |
|
| S3 |
157.20 |
157.59 |
158.49 |
|
| S4 |
156.49 |
156.88 |
158.30 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170.38 |
167.91 |
159.47 |
|
| R3 |
166.27 |
163.80 |
158.34 |
|
| R2 |
162.16 |
162.16 |
157.96 |
|
| R1 |
159.69 |
159.69 |
157.59 |
158.87 |
| PP |
158.05 |
158.05 |
158.05 |
157.65 |
| S1 |
155.58 |
155.58 |
156.83 |
154.76 |
| S2 |
153.94 |
153.94 |
156.46 |
|
| S3 |
149.83 |
151.47 |
156.08 |
|
| S4 |
145.72 |
147.36 |
154.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160.53 |
156.42 |
4.11 |
2.6% |
1.57 |
1.0% |
55% |
False |
False |
688,281 |
| 10 |
160.66 |
156.42 |
4.24 |
2.7% |
1.08 |
0.7% |
54% |
False |
False |
453,949 |
| 20 |
160.66 |
156.42 |
4.24 |
2.7% |
0.83 |
0.5% |
54% |
False |
False |
233,170 |
| 40 |
160.66 |
156.40 |
4.26 |
2.7% |
0.78 |
0.5% |
54% |
False |
False |
118,018 |
| 60 |
160.66 |
155.11 |
5.55 |
3.5% |
0.74 |
0.5% |
65% |
False |
False |
78,824 |
| 80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.75 |
0.5% |
58% |
False |
False |
59,210 |
| 100 |
161.71 |
154.34 |
7.37 |
4.6% |
0.64 |
0.4% |
59% |
False |
False |
47,369 |
| 120 |
161.71 |
150.23 |
11.48 |
7.2% |
0.60 |
0.4% |
74% |
False |
False |
39,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.96 |
|
2.618 |
160.80 |
|
1.618 |
160.09 |
|
1.000 |
159.65 |
|
0.618 |
159.38 |
|
HIGH |
158.94 |
|
0.618 |
158.67 |
|
0.500 |
158.59 |
|
0.382 |
158.50 |
|
LOW |
158.23 |
|
0.618 |
157.79 |
|
1.000 |
157.52 |
|
1.618 |
157.08 |
|
2.618 |
156.37 |
|
4.250 |
155.21 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158.66 |
158.35 |
| PP |
158.62 |
158.02 |
| S1 |
158.59 |
157.68 |
|