Euro Bund Future March 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
157.65 |
157.61 |
-0.04 |
0.0% |
157.20 |
| High |
157.95 |
158.50 |
0.55 |
0.3% |
159.36 |
| Low |
156.78 |
157.51 |
0.73 |
0.5% |
157.13 |
| Close |
157.32 |
158.33 |
1.01 |
0.6% |
159.18 |
| Range |
1.17 |
0.99 |
-0.18 |
-15.4% |
2.23 |
| ATR |
0.94 |
0.96 |
0.02 |
1.8% |
0.00 |
| Volume |
551,669 |
436,130 |
-115,539 |
-20.9% |
2,491,854 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.08 |
160.70 |
158.87 |
|
| R3 |
160.09 |
159.71 |
158.60 |
|
| R2 |
159.10 |
159.10 |
158.51 |
|
| R1 |
158.72 |
158.72 |
158.42 |
158.91 |
| PP |
158.11 |
158.11 |
158.11 |
158.21 |
| S1 |
157.73 |
157.73 |
158.24 |
157.92 |
| S2 |
157.12 |
157.12 |
158.15 |
|
| S3 |
156.13 |
156.74 |
158.06 |
|
| S4 |
155.14 |
155.75 |
157.79 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.25 |
164.44 |
160.41 |
|
| R3 |
163.02 |
162.21 |
159.79 |
|
| R2 |
160.79 |
160.79 |
159.59 |
|
| R1 |
159.98 |
159.98 |
159.38 |
160.39 |
| PP |
158.56 |
158.56 |
158.56 |
158.76 |
| S1 |
157.75 |
157.75 |
158.98 |
158.16 |
| S2 |
156.33 |
156.33 |
158.77 |
|
| S3 |
154.10 |
155.52 |
158.57 |
|
| S4 |
151.87 |
153.29 |
157.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
159.36 |
156.78 |
2.58 |
1.6% |
1.01 |
0.6% |
60% |
False |
False |
545,289 |
| 10 |
159.36 |
156.42 |
2.94 |
1.9% |
0.99 |
0.6% |
65% |
False |
False |
551,594 |
| 20 |
160.66 |
156.42 |
4.24 |
2.7% |
0.95 |
0.6% |
45% |
False |
False |
411,689 |
| 40 |
160.66 |
156.40 |
4.26 |
2.7% |
0.82 |
0.5% |
45% |
False |
False |
208,608 |
| 60 |
160.66 |
156.40 |
4.26 |
2.7% |
0.76 |
0.5% |
45% |
False |
False |
139,255 |
| 80 |
161.71 |
154.54 |
7.17 |
4.5% |
0.77 |
0.5% |
53% |
False |
False |
104,568 |
| 100 |
161.71 |
154.54 |
7.17 |
4.5% |
0.68 |
0.4% |
53% |
False |
False |
83,657 |
| 120 |
161.71 |
151.85 |
9.86 |
6.2% |
0.63 |
0.4% |
66% |
False |
False |
69,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.71 |
|
2.618 |
161.09 |
|
1.618 |
160.10 |
|
1.000 |
159.49 |
|
0.618 |
159.11 |
|
HIGH |
158.50 |
|
0.618 |
158.12 |
|
0.500 |
158.01 |
|
0.382 |
157.89 |
|
LOW |
157.51 |
|
0.618 |
156.90 |
|
1.000 |
156.52 |
|
1.618 |
155.91 |
|
2.618 |
154.92 |
|
4.250 |
153.30 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
158.22 |
158.14 |
| PP |
158.11 |
157.94 |
| S1 |
158.01 |
157.75 |
|