Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 06-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
154.20 |
153.31 |
-0.89 |
-0.6% |
153.95 |
High |
154.37 |
153.95 |
-0.42 |
-0.3% |
154.50 |
Low |
152.91 |
153.22 |
0.31 |
0.2% |
153.28 |
Close |
153.34 |
153.71 |
0.37 |
0.2% |
154.40 |
Range |
1.46 |
0.73 |
-0.73 |
-50.0% |
1.22 |
ATR |
1.05 |
1.03 |
-0.02 |
-2.2% |
0.00 |
Volume |
494,946 |
409,466 |
-85,480 |
-17.3% |
2,323,855 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.82 |
155.49 |
154.11 |
|
R3 |
155.09 |
154.76 |
153.91 |
|
R2 |
154.36 |
154.36 |
153.84 |
|
R1 |
154.03 |
154.03 |
153.78 |
154.20 |
PP |
153.63 |
153.63 |
153.63 |
153.71 |
S1 |
153.30 |
153.30 |
153.64 |
153.47 |
S2 |
152.90 |
152.90 |
153.58 |
|
S3 |
152.17 |
152.57 |
153.51 |
|
S4 |
151.44 |
151.84 |
153.31 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.72 |
157.28 |
155.07 |
|
R3 |
156.50 |
156.06 |
154.74 |
|
R2 |
155.28 |
155.28 |
154.62 |
|
R1 |
154.84 |
154.84 |
154.51 |
155.06 |
PP |
154.06 |
154.06 |
154.06 |
154.17 |
S1 |
153.62 |
153.62 |
154.29 |
153.84 |
S2 |
152.84 |
152.84 |
154.18 |
|
S3 |
151.62 |
152.40 |
154.06 |
|
S4 |
150.40 |
151.18 |
153.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155.09 |
152.91 |
2.18 |
1.4% |
0.96 |
0.6% |
37% |
False |
False |
477,078 |
10 |
155.09 |
152.91 |
2.18 |
1.4% |
0.82 |
0.5% |
37% |
False |
False |
475,845 |
20 |
155.09 |
149.49 |
5.60 |
3.6% |
0.92 |
0.6% |
75% |
False |
False |
482,388 |
40 |
155.09 |
148.66 |
6.43 |
4.2% |
1.07 |
0.7% |
79% |
False |
False |
592,244 |
60 |
155.44 |
148.23 |
7.21 |
4.7% |
1.13 |
0.7% |
76% |
False |
False |
521,648 |
80 |
160.60 |
148.23 |
12.37 |
8.0% |
1.10 |
0.7% |
44% |
False |
False |
393,672 |
100 |
160.60 |
148.23 |
12.37 |
8.0% |
0.94 |
0.6% |
44% |
False |
False |
315,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.05 |
2.618 |
155.86 |
1.618 |
155.13 |
1.000 |
154.68 |
0.618 |
154.40 |
HIGH |
153.95 |
0.618 |
153.67 |
0.500 |
153.59 |
0.382 |
153.50 |
LOW |
153.22 |
0.618 |
152.77 |
1.000 |
152.49 |
1.618 |
152.04 |
2.618 |
151.31 |
4.250 |
150.12 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
153.67 |
154.00 |
PP |
153.63 |
153.90 |
S1 |
153.59 |
153.81 |
|