Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 10-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
153.77 |
154.43 |
0.66 |
0.4% |
154.39 |
High |
154.55 |
154.45 |
-0.10 |
-0.1% |
155.09 |
Low |
153.57 |
153.86 |
0.29 |
0.2% |
152.91 |
Close |
154.43 |
153.94 |
-0.49 |
-0.3% |
154.43 |
Range |
0.98 |
0.59 |
-0.39 |
-39.8% |
2.18 |
ATR |
1.02 |
0.99 |
-0.03 |
-3.0% |
0.00 |
Volume |
274,055 |
497,060 |
223,005 |
81.4% |
2,314,574 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.85 |
155.49 |
154.26 |
|
R3 |
155.26 |
154.90 |
154.10 |
|
R2 |
154.67 |
154.67 |
154.05 |
|
R1 |
154.31 |
154.31 |
153.99 |
154.20 |
PP |
154.08 |
154.08 |
154.08 |
154.03 |
S1 |
153.72 |
153.72 |
153.89 |
153.61 |
S2 |
153.49 |
153.49 |
153.83 |
|
S3 |
152.90 |
153.13 |
153.78 |
|
S4 |
152.31 |
152.54 |
153.62 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.68 |
159.74 |
155.63 |
|
R3 |
158.50 |
157.56 |
155.03 |
|
R2 |
156.32 |
156.32 |
154.83 |
|
R1 |
155.38 |
155.38 |
154.63 |
155.85 |
PP |
154.14 |
154.14 |
154.14 |
154.38 |
S1 |
153.20 |
153.20 |
154.23 |
153.67 |
S2 |
151.96 |
151.96 |
154.03 |
|
S3 |
149.78 |
151.02 |
153.83 |
|
S4 |
147.60 |
148.84 |
153.23 |
|
|
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% |
0.94 |
0.6% |
47% |
False |
False |
466,453 |
10 |
155.09 |
152.91 |
2.18 |
1.4% |
0.87 |
0.6% |
47% |
False |
False |
469,987 |
20 |
155.09 |
150.94 |
4.15 |
2.7% |
0.82 |
0.5% |
72% |
False |
False |
460,842 |
40 |
155.09 |
149.49 |
5.60 |
3.6% |
1.02 |
0.7% |
79% |
False |
False |
572,979 |
60 |
155.44 |
148.23 |
7.21 |
4.7% |
1.10 |
0.7% |
79% |
False |
False |
533,629 |
80 |
160.60 |
148.23 |
12.37 |
8.0% |
1.11 |
0.7% |
46% |
False |
False |
403,286 |
100 |
160.60 |
148.23 |
12.37 |
8.0% |
0.95 |
0.6% |
46% |
False |
False |
322,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.96 |
2.618 |
155.99 |
1.618 |
155.40 |
1.000 |
155.04 |
0.618 |
154.81 |
HIGH |
154.45 |
0.618 |
154.22 |
0.500 |
154.16 |
0.382 |
154.09 |
LOW |
153.86 |
0.618 |
153.50 |
1.000 |
153.27 |
1.618 |
152.91 |
2.618 |
152.32 |
4.250 |
151.35 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
154.16 |
153.92 |
PP |
154.08 |
153.90 |
S1 |
154.01 |
153.89 |
|