Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
154.78 |
154.99 |
0.21 |
0.1% |
154.43 |
High |
155.09 |
155.28 |
0.19 |
0.1% |
155.48 |
Low |
154.52 |
154.57 |
0.05 |
0.0% |
153.86 |
Close |
154.98 |
154.82 |
-0.16 |
-0.1% |
154.66 |
Range |
0.57 |
0.71 |
0.14 |
24.6% |
1.62 |
ATR |
0.91 |
0.89 |
-0.01 |
-1.6% |
0.00 |
Volume |
420,899 |
447,607 |
26,708 |
6.3% |
2,147,873 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.02 |
156.63 |
155.21 |
|
R3 |
156.31 |
155.92 |
155.02 |
|
R2 |
155.60 |
155.60 |
154.95 |
|
R1 |
155.21 |
155.21 |
154.89 |
155.05 |
PP |
154.89 |
154.89 |
154.89 |
154.81 |
S1 |
154.50 |
154.50 |
154.75 |
154.34 |
S2 |
154.18 |
154.18 |
154.69 |
|
S3 |
153.47 |
153.79 |
154.62 |
|
S4 |
152.76 |
153.08 |
154.43 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.53 |
158.71 |
155.55 |
|
R3 |
157.91 |
157.09 |
155.11 |
|
R2 |
156.29 |
156.29 |
154.96 |
|
R1 |
155.47 |
155.47 |
154.81 |
155.88 |
PP |
154.67 |
154.67 |
154.67 |
154.87 |
S1 |
153.85 |
153.85 |
154.51 |
154.26 |
S2 |
153.05 |
153.05 |
154.36 |
|
S3 |
151.43 |
152.23 |
154.21 |
|
S4 |
149.81 |
150.61 |
153.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155.48 |
154.52 |
0.96 |
0.6% |
0.63 |
0.4% |
31% |
False |
False |
404,451 |
10 |
155.48 |
152.91 |
2.57 |
1.7% |
0.78 |
0.5% |
74% |
False |
False |
419,484 |
20 |
155.48 |
152.67 |
2.81 |
1.8% |
0.74 |
0.5% |
77% |
False |
False |
443,240 |
40 |
155.48 |
149.49 |
5.99 |
3.9% |
0.95 |
0.6% |
89% |
False |
False |
531,970 |
60 |
155.48 |
148.23 |
7.25 |
4.7% |
1.08 |
0.7% |
91% |
False |
False |
571,919 |
80 |
159.50 |
148.23 |
11.27 |
7.3% |
1.12 |
0.7% |
58% |
False |
False |
434,546 |
100 |
160.60 |
148.23 |
12.37 |
8.0% |
0.96 |
0.6% |
53% |
False |
False |
347,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.30 |
2.618 |
157.14 |
1.618 |
156.43 |
1.000 |
155.99 |
0.618 |
155.72 |
HIGH |
155.28 |
0.618 |
155.01 |
0.500 |
154.93 |
0.382 |
154.84 |
LOW |
154.57 |
0.618 |
154.13 |
1.000 |
153.86 |
1.618 |
153.42 |
2.618 |
152.71 |
4.250 |
151.55 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
154.93 |
154.90 |
PP |
154.89 |
154.87 |
S1 |
154.86 |
154.85 |
|