Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
154.99 |
154.84 |
-0.15 |
-0.1% |
154.43 |
High |
155.28 |
155.54 |
0.26 |
0.2% |
155.48 |
Low |
154.57 |
154.55 |
-0.02 |
0.0% |
153.86 |
Close |
154.82 |
154.92 |
0.10 |
0.1% |
154.66 |
Range |
0.71 |
0.99 |
0.28 |
39.4% |
1.62 |
ATR |
0.89 |
0.90 |
0.01 |
0.8% |
0.00 |
Volume |
447,607 |
544,906 |
97,299 |
21.7% |
2,147,873 |
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.97 |
157.44 |
155.46 |
|
R3 |
156.98 |
156.45 |
155.19 |
|
R2 |
155.99 |
155.99 |
155.10 |
|
R1 |
155.46 |
155.46 |
155.01 |
155.73 |
PP |
155.00 |
155.00 |
155.00 |
155.14 |
S1 |
154.47 |
154.47 |
154.83 |
154.74 |
S2 |
154.01 |
154.01 |
154.74 |
|
S3 |
153.02 |
153.48 |
154.65 |
|
S4 |
152.03 |
152.49 |
154.38 |
|
|
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 |
155.54 |
154.52 |
1.02 |
0.7% |
0.69 |
0.4% |
39% |
True |
False |
420,679 |
10 |
155.54 |
153.22 |
2.32 |
1.5% |
0.73 |
0.5% |
73% |
True |
False |
424,480 |
20 |
155.54 |
152.91 |
2.63 |
1.7% |
0.76 |
0.5% |
76% |
True |
False |
451,272 |
40 |
155.54 |
149.49 |
6.05 |
3.9% |
0.96 |
0.6% |
90% |
True |
False |
530,632 |
60 |
155.54 |
148.23 |
7.31 |
4.7% |
1.08 |
0.7% |
92% |
True |
False |
579,511 |
80 |
159.50 |
148.23 |
11.27 |
7.3% |
1.13 |
0.7% |
59% |
False |
False |
441,351 |
100 |
160.60 |
148.23 |
12.37 |
8.0% |
0.97 |
0.6% |
54% |
False |
False |
353,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.75 |
2.618 |
158.13 |
1.618 |
157.14 |
1.000 |
156.53 |
0.618 |
156.15 |
HIGH |
155.54 |
0.618 |
155.16 |
0.500 |
155.05 |
0.382 |
154.93 |
LOW |
154.55 |
0.618 |
153.94 |
1.000 |
153.56 |
1.618 |
152.95 |
2.618 |
151.96 |
4.250 |
150.34 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
155.05 |
155.03 |
PP |
155.00 |
154.99 |
S1 |
154.96 |
154.96 |
|