Euro Bund Future September 2015
Trading Metrics calculated at close of trading on 26-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
155.36 |
153.63 |
-1.73 |
-1.1% |
154.78 |
High |
155.45 |
154.52 |
-0.93 |
-0.6% |
155.95 |
Low |
153.38 |
153.52 |
0.14 |
0.1% |
154.52 |
Close |
153.58 |
154.21 |
0.63 |
0.4% |
155.61 |
Range |
2.07 |
1.00 |
-1.07 |
-51.7% |
1.43 |
ATR |
1.00 |
1.00 |
0.00 |
0.0% |
0.00 |
Volume |
906,045 |
525,607 |
-380,438 |
-42.0% |
2,640,051 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.08 |
156.65 |
154.76 |
|
R3 |
156.08 |
155.65 |
154.49 |
|
R2 |
155.08 |
155.08 |
154.39 |
|
R1 |
154.65 |
154.65 |
154.30 |
154.87 |
PP |
154.08 |
154.08 |
154.08 |
154.19 |
S1 |
153.65 |
153.65 |
154.12 |
153.87 |
S2 |
153.08 |
153.08 |
154.03 |
|
S3 |
152.08 |
152.65 |
153.94 |
|
S4 |
151.08 |
151.65 |
153.66 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.65 |
159.06 |
156.40 |
|
R3 |
158.22 |
157.63 |
156.00 |
|
R2 |
156.79 |
156.79 |
155.87 |
|
R1 |
156.20 |
156.20 |
155.74 |
156.50 |
PP |
155.36 |
155.36 |
155.36 |
155.51 |
S1 |
154.77 |
154.77 |
155.48 |
155.07 |
S2 |
153.93 |
153.93 |
155.35 |
|
S3 |
152.50 |
153.34 |
155.22 |
|
S4 |
151.07 |
151.91 |
154.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156.49 |
153.38 |
3.11 |
2.0% |
1.09 |
0.7% |
27% |
False |
False |
736,710 |
10 |
156.49 |
153.38 |
3.11 |
2.0% |
0.89 |
0.6% |
27% |
False |
False |
578,695 |
20 |
156.49 |
152.91 |
3.58 |
2.3% |
0.90 |
0.6% |
36% |
False |
False |
528,658 |
40 |
156.49 |
149.49 |
7.00 |
4.5% |
0.94 |
0.6% |
67% |
False |
False |
531,828 |
60 |
156.49 |
148.23 |
8.26 |
5.4% |
1.08 |
0.7% |
72% |
False |
False |
604,007 |
80 |
156.49 |
148.23 |
8.26 |
5.4% |
1.13 |
0.7% |
72% |
False |
False |
486,955 |
100 |
160.60 |
148.23 |
12.37 |
8.0% |
1.01 |
0.7% |
48% |
False |
False |
390,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.77 |
2.618 |
157.14 |
1.618 |
156.14 |
1.000 |
155.52 |
0.618 |
155.14 |
HIGH |
154.52 |
0.618 |
154.14 |
0.500 |
154.02 |
0.382 |
153.90 |
LOW |
153.52 |
0.618 |
152.90 |
1.000 |
152.52 |
1.618 |
151.90 |
2.618 |
150.90 |
4.250 |
149.27 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
154.15 |
154.94 |
PP |
154.08 |
154.69 |
S1 |
154.02 |
154.45 |
|