Euro Bund Future December 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 |
154.92 |
155.20 |
0.28 |
0.2% |
154.37 |
High |
155.24 |
155.49 |
0.25 |
0.2% |
155.66 |
Low |
154.74 |
154.81 |
0.07 |
0.0% |
154.08 |
Close |
155.19 |
155.04 |
-0.15 |
-0.1% |
154.85 |
Range |
0.50 |
0.68 |
0.18 |
36.0% |
1.58 |
ATR |
0.83 |
0.82 |
-0.01 |
-1.3% |
0.00 |
Volume |
3,776 |
21,938 |
18,162 |
481.0% |
25,768 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.15 |
156.78 |
155.41 |
|
R3 |
156.47 |
156.10 |
155.23 |
|
R2 |
155.79 |
155.79 |
155.16 |
|
R1 |
155.42 |
155.42 |
155.10 |
155.27 |
PP |
155.11 |
155.11 |
155.11 |
155.04 |
S1 |
154.74 |
154.74 |
154.98 |
154.59 |
S2 |
154.43 |
154.43 |
154.92 |
|
S3 |
153.75 |
154.06 |
154.85 |
|
S4 |
153.07 |
153.38 |
154.67 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.60 |
158.81 |
155.72 |
|
R3 |
158.02 |
157.23 |
155.28 |
|
R2 |
156.44 |
156.44 |
155.14 |
|
R1 |
155.65 |
155.65 |
154.99 |
156.05 |
PP |
154.86 |
154.86 |
154.86 |
155.06 |
S1 |
154.07 |
154.07 |
154.71 |
154.47 |
S2 |
153.28 |
153.28 |
154.56 |
|
S3 |
151.70 |
152.49 |
154.42 |
|
S4 |
150.12 |
150.91 |
153.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155.66 |
154.73 |
0.93 |
0.6% |
0.60 |
0.4% |
33% |
False |
False |
8,677 |
10 |
155.66 |
153.20 |
2.46 |
1.6% |
0.71 |
0.5% |
75% |
False |
False |
6,207 |
20 |
155.66 |
153.02 |
2.64 |
1.7% |
0.66 |
0.4% |
77% |
False |
False |
5,233 |
40 |
155.66 |
149.89 |
5.77 |
3.7% |
0.82 |
0.5% |
89% |
False |
False |
3,290 |
60 |
155.66 |
148.78 |
6.88 |
4.4% |
0.88 |
0.6% |
91% |
False |
False |
2,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.38 |
2.618 |
157.27 |
1.618 |
156.59 |
1.000 |
156.17 |
0.618 |
155.91 |
HIGH |
155.49 |
0.618 |
155.23 |
0.500 |
155.15 |
0.382 |
155.07 |
LOW |
154.81 |
0.618 |
154.39 |
1.000 |
154.13 |
1.618 |
153.71 |
2.618 |
153.03 |
4.250 |
151.92 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
155.15 |
155.12 |
PP |
155.11 |
155.09 |
S1 |
155.08 |
155.07 |
|