Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
155.04 |
155.75 |
0.71 |
0.5% |
154.37 |
High |
155.80 |
156.01 |
0.21 |
0.1% |
155.66 |
Low |
154.79 |
155.51 |
0.72 |
0.5% |
154.08 |
Close |
155.15 |
155.86 |
0.71 |
0.5% |
154.85 |
Range |
1.01 |
0.50 |
-0.51 |
-50.5% |
1.58 |
ATR |
0.83 |
0.84 |
0.00 |
0.2% |
0.00 |
Volume |
34,446 |
28,443 |
-6,003 |
-17.4% |
25,768 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.29 |
157.08 |
156.14 |
|
R3 |
156.79 |
156.58 |
156.00 |
|
R2 |
156.29 |
156.29 |
155.95 |
|
R1 |
156.08 |
156.08 |
155.91 |
156.19 |
PP |
155.79 |
155.79 |
155.79 |
155.85 |
S1 |
155.58 |
155.58 |
155.81 |
155.69 |
S2 |
155.29 |
155.29 |
155.77 |
|
S3 |
154.79 |
155.08 |
155.72 |
|
S4 |
154.29 |
154.58 |
155.59 |
|
|
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 |
156.01 |
154.74 |
1.27 |
0.8% |
0.66 |
0.4% |
88% |
True |
False |
18,165 |
10 |
156.01 |
153.79 |
2.22 |
1.4% |
0.67 |
0.4% |
93% |
True |
False |
11,564 |
20 |
156.01 |
153.20 |
2.81 |
1.8% |
0.70 |
0.4% |
95% |
True |
False |
8,085 |
40 |
156.01 |
149.89 |
6.12 |
3.9% |
0.83 |
0.5% |
98% |
True |
False |
4,854 |
60 |
156.01 |
148.78 |
7.23 |
4.6% |
0.89 |
0.6% |
98% |
True |
False |
3,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.14 |
2.618 |
157.32 |
1.618 |
156.82 |
1.000 |
156.51 |
0.618 |
156.32 |
HIGH |
156.01 |
0.618 |
155.82 |
0.500 |
155.76 |
0.382 |
155.70 |
LOW |
155.51 |
0.618 |
155.20 |
1.000 |
155.01 |
1.618 |
154.70 |
2.618 |
154.20 |
4.250 |
153.39 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
155.83 |
155.71 |
PP |
155.79 |
155.55 |
S1 |
155.76 |
155.40 |
|