Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
155.75 |
156.16 |
0.41 |
0.3% |
154.92 |
High |
156.01 |
156.22 |
0.21 |
0.1% |
156.22 |
Low |
155.51 |
155.71 |
0.20 |
0.1% |
154.74 |
Close |
155.86 |
155.89 |
0.03 |
0.0% |
155.89 |
Range |
0.50 |
0.51 |
0.01 |
2.0% |
1.48 |
ATR |
0.84 |
0.81 |
-0.02 |
-2.8% |
0.00 |
Volume |
28,443 |
6,985 |
-21,458 |
-75.4% |
95,588 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.47 |
157.19 |
156.17 |
|
R3 |
156.96 |
156.68 |
156.03 |
|
R2 |
156.45 |
156.45 |
155.98 |
|
R1 |
156.17 |
156.17 |
155.94 |
156.06 |
PP |
155.94 |
155.94 |
155.94 |
155.88 |
S1 |
155.66 |
155.66 |
155.84 |
155.55 |
S2 |
155.43 |
155.43 |
155.80 |
|
S3 |
154.92 |
155.15 |
155.75 |
|
S4 |
154.41 |
154.64 |
155.61 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.06 |
159.45 |
156.70 |
|
R3 |
158.58 |
157.97 |
156.30 |
|
R2 |
157.10 |
157.10 |
156.16 |
|
R1 |
156.49 |
156.49 |
156.03 |
156.80 |
PP |
155.62 |
155.62 |
155.62 |
155.77 |
S1 |
155.01 |
155.01 |
155.75 |
155.32 |
S2 |
154.14 |
154.14 |
155.62 |
|
S3 |
152.66 |
153.53 |
155.48 |
|
S4 |
151.18 |
152.05 |
155.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156.22 |
154.74 |
1.48 |
0.9% |
0.64 |
0.4% |
78% |
True |
False |
19,117 |
10 |
156.22 |
154.08 |
2.14 |
1.4% |
0.63 |
0.4% |
85% |
True |
False |
12,135 |
20 |
156.22 |
153.20 |
3.02 |
1.9% |
0.70 |
0.4% |
89% |
True |
False |
8,352 |
40 |
156.22 |
149.90 |
6.32 |
4.1% |
0.81 |
0.5% |
95% |
True |
False |
5,022 |
60 |
156.22 |
148.78 |
7.44 |
4.8% |
0.88 |
0.6% |
96% |
True |
False |
3,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.39 |
2.618 |
157.56 |
1.618 |
157.05 |
1.000 |
156.73 |
0.618 |
156.54 |
HIGH |
156.22 |
0.618 |
156.03 |
0.500 |
155.97 |
0.382 |
155.90 |
LOW |
155.71 |
0.618 |
155.39 |
1.000 |
155.20 |
1.618 |
154.88 |
2.618 |
154.37 |
4.250 |
153.54 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
155.97 |
155.76 |
PP |
155.94 |
155.63 |
S1 |
155.92 |
155.51 |
|