Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
156.34 |
155.65 |
-0.69 |
-0.4% |
154.92 |
High |
156.84 |
155.68 |
-1.16 |
-0.7% |
156.22 |
Low |
155.44 |
153.53 |
-1.91 |
-1.2% |
154.74 |
Close |
155.99 |
153.75 |
-2.24 |
-1.4% |
155.89 |
Range |
1.40 |
2.15 |
0.75 |
53.6% |
1.48 |
ATR |
0.85 |
0.97 |
0.11 |
13.4% |
0.00 |
Volume |
38,639 |
61,787 |
23,148 |
59.9% |
95,588 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.77 |
159.41 |
154.93 |
|
R3 |
158.62 |
157.26 |
154.34 |
|
R2 |
156.47 |
156.47 |
154.14 |
|
R1 |
155.11 |
155.11 |
153.95 |
154.72 |
PP |
154.32 |
154.32 |
154.32 |
154.12 |
S1 |
152.96 |
152.96 |
153.55 |
152.57 |
S2 |
152.17 |
152.17 |
153.36 |
|
S3 |
150.02 |
150.81 |
153.16 |
|
S4 |
147.87 |
148.66 |
152.57 |
|
|
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 |
156.84 |
153.53 |
3.31 |
2.2% |
1.11 |
0.7% |
7% |
False |
True |
34,060 |
10 |
156.84 |
153.53 |
3.31 |
2.2% |
0.86 |
0.6% |
7% |
False |
True |
21,368 |
20 |
156.84 |
153.20 |
3.64 |
2.4% |
0.83 |
0.5% |
15% |
False |
False |
13,051 |
40 |
156.84 |
149.90 |
6.94 |
4.5% |
0.84 |
0.5% |
55% |
False |
False |
7,510 |
60 |
156.84 |
148.78 |
8.06 |
5.2% |
0.89 |
0.6% |
62% |
False |
False |
5,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.82 |
2.618 |
161.31 |
1.618 |
159.16 |
1.000 |
157.83 |
0.618 |
157.01 |
HIGH |
155.68 |
0.618 |
154.86 |
0.500 |
154.61 |
0.382 |
154.35 |
LOW |
153.53 |
0.618 |
152.20 |
1.000 |
151.38 |
1.618 |
150.05 |
2.618 |
147.90 |
4.250 |
144.39 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
154.61 |
155.19 |
PP |
154.32 |
154.71 |
S1 |
154.04 |
154.23 |
|