Euro Bund Future December 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 |
155.65 |
153.79 |
-1.86 |
-1.2% |
154.92 |
High |
155.68 |
154.74 |
-0.94 |
-0.6% |
156.22 |
Low |
153.53 |
153.68 |
0.15 |
0.1% |
154.74 |
Close |
153.75 |
154.44 |
0.69 |
0.4% |
155.89 |
Range |
2.15 |
1.06 |
-1.09 |
-50.7% |
1.48 |
ATR |
0.97 |
0.98 |
0.01 |
0.7% |
0.00 |
Volume |
61,787 |
18,126 |
-43,661 |
-70.7% |
95,588 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.47 |
157.01 |
155.02 |
|
R3 |
156.41 |
155.95 |
154.73 |
|
R2 |
155.35 |
155.35 |
154.63 |
|
R1 |
154.89 |
154.89 |
154.54 |
155.12 |
PP |
154.29 |
154.29 |
154.29 |
154.40 |
S1 |
153.83 |
153.83 |
154.34 |
154.06 |
S2 |
153.23 |
153.23 |
154.25 |
|
S3 |
152.17 |
152.77 |
154.15 |
|
S4 |
151.11 |
151.71 |
153.86 |
|
|
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 |
2.1% |
1.12 |
0.7% |
27% |
False |
False |
30,796 |
10 |
156.84 |
153.53 |
3.31 |
2.1% |
0.90 |
0.6% |
27% |
False |
False |
22,240 |
20 |
156.84 |
153.20 |
3.64 |
2.4% |
0.86 |
0.6% |
34% |
False |
False |
13,721 |
40 |
156.84 |
149.90 |
6.94 |
4.5% |
0.84 |
0.5% |
65% |
False |
False |
7,931 |
60 |
156.84 |
148.78 |
8.06 |
5.2% |
0.88 |
0.6% |
70% |
False |
False |
5,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.25 |
2.618 |
157.52 |
1.618 |
156.46 |
1.000 |
155.80 |
0.618 |
155.40 |
HIGH |
154.74 |
0.618 |
154.34 |
0.500 |
154.21 |
0.382 |
154.08 |
LOW |
153.68 |
0.618 |
153.02 |
1.000 |
152.62 |
1.618 |
151.96 |
2.618 |
150.90 |
4.250 |
149.18 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
154.36 |
155.19 |
PP |
154.29 |
154.94 |
S1 |
154.21 |
154.69 |
|