Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 28-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
154.14 |
154.02 |
-0.12 |
-0.1% |
156.34 |
High |
154.30 |
154.56 |
0.26 |
0.2% |
156.84 |
Low |
153.79 |
153.66 |
-0.13 |
-0.1% |
153.53 |
Close |
153.92 |
154.03 |
0.11 |
0.1% |
154.03 |
Range |
0.51 |
0.90 |
0.39 |
76.5% |
3.31 |
ATR |
0.95 |
0.95 |
0.00 |
-0.4% |
0.00 |
Volume |
26,990 |
59,082 |
32,092 |
118.9% |
204,624 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.78 |
156.31 |
154.53 |
|
R3 |
155.88 |
155.41 |
154.28 |
|
R2 |
154.98 |
154.98 |
154.20 |
|
R1 |
154.51 |
154.51 |
154.11 |
154.75 |
PP |
154.08 |
154.08 |
154.08 |
154.20 |
S1 |
153.61 |
153.61 |
153.95 |
153.85 |
S2 |
153.18 |
153.18 |
153.87 |
|
S3 |
152.28 |
152.71 |
153.78 |
|
S4 |
151.38 |
151.81 |
153.54 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.73 |
162.69 |
155.85 |
|
R3 |
161.42 |
159.38 |
154.94 |
|
R2 |
158.11 |
158.11 |
154.64 |
|
R1 |
156.07 |
156.07 |
154.33 |
155.44 |
PP |
154.80 |
154.80 |
154.80 |
154.48 |
S1 |
152.76 |
152.76 |
153.73 |
152.13 |
S2 |
151.49 |
151.49 |
153.42 |
|
S3 |
148.18 |
149.45 |
153.12 |
|
S4 |
144.87 |
146.14 |
152.21 |
|
|
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% |
1.20 |
0.8% |
15% |
False |
False |
40,924 |
10 |
156.84 |
153.53 |
3.31 |
2.1% |
0.92 |
0.6% |
15% |
False |
False |
30,021 |
20 |
156.84 |
153.20 |
3.64 |
2.4% |
0.84 |
0.5% |
23% |
False |
False |
17,427 |
40 |
156.84 |
149.90 |
6.94 |
4.5% |
0.84 |
0.5% |
60% |
False |
False |
10,031 |
60 |
156.84 |
148.78 |
8.06 |
5.2% |
0.86 |
0.6% |
65% |
False |
False |
6,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.39 |
2.618 |
156.92 |
1.618 |
156.02 |
1.000 |
155.46 |
0.618 |
155.12 |
HIGH |
154.56 |
0.618 |
154.22 |
0.500 |
154.11 |
0.382 |
154.00 |
LOW |
153.66 |
0.618 |
153.10 |
1.000 |
152.76 |
1.618 |
152.20 |
2.618 |
151.30 |
4.250 |
149.84 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
154.11 |
154.20 |
PP |
154.08 |
154.14 |
S1 |
154.06 |
154.09 |
|