Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 31-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
154.02 |
153.85 |
-0.17 |
-0.1% |
156.34 |
High |
154.56 |
154.17 |
-0.39 |
-0.3% |
156.84 |
Low |
153.66 |
152.77 |
-0.89 |
-0.6% |
153.53 |
Close |
154.03 |
153.20 |
-0.83 |
-0.5% |
154.03 |
Range |
0.90 |
1.40 |
0.50 |
55.6% |
3.31 |
ATR |
0.95 |
0.98 |
0.03 |
3.4% |
0.00 |
Volume |
59,082 |
333,972 |
274,890 |
465.3% |
204,624 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.58 |
156.79 |
153.97 |
|
R3 |
156.18 |
155.39 |
153.59 |
|
R2 |
154.78 |
154.78 |
153.46 |
|
R1 |
153.99 |
153.99 |
153.33 |
153.69 |
PP |
153.38 |
153.38 |
153.38 |
153.23 |
S1 |
152.59 |
152.59 |
153.07 |
152.29 |
S2 |
151.98 |
151.98 |
152.94 |
|
S3 |
150.58 |
151.19 |
152.82 |
|
S4 |
149.18 |
149.79 |
152.43 |
|
|
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 |
155.68 |
152.77 |
2.91 |
1.9% |
1.20 |
0.8% |
15% |
False |
True |
99,991 |
10 |
156.84 |
152.77 |
4.07 |
2.7% |
1.01 |
0.7% |
11% |
False |
True |
63,040 |
20 |
156.84 |
152.77 |
4.07 |
2.7% |
0.87 |
0.6% |
11% |
False |
True |
33,994 |
40 |
156.84 |
149.90 |
6.94 |
4.5% |
0.85 |
0.6% |
48% |
False |
False |
18,349 |
60 |
156.84 |
148.78 |
8.06 |
5.3% |
0.87 |
0.6% |
55% |
False |
False |
12,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.12 |
2.618 |
157.84 |
1.618 |
156.44 |
1.000 |
155.57 |
0.618 |
155.04 |
HIGH |
154.17 |
0.618 |
153.64 |
0.500 |
153.47 |
0.382 |
153.30 |
LOW |
152.77 |
0.618 |
151.90 |
1.000 |
151.37 |
1.618 |
150.50 |
2.618 |
149.10 |
4.250 |
146.82 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
153.47 |
153.67 |
PP |
153.38 |
153.51 |
S1 |
153.29 |
153.36 |
|