Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 02-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
153.03 |
153.13 |
0.10 |
0.1% |
156.34 |
High |
153.52 |
153.45 |
-0.07 |
0.0% |
156.84 |
Low |
152.75 |
152.85 |
0.10 |
0.1% |
153.53 |
Close |
153.04 |
153.22 |
0.18 |
0.1% |
154.03 |
Range |
0.77 |
0.60 |
-0.17 |
-22.1% |
3.31 |
ATR |
0.97 |
0.94 |
-0.03 |
-2.7% |
0.00 |
Volume |
575,392 |
663,489 |
88,097 |
15.3% |
204,624 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154.97 |
154.70 |
153.55 |
|
R3 |
154.37 |
154.10 |
153.39 |
|
R2 |
153.77 |
153.77 |
153.33 |
|
R1 |
153.50 |
153.50 |
153.28 |
153.64 |
PP |
153.17 |
153.17 |
153.17 |
153.24 |
S1 |
152.90 |
152.90 |
153.17 |
153.04 |
S2 |
152.57 |
152.57 |
153.11 |
|
S3 |
151.97 |
152.30 |
153.06 |
|
S4 |
151.37 |
151.70 |
152.89 |
|
|
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 |
154.56 |
152.75 |
1.81 |
1.2% |
0.84 |
0.5% |
26% |
False |
False |
331,785 |
10 |
156.84 |
152.75 |
4.09 |
2.7% |
0.98 |
0.6% |
11% |
False |
False |
181,290 |
20 |
156.84 |
152.75 |
4.09 |
2.7% |
0.83 |
0.5% |
11% |
False |
False |
95,134 |
40 |
156.84 |
149.90 |
6.94 |
4.5% |
0.82 |
0.5% |
48% |
False |
False |
49,140 |
60 |
156.84 |
148.78 |
8.06 |
5.3% |
0.86 |
0.6% |
55% |
False |
False |
33,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.00 |
2.618 |
155.02 |
1.618 |
154.42 |
1.000 |
154.05 |
0.618 |
153.82 |
HIGH |
153.45 |
0.618 |
153.22 |
0.500 |
153.15 |
0.382 |
153.08 |
LOW |
152.85 |
0.618 |
152.48 |
1.000 |
152.25 |
1.618 |
151.88 |
2.618 |
151.28 |
4.250 |
150.30 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
153.20 |
153.46 |
PP |
153.17 |
153.38 |
S1 |
153.15 |
153.30 |
|