Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 03-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
153.13 |
153.23 |
0.10 |
0.1% |
156.34 |
High |
153.45 |
154.22 |
0.77 |
0.5% |
156.84 |
Low |
152.85 |
153.13 |
0.28 |
0.2% |
153.53 |
Close |
153.22 |
154.00 |
0.78 |
0.5% |
154.03 |
Range |
0.60 |
1.09 |
0.49 |
81.7% |
3.31 |
ATR |
0.94 |
0.95 |
0.01 |
1.1% |
0.00 |
Volume |
663,489 |
862,711 |
199,222 |
30.0% |
204,624 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.05 |
156.62 |
154.60 |
|
R3 |
155.96 |
155.53 |
154.30 |
|
R2 |
154.87 |
154.87 |
154.20 |
|
R1 |
154.44 |
154.44 |
154.10 |
154.66 |
PP |
153.78 |
153.78 |
153.78 |
153.89 |
S1 |
153.35 |
153.35 |
153.90 |
153.57 |
S2 |
152.69 |
152.69 |
153.80 |
|
S3 |
151.60 |
152.26 |
153.70 |
|
S4 |
150.51 |
151.17 |
153.40 |
|
|
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% |
0.95 |
0.6% |
69% |
False |
False |
498,929 |
10 |
156.84 |
152.75 |
4.09 |
2.7% |
1.04 |
0.7% |
31% |
False |
False |
264,717 |
20 |
156.84 |
152.75 |
4.09 |
2.7% |
0.85 |
0.6% |
31% |
False |
False |
138,141 |
40 |
156.84 |
149.90 |
6.94 |
4.5% |
0.81 |
0.5% |
59% |
False |
False |
70,696 |
60 |
156.84 |
149.89 |
6.95 |
4.5% |
0.85 |
0.6% |
59% |
False |
False |
47,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.85 |
2.618 |
157.07 |
1.618 |
155.98 |
1.000 |
155.31 |
0.618 |
154.89 |
HIGH |
154.22 |
0.618 |
153.80 |
0.500 |
153.68 |
0.382 |
153.55 |
LOW |
153.13 |
0.618 |
152.46 |
1.000 |
152.04 |
1.618 |
151.37 |
2.618 |
150.28 |
4.250 |
148.50 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
153.89 |
153.83 |
PP |
153.78 |
153.66 |
S1 |
153.68 |
153.49 |
|