Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
153.23 |
154.42 |
1.19 |
0.8% |
153.85 |
High |
154.22 |
155.25 |
1.03 |
0.7% |
155.25 |
Low |
153.13 |
154.26 |
1.13 |
0.7% |
152.75 |
Close |
154.00 |
154.89 |
0.89 |
0.6% |
154.89 |
Range |
1.09 |
0.99 |
-0.10 |
-9.2% |
2.50 |
ATR |
0.95 |
0.97 |
0.02 |
2.3% |
0.00 |
Volume |
862,711 |
483,822 |
-378,889 |
-43.9% |
2,919,386 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.77 |
157.32 |
155.43 |
|
R3 |
156.78 |
156.33 |
155.16 |
|
R2 |
155.79 |
155.79 |
155.07 |
|
R1 |
155.34 |
155.34 |
154.98 |
155.57 |
PP |
154.80 |
154.80 |
154.80 |
154.91 |
S1 |
154.35 |
154.35 |
154.80 |
154.58 |
S2 |
153.81 |
153.81 |
154.71 |
|
S3 |
152.82 |
153.36 |
154.62 |
|
S4 |
151.83 |
152.37 |
154.35 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.80 |
160.84 |
156.27 |
|
R3 |
159.30 |
158.34 |
155.58 |
|
R2 |
156.80 |
156.80 |
155.35 |
|
R1 |
155.84 |
155.84 |
155.12 |
156.32 |
PP |
154.30 |
154.30 |
154.30 |
154.54 |
S1 |
153.34 |
153.34 |
154.66 |
153.82 |
S2 |
151.80 |
151.80 |
154.43 |
|
S3 |
149.30 |
150.84 |
154.20 |
|
S4 |
146.80 |
148.34 |
153.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155.25 |
152.75 |
2.50 |
1.6% |
0.97 |
0.6% |
86% |
True |
False |
583,877 |
10 |
156.84 |
152.75 |
4.09 |
2.6% |
1.09 |
0.7% |
52% |
False |
False |
312,401 |
20 |
156.84 |
152.75 |
4.09 |
2.6% |
0.86 |
0.6% |
52% |
False |
False |
162,268 |
40 |
156.84 |
149.90 |
6.94 |
4.5% |
0.80 |
0.5% |
72% |
False |
False |
82,739 |
60 |
156.84 |
149.89 |
6.95 |
4.5% |
0.86 |
0.6% |
72% |
False |
False |
55,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.46 |
2.618 |
157.84 |
1.618 |
156.85 |
1.000 |
156.24 |
0.618 |
155.86 |
HIGH |
155.25 |
0.618 |
154.87 |
0.500 |
154.76 |
0.382 |
154.64 |
LOW |
154.26 |
0.618 |
153.65 |
1.000 |
153.27 |
1.618 |
152.66 |
2.618 |
151.67 |
4.250 |
150.05 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
154.85 |
154.61 |
PP |
154.80 |
154.33 |
S1 |
154.76 |
154.05 |
|