Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 08-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
154.42 |
154.87 |
0.45 |
0.3% |
153.85 |
High |
155.25 |
155.01 |
-0.24 |
-0.2% |
155.25 |
Low |
154.26 |
154.52 |
0.26 |
0.2% |
152.75 |
Close |
154.89 |
154.76 |
-0.13 |
-0.1% |
154.89 |
Range |
0.99 |
0.49 |
-0.50 |
-50.5% |
2.50 |
ATR |
0.97 |
0.94 |
-0.03 |
-3.5% |
0.00 |
Volume |
483,822 |
548,016 |
64,194 |
13.3% |
2,919,386 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.23 |
155.99 |
155.03 |
|
R3 |
155.74 |
155.50 |
154.89 |
|
R2 |
155.25 |
155.25 |
154.85 |
|
R1 |
155.01 |
155.01 |
154.80 |
154.89 |
PP |
154.76 |
154.76 |
154.76 |
154.70 |
S1 |
154.52 |
154.52 |
154.72 |
154.40 |
S2 |
154.27 |
154.27 |
154.67 |
|
S3 |
153.78 |
154.03 |
154.63 |
|
S4 |
153.29 |
153.54 |
154.49 |
|
|
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% |
0.79 |
0.5% |
80% |
False |
False |
626,686 |
10 |
155.68 |
152.75 |
2.93 |
1.9% |
1.00 |
0.6% |
69% |
False |
False |
363,338 |
20 |
156.84 |
152.75 |
4.09 |
2.6% |
0.86 |
0.6% |
49% |
False |
False |
189,615 |
40 |
156.84 |
151.02 |
5.82 |
3.8% |
0.78 |
0.5% |
64% |
False |
False |
96,418 |
60 |
156.84 |
149.89 |
6.95 |
4.5% |
0.86 |
0.6% |
70% |
False |
False |
64,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.09 |
2.618 |
156.29 |
1.618 |
155.80 |
1.000 |
155.50 |
0.618 |
155.31 |
HIGH |
155.01 |
0.618 |
154.82 |
0.500 |
154.77 |
0.382 |
154.71 |
LOW |
154.52 |
0.618 |
154.22 |
1.000 |
154.03 |
1.618 |
153.73 |
2.618 |
153.24 |
4.250 |
152.44 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
154.77 |
154.57 |
PP |
154.76 |
154.38 |
S1 |
154.76 |
154.19 |
|