Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
154.87 |
154.48 |
-0.39 |
-0.3% |
153.85 |
High |
155.01 |
154.95 |
-0.06 |
0.0% |
155.25 |
Low |
154.52 |
154.31 |
-0.21 |
-0.1% |
152.75 |
Close |
154.76 |
154.49 |
-0.27 |
-0.2% |
154.89 |
Range |
0.49 |
0.64 |
0.15 |
30.6% |
2.50 |
ATR |
0.94 |
0.92 |
-0.02 |
-2.3% |
0.00 |
Volume |
548,016 |
480,269 |
-67,747 |
-12.4% |
2,919,386 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.50 |
156.14 |
154.84 |
|
R3 |
155.86 |
155.50 |
154.67 |
|
R2 |
155.22 |
155.22 |
154.61 |
|
R1 |
154.86 |
154.86 |
154.55 |
155.04 |
PP |
154.58 |
154.58 |
154.58 |
154.68 |
S1 |
154.22 |
154.22 |
154.43 |
154.40 |
S2 |
153.94 |
153.94 |
154.37 |
|
S3 |
153.30 |
153.58 |
154.31 |
|
S4 |
152.66 |
152.94 |
154.14 |
|
|
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 |
152.85 |
2.40 |
1.6% |
0.76 |
0.5% |
68% |
False |
False |
607,661 |
10 |
155.25 |
152.75 |
2.50 |
1.6% |
0.85 |
0.5% |
70% |
False |
False |
405,186 |
20 |
156.84 |
152.75 |
4.09 |
2.6% |
0.85 |
0.6% |
43% |
False |
False |
213,277 |
40 |
156.84 |
151.59 |
5.25 |
3.4% |
0.77 |
0.5% |
55% |
False |
False |
108,402 |
60 |
156.84 |
149.89 |
6.95 |
4.5% |
0.86 |
0.6% |
66% |
False |
False |
72,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.67 |
2.618 |
156.63 |
1.618 |
155.99 |
1.000 |
155.59 |
0.618 |
155.35 |
HIGH |
154.95 |
0.618 |
154.71 |
0.500 |
154.63 |
0.382 |
154.55 |
LOW |
154.31 |
0.618 |
153.91 |
1.000 |
153.67 |
1.618 |
153.27 |
2.618 |
152.63 |
4.250 |
151.59 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
154.63 |
154.76 |
PP |
154.58 |
154.67 |
S1 |
154.54 |
154.58 |
|