Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
154.48 |
154.86 |
0.38 |
0.2% |
153.85 |
High |
154.95 |
155.07 |
0.12 |
0.1% |
155.25 |
Low |
154.31 |
154.54 |
0.23 |
0.1% |
152.75 |
Close |
154.49 |
154.73 |
0.24 |
0.2% |
154.89 |
Range |
0.64 |
0.53 |
-0.11 |
-17.2% |
2.50 |
ATR |
0.92 |
0.89 |
-0.02 |
-2.6% |
0.00 |
Volume |
480,269 |
415,944 |
-64,325 |
-13.4% |
2,919,386 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.37 |
156.08 |
155.02 |
|
R3 |
155.84 |
155.55 |
154.88 |
|
R2 |
155.31 |
155.31 |
154.83 |
|
R1 |
155.02 |
155.02 |
154.78 |
154.90 |
PP |
154.78 |
154.78 |
154.78 |
154.72 |
S1 |
154.49 |
154.49 |
154.68 |
154.37 |
S2 |
154.25 |
154.25 |
154.63 |
|
S3 |
153.72 |
153.96 |
154.58 |
|
S4 |
153.19 |
153.43 |
154.44 |
|
|
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 |
153.13 |
2.12 |
1.4% |
0.75 |
0.5% |
75% |
False |
False |
558,152 |
10 |
155.25 |
152.75 |
2.50 |
1.6% |
0.79 |
0.5% |
79% |
False |
False |
444,968 |
20 |
156.84 |
152.75 |
4.09 |
2.6% |
0.85 |
0.5% |
48% |
False |
False |
233,604 |
40 |
156.84 |
151.70 |
5.14 |
3.3% |
0.76 |
0.5% |
59% |
False |
False |
118,677 |
60 |
156.84 |
149.89 |
6.95 |
4.5% |
0.86 |
0.6% |
70% |
False |
False |
79,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.32 |
2.618 |
156.46 |
1.618 |
155.93 |
1.000 |
155.60 |
0.618 |
155.40 |
HIGH |
155.07 |
0.618 |
154.87 |
0.500 |
154.81 |
0.382 |
154.74 |
LOW |
154.54 |
0.618 |
154.21 |
1.000 |
154.01 |
1.618 |
153.68 |
2.618 |
153.15 |
4.250 |
152.29 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
154.81 |
154.72 |
PP |
154.78 |
154.70 |
S1 |
154.76 |
154.69 |
|