Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
156.05 |
155.75 |
-0.30 |
-0.2% |
155.27 |
High |
156.45 |
155.82 |
-0.63 |
-0.4% |
156.45 |
Low |
155.75 |
155.13 |
-0.62 |
-0.4% |
154.75 |
Close |
156.19 |
155.43 |
-0.76 |
-0.5% |
155.43 |
Range |
0.70 |
0.69 |
-0.01 |
-1.4% |
1.70 |
ATR |
0.92 |
0.93 |
0.01 |
1.1% |
0.00 |
Volume |
620,898 |
531,140 |
-89,758 |
-14.5% |
3,062,858 |
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.53 |
157.17 |
155.81 |
|
R3 |
156.84 |
156.48 |
155.62 |
|
R2 |
156.15 |
156.15 |
155.56 |
|
R1 |
155.79 |
155.79 |
155.49 |
155.63 |
PP |
155.46 |
155.46 |
155.46 |
155.38 |
S1 |
155.10 |
155.10 |
155.37 |
154.94 |
S2 |
154.77 |
154.77 |
155.30 |
|
S3 |
154.08 |
154.41 |
155.24 |
|
S4 |
153.39 |
153.72 |
155.05 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.64 |
159.74 |
156.37 |
|
R3 |
158.94 |
158.04 |
155.90 |
|
R2 |
157.24 |
157.24 |
155.74 |
|
R1 |
156.34 |
156.34 |
155.59 |
156.79 |
PP |
155.54 |
155.54 |
155.54 |
155.77 |
S1 |
154.64 |
154.64 |
155.27 |
155.09 |
S2 |
153.84 |
153.84 |
155.12 |
|
S3 |
152.14 |
152.94 |
154.96 |
|
S4 |
150.44 |
151.24 |
154.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156.45 |
154.75 |
1.70 |
1.1% |
0.76 |
0.5% |
40% |
False |
False |
612,571 |
10 |
156.45 |
153.50 |
2.95 |
1.9% |
0.85 |
0.5% |
65% |
False |
False |
604,570 |
20 |
156.45 |
152.75 |
3.70 |
2.4% |
0.83 |
0.5% |
72% |
False |
False |
540,524 |
40 |
156.84 |
152.75 |
4.09 |
2.6% |
0.83 |
0.5% |
66% |
False |
False |
277,734 |
60 |
156.84 |
149.90 |
6.94 |
4.5% |
0.83 |
0.5% |
80% |
False |
False |
185,904 |
80 |
156.84 |
148.78 |
8.06 |
5.2% |
0.85 |
0.5% |
83% |
False |
False |
139,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.75 |
2.618 |
157.63 |
1.618 |
156.94 |
1.000 |
156.51 |
0.618 |
156.25 |
HIGH |
155.82 |
0.618 |
155.56 |
0.500 |
155.48 |
0.382 |
155.39 |
LOW |
155.13 |
0.618 |
154.70 |
1.000 |
154.44 |
1.618 |
154.01 |
2.618 |
153.32 |
4.250 |
152.20 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
155.48 |
155.79 |
PP |
155.46 |
155.67 |
S1 |
155.45 |
155.55 |
|