Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
156.36 |
156.12 |
-0.24 |
-0.2% |
155.27 |
High |
156.53 |
156.29 |
-0.24 |
-0.2% |
156.45 |
Low |
155.86 |
155.85 |
-0.01 |
0.0% |
154.75 |
Close |
156.17 |
156.19 |
0.02 |
0.0% |
155.43 |
Range |
0.67 |
0.44 |
-0.23 |
-34.3% |
1.70 |
ATR |
0.90 |
0.87 |
-0.03 |
-3.7% |
0.00 |
Volume |
590,228 |
730,435 |
140,207 |
23.8% |
3,062,858 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.43 |
157.25 |
156.43 |
|
R3 |
156.99 |
156.81 |
156.31 |
|
R2 |
156.55 |
156.55 |
156.27 |
|
R1 |
156.37 |
156.37 |
156.23 |
156.46 |
PP |
156.11 |
156.11 |
156.11 |
156.16 |
S1 |
155.93 |
155.93 |
156.15 |
156.02 |
S2 |
155.67 |
155.67 |
156.11 |
|
S3 |
155.23 |
155.49 |
156.07 |
|
S4 |
154.79 |
155.05 |
155.95 |
|
|
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 |
156.53 |
155.13 |
1.40 |
0.9% |
0.67 |
0.4% |
76% |
False |
False |
622,078 |
10 |
156.53 |
153.59 |
2.94 |
1.9% |
0.77 |
0.5% |
88% |
False |
False |
617,703 |
20 |
156.53 |
152.85 |
3.68 |
2.4% |
0.77 |
0.5% |
91% |
False |
False |
590,020 |
40 |
156.84 |
152.75 |
4.09 |
2.6% |
0.82 |
0.5% |
84% |
False |
False |
326,158 |
60 |
156.84 |
149.90 |
6.94 |
4.4% |
0.81 |
0.5% |
91% |
False |
False |
218,430 |
80 |
156.84 |
148.78 |
8.06 |
5.2% |
0.84 |
0.5% |
92% |
False |
False |
164,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.16 |
2.618 |
157.44 |
1.618 |
157.00 |
1.000 |
156.73 |
0.618 |
156.56 |
HIGH |
156.29 |
0.618 |
156.12 |
0.500 |
156.07 |
0.382 |
156.02 |
LOW |
155.85 |
0.618 |
155.58 |
1.000 |
155.41 |
1.618 |
155.14 |
2.618 |
154.70 |
4.250 |
153.98 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
156.15 |
156.12 |
PP |
156.11 |
156.05 |
S1 |
156.07 |
155.98 |
|