Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156.11 |
156.62 |
0.51 |
0.3% |
155.71 |
High |
156.96 |
157.67 |
0.71 |
0.5% |
157.67 |
Low |
155.94 |
156.44 |
0.50 |
0.3% |
155.42 |
Close |
156.77 |
157.24 |
0.47 |
0.3% |
157.24 |
Range |
1.02 |
1.23 |
0.21 |
20.6% |
2.25 |
ATR |
0.88 |
0.91 |
0.02 |
2.8% |
0.00 |
Volume |
751,889 |
503,816 |
-248,073 |
-33.0% |
3,214,060 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.81 |
160.25 |
157.92 |
|
R3 |
159.58 |
159.02 |
157.58 |
|
R2 |
158.35 |
158.35 |
157.47 |
|
R1 |
157.79 |
157.79 |
157.35 |
158.07 |
PP |
157.12 |
157.12 |
157.12 |
157.26 |
S1 |
156.56 |
156.56 |
157.13 |
156.84 |
S2 |
155.89 |
155.89 |
157.01 |
|
S3 |
154.66 |
155.33 |
156.90 |
|
S4 |
153.43 |
154.10 |
156.56 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.53 |
162.63 |
158.48 |
|
R3 |
161.28 |
160.38 |
157.86 |
|
R2 |
159.03 |
159.03 |
157.65 |
|
R1 |
158.13 |
158.13 |
157.45 |
158.58 |
PP |
156.78 |
156.78 |
156.78 |
157.00 |
S1 |
155.88 |
155.88 |
157.03 |
156.33 |
S2 |
154.53 |
154.53 |
156.83 |
|
S3 |
152.28 |
153.63 |
156.62 |
|
S4 |
150.03 |
151.38 |
156.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.67 |
155.42 |
2.25 |
1.4% |
0.85 |
0.5% |
81% |
True |
False |
642,812 |
10 |
157.67 |
154.75 |
2.92 |
1.9% |
0.80 |
0.5% |
85% |
True |
False |
627,691 |
20 |
157.67 |
153.50 |
4.17 |
2.7% |
0.80 |
0.5% |
90% |
True |
False |
576,495 |
40 |
157.67 |
152.75 |
4.92 |
3.1% |
0.83 |
0.5% |
91% |
True |
False |
357,318 |
60 |
157.67 |
149.90 |
7.77 |
4.9% |
0.81 |
0.5% |
94% |
True |
False |
239,296 |
80 |
157.67 |
149.89 |
7.78 |
4.9% |
0.84 |
0.5% |
94% |
True |
False |
179,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.90 |
2.618 |
160.89 |
1.618 |
159.66 |
1.000 |
158.90 |
0.618 |
158.43 |
HIGH |
157.67 |
0.618 |
157.20 |
0.500 |
157.06 |
0.382 |
156.91 |
LOW |
156.44 |
0.618 |
155.68 |
1.000 |
155.21 |
1.618 |
154.45 |
2.618 |
153.22 |
4.250 |
151.21 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
157.18 |
157.08 |
PP |
157.12 |
156.92 |
S1 |
157.06 |
156.76 |
|