Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 05-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156.62 |
157.13 |
0.51 |
0.3% |
155.71 |
High |
157.67 |
157.23 |
-0.44 |
-0.3% |
157.67 |
Low |
156.44 |
156.44 |
0.00 |
0.0% |
155.42 |
Close |
157.24 |
156.51 |
-0.73 |
-0.5% |
157.24 |
Range |
1.23 |
0.79 |
-0.44 |
-35.8% |
2.25 |
ATR |
0.91 |
0.90 |
-0.01 |
-0.8% |
0.00 |
Volume |
503,816 |
615,402 |
111,586 |
22.1% |
3,214,060 |
|
Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.10 |
158.59 |
156.94 |
|
R3 |
158.31 |
157.80 |
156.73 |
|
R2 |
157.52 |
157.52 |
156.65 |
|
R1 |
157.01 |
157.01 |
156.58 |
156.87 |
PP |
156.73 |
156.73 |
156.73 |
156.66 |
S1 |
156.22 |
156.22 |
156.44 |
156.08 |
S2 |
155.94 |
155.94 |
156.37 |
|
S3 |
155.15 |
155.43 |
156.29 |
|
S4 |
154.36 |
154.64 |
156.08 |
|
|
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 |
155.85 |
1.82 |
1.2% |
0.83 |
0.5% |
36% |
False |
False |
638,354 |
10 |
157.67 |
154.89 |
2.78 |
1.8% |
0.83 |
0.5% |
58% |
False |
False |
617,444 |
20 |
157.67 |
153.50 |
4.17 |
2.7% |
0.79 |
0.5% |
72% |
False |
False |
583,074 |
40 |
157.67 |
152.75 |
4.92 |
3.1% |
0.82 |
0.5% |
76% |
False |
False |
372,671 |
60 |
157.67 |
149.90 |
7.77 |
5.0% |
0.80 |
0.5% |
85% |
False |
False |
249,517 |
80 |
157.67 |
149.89 |
7.78 |
5.0% |
0.84 |
0.5% |
85% |
False |
False |
187,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.59 |
2.618 |
159.30 |
1.618 |
158.51 |
1.000 |
158.02 |
0.618 |
157.72 |
HIGH |
157.23 |
0.618 |
156.93 |
0.500 |
156.84 |
0.382 |
156.74 |
LOW |
156.44 |
0.618 |
155.95 |
1.000 |
155.65 |
1.618 |
155.16 |
2.618 |
154.37 |
4.250 |
153.08 |
|
|
Fisher Pivots for day following 05-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156.84 |
156.81 |
PP |
156.73 |
156.71 |
S1 |
156.62 |
156.61 |
|