Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
157.13 |
156.62 |
-0.51 |
-0.3% |
155.71 |
High |
157.23 |
156.68 |
-0.55 |
-0.3% |
157.67 |
Low |
156.44 |
155.91 |
-0.53 |
-0.3% |
155.42 |
Close |
156.51 |
156.18 |
-0.33 |
-0.2% |
157.24 |
Range |
0.79 |
0.77 |
-0.02 |
-2.5% |
2.25 |
ATR |
0.90 |
0.89 |
-0.01 |
-1.0% |
0.00 |
Volume |
615,402 |
615,487 |
85 |
0.0% |
3,214,060 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.57 |
158.14 |
156.60 |
|
R3 |
157.80 |
157.37 |
156.39 |
|
R2 |
157.03 |
157.03 |
156.32 |
|
R1 |
156.60 |
156.60 |
156.25 |
156.43 |
PP |
156.26 |
156.26 |
156.26 |
156.17 |
S1 |
155.83 |
155.83 |
156.11 |
155.66 |
S2 |
155.49 |
155.49 |
156.04 |
|
S3 |
154.72 |
155.06 |
155.97 |
|
S4 |
153.95 |
154.29 |
155.76 |
|
|
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% |
0.85 |
0.5% |
18% |
False |
False |
643,405 |
10 |
157.67 |
155.13 |
2.54 |
1.6% |
0.77 |
0.5% |
41% |
False |
False |
629,468 |
20 |
157.67 |
153.50 |
4.17 |
2.7% |
0.80 |
0.5% |
64% |
False |
False |
586,447 |
40 |
157.67 |
152.75 |
4.92 |
3.2% |
0.83 |
0.5% |
70% |
False |
False |
388,031 |
60 |
157.67 |
151.02 |
6.65 |
4.3% |
0.79 |
0.5% |
78% |
False |
False |
259,761 |
80 |
157.67 |
149.89 |
7.78 |
5.0% |
0.85 |
0.5% |
81% |
False |
False |
195,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.95 |
2.618 |
158.70 |
1.618 |
157.93 |
1.000 |
157.45 |
0.618 |
157.16 |
HIGH |
156.68 |
0.618 |
156.39 |
0.500 |
156.30 |
0.382 |
156.20 |
LOW |
155.91 |
0.618 |
155.43 |
1.000 |
155.14 |
1.618 |
154.66 |
2.618 |
153.89 |
4.250 |
152.64 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156.30 |
156.79 |
PP |
156.26 |
156.59 |
S1 |
156.22 |
156.38 |
|