Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156.62 |
156.11 |
-0.51 |
-0.3% |
155.71 |
High |
156.68 |
156.31 |
-0.37 |
-0.2% |
157.67 |
Low |
155.91 |
155.74 |
-0.17 |
-0.1% |
155.42 |
Close |
156.18 |
156.17 |
-0.01 |
0.0% |
157.24 |
Range |
0.77 |
0.57 |
-0.20 |
-26.0% |
2.25 |
ATR |
0.89 |
0.87 |
-0.02 |
-2.6% |
0.00 |
Volume |
615,487 |
615,487 |
0 |
0.0% |
3,214,060 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.78 |
157.55 |
156.48 |
|
R3 |
157.21 |
156.98 |
156.33 |
|
R2 |
156.64 |
156.64 |
156.27 |
|
R1 |
156.41 |
156.41 |
156.22 |
156.53 |
PP |
156.07 |
156.07 |
156.07 |
156.13 |
S1 |
155.84 |
155.84 |
156.12 |
155.96 |
S2 |
155.50 |
155.50 |
156.07 |
|
S3 |
154.93 |
155.27 |
156.01 |
|
S4 |
154.36 |
154.70 |
155.86 |
|
|
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 |
155.74 |
1.93 |
1.2% |
0.88 |
0.6% |
22% |
False |
True |
620,416 |
10 |
157.67 |
155.13 |
2.54 |
1.6% |
0.78 |
0.5% |
41% |
False |
False |
621,247 |
20 |
157.67 |
153.50 |
4.17 |
2.7% |
0.80 |
0.5% |
64% |
False |
False |
593,208 |
40 |
157.67 |
152.75 |
4.92 |
3.2% |
0.83 |
0.5% |
70% |
False |
False |
403,243 |
60 |
157.67 |
151.59 |
6.08 |
3.9% |
0.78 |
0.5% |
75% |
False |
False |
270,004 |
80 |
157.67 |
149.89 |
7.78 |
5.0% |
0.84 |
0.5% |
81% |
False |
False |
202,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.73 |
2.618 |
157.80 |
1.618 |
157.23 |
1.000 |
156.88 |
0.618 |
156.66 |
HIGH |
156.31 |
0.618 |
156.09 |
0.500 |
156.03 |
0.382 |
155.96 |
LOW |
155.74 |
0.618 |
155.39 |
1.000 |
155.17 |
1.618 |
154.82 |
2.618 |
154.25 |
4.250 |
153.32 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156.12 |
156.49 |
PP |
156.07 |
156.38 |
S1 |
156.03 |
156.28 |
|