Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156.11 |
156.45 |
0.34 |
0.2% |
155.71 |
High |
156.31 |
156.76 |
0.45 |
0.3% |
157.67 |
Low |
155.74 |
156.00 |
0.26 |
0.2% |
155.42 |
Close |
156.17 |
156.32 |
0.15 |
0.1% |
157.24 |
Range |
0.57 |
0.76 |
0.19 |
33.3% |
2.25 |
ATR |
0.87 |
0.86 |
-0.01 |
-0.9% |
0.00 |
Volume |
615,487 |
473,355 |
-142,132 |
-23.1% |
3,214,060 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.64 |
158.24 |
156.74 |
|
R3 |
157.88 |
157.48 |
156.53 |
|
R2 |
157.12 |
157.12 |
156.46 |
|
R1 |
156.72 |
156.72 |
156.39 |
156.54 |
PP |
156.36 |
156.36 |
156.36 |
156.27 |
S1 |
155.96 |
155.96 |
156.25 |
155.78 |
S2 |
155.60 |
155.60 |
156.18 |
|
S3 |
154.84 |
155.20 |
156.11 |
|
S4 |
154.08 |
154.44 |
155.90 |
|
|
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% |
0.82 |
0.5% |
30% |
False |
False |
564,709 |
10 |
157.67 |
155.13 |
2.54 |
1.6% |
0.78 |
0.5% |
47% |
False |
False |
606,493 |
20 |
157.67 |
153.50 |
4.17 |
2.7% |
0.81 |
0.5% |
68% |
False |
False |
596,079 |
40 |
157.67 |
152.75 |
4.92 |
3.1% |
0.83 |
0.5% |
73% |
False |
False |
414,841 |
60 |
157.67 |
151.70 |
5.97 |
3.8% |
0.78 |
0.5% |
77% |
False |
False |
277,811 |
80 |
157.67 |
149.89 |
7.78 |
5.0% |
0.85 |
0.5% |
83% |
False |
False |
208,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.99 |
2.618 |
158.75 |
1.618 |
157.99 |
1.000 |
157.52 |
0.618 |
157.23 |
HIGH |
156.76 |
0.618 |
156.47 |
0.500 |
156.38 |
0.382 |
156.29 |
LOW |
156.00 |
0.618 |
155.53 |
1.000 |
155.24 |
1.618 |
154.77 |
2.618 |
154.01 |
4.250 |
152.77 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156.38 |
156.30 |
PP |
156.36 |
156.27 |
S1 |
156.34 |
156.25 |
|