Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 09-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156.45 |
156.16 |
-0.29 |
-0.2% |
157.13 |
High |
156.76 |
156.27 |
-0.49 |
-0.3% |
157.23 |
Low |
156.00 |
155.77 |
-0.23 |
-0.1% |
155.74 |
Close |
156.32 |
155.92 |
-0.40 |
-0.3% |
155.92 |
Range |
0.76 |
0.50 |
-0.26 |
-34.2% |
1.49 |
ATR |
0.86 |
0.84 |
-0.02 |
-2.6% |
0.00 |
Volume |
473,355 |
272,324 |
-201,031 |
-42.5% |
2,592,055 |
|
Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.49 |
157.20 |
156.20 |
|
R3 |
156.99 |
156.70 |
156.06 |
|
R2 |
156.49 |
156.49 |
156.01 |
|
R1 |
156.20 |
156.20 |
155.97 |
156.10 |
PP |
155.99 |
155.99 |
155.99 |
155.93 |
S1 |
155.70 |
155.70 |
155.87 |
155.60 |
S2 |
155.49 |
155.49 |
155.83 |
|
S3 |
154.99 |
155.20 |
155.78 |
|
S4 |
154.49 |
154.70 |
155.65 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.77 |
159.83 |
156.74 |
|
R3 |
159.28 |
158.34 |
156.33 |
|
R2 |
157.79 |
157.79 |
156.19 |
|
R1 |
156.85 |
156.85 |
156.06 |
156.58 |
PP |
156.30 |
156.30 |
156.30 |
156.16 |
S1 |
155.36 |
155.36 |
155.78 |
155.09 |
S2 |
154.81 |
154.81 |
155.65 |
|
S3 |
153.32 |
153.87 |
155.51 |
|
S4 |
151.83 |
152.38 |
155.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.23 |
155.74 |
1.49 |
1.0% |
0.68 |
0.4% |
12% |
False |
False |
518,411 |
10 |
157.67 |
155.42 |
2.25 |
1.4% |
0.76 |
0.5% |
22% |
False |
False |
580,611 |
20 |
157.67 |
153.50 |
4.17 |
2.7% |
0.81 |
0.5% |
58% |
False |
False |
592,591 |
40 |
157.67 |
152.75 |
4.92 |
3.2% |
0.83 |
0.5% |
64% |
False |
False |
421,498 |
60 |
157.67 |
152.36 |
5.31 |
3.4% |
0.77 |
0.5% |
67% |
False |
False |
282,346 |
80 |
157.67 |
149.89 |
7.78 |
5.0% |
0.83 |
0.5% |
78% |
False |
False |
212,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.40 |
2.618 |
157.58 |
1.618 |
157.08 |
1.000 |
156.77 |
0.618 |
156.58 |
HIGH |
156.27 |
0.618 |
156.08 |
0.500 |
156.02 |
0.382 |
155.96 |
LOW |
155.77 |
0.618 |
155.46 |
1.000 |
155.27 |
1.618 |
154.96 |
2.618 |
154.46 |
4.250 |
153.65 |
|
|
Fisher Pivots for day following 09-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156.02 |
156.25 |
PP |
155.99 |
156.14 |
S1 |
155.95 |
156.03 |
|