Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156.16 |
156.03 |
-0.13 |
-0.1% |
157.13 |
High |
156.27 |
156.47 |
0.20 |
0.1% |
157.23 |
Low |
155.77 |
155.83 |
0.06 |
0.0% |
155.74 |
Close |
155.92 |
156.42 |
0.50 |
0.3% |
155.92 |
Range |
0.50 |
0.64 |
0.14 |
28.0% |
1.49 |
ATR |
0.84 |
0.82 |
-0.01 |
-1.7% |
0.00 |
Volume |
272,324 |
536,125 |
263,801 |
96.9% |
2,592,055 |
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.16 |
157.93 |
156.77 |
|
R3 |
157.52 |
157.29 |
156.60 |
|
R2 |
156.88 |
156.88 |
156.54 |
|
R1 |
156.65 |
156.65 |
156.48 |
156.77 |
PP |
156.24 |
156.24 |
156.24 |
156.30 |
S1 |
156.01 |
156.01 |
156.36 |
156.13 |
S2 |
155.60 |
155.60 |
156.30 |
|
S3 |
154.96 |
155.37 |
156.24 |
|
S4 |
154.32 |
154.73 |
156.07 |
|
|
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 |
156.76 |
155.74 |
1.02 |
0.7% |
0.65 |
0.4% |
67% |
False |
False |
502,555 |
10 |
157.67 |
155.74 |
1.93 |
1.2% |
0.74 |
0.5% |
35% |
False |
False |
570,454 |
20 |
157.67 |
153.50 |
4.17 |
2.7% |
0.81 |
0.5% |
70% |
False |
False |
586,558 |
40 |
157.67 |
152.75 |
4.92 |
3.1% |
0.83 |
0.5% |
75% |
False |
False |
434,846 |
60 |
157.67 |
152.67 |
5.00 |
3.2% |
0.77 |
0.5% |
75% |
False |
False |
291,269 |
80 |
157.67 |
149.89 |
7.78 |
5.0% |
0.83 |
0.5% |
84% |
False |
False |
218,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.19 |
2.618 |
158.15 |
1.618 |
157.51 |
1.000 |
157.11 |
0.618 |
156.87 |
HIGH |
156.47 |
0.618 |
156.23 |
0.500 |
156.15 |
0.382 |
156.07 |
LOW |
155.83 |
0.618 |
155.43 |
1.000 |
155.19 |
1.618 |
154.79 |
2.618 |
154.15 |
4.250 |
153.11 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156.33 |
156.37 |
PP |
156.24 |
156.32 |
S1 |
156.15 |
156.27 |
|