Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 13-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156.03 |
156.42 |
0.39 |
0.2% |
157.13 |
High |
156.47 |
156.71 |
0.24 |
0.2% |
157.23 |
Low |
155.83 |
156.10 |
0.27 |
0.2% |
155.74 |
Close |
156.42 |
156.18 |
-0.24 |
-0.2% |
155.92 |
Range |
0.64 |
0.61 |
-0.03 |
-4.7% |
1.49 |
ATR |
0.82 |
0.81 |
-0.02 |
-1.8% |
0.00 |
Volume |
536,125 |
536,125 |
0 |
0.0% |
2,592,055 |
|
Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.16 |
157.78 |
156.52 |
|
R3 |
157.55 |
157.17 |
156.35 |
|
R2 |
156.94 |
156.94 |
156.29 |
|
R1 |
156.56 |
156.56 |
156.24 |
156.45 |
PP |
156.33 |
156.33 |
156.33 |
156.27 |
S1 |
155.95 |
155.95 |
156.12 |
155.84 |
S2 |
155.72 |
155.72 |
156.07 |
|
S3 |
155.11 |
155.34 |
156.01 |
|
S4 |
154.50 |
154.73 |
155.84 |
|
|
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% |
0.62 |
0.4% |
43% |
False |
False |
486,683 |
10 |
157.67 |
155.74 |
1.93 |
1.2% |
0.73 |
0.5% |
23% |
False |
False |
565,044 |
20 |
157.67 |
153.50 |
4.17 |
2.7% |
0.77 |
0.5% |
64% |
False |
False |
577,529 |
40 |
157.67 |
152.75 |
4.92 |
3.2% |
0.83 |
0.5% |
70% |
False |
False |
448,155 |
60 |
157.67 |
152.67 |
5.00 |
3.2% |
0.77 |
0.5% |
70% |
False |
False |
300,186 |
80 |
157.67 |
149.89 |
7.78 |
5.0% |
0.83 |
0.5% |
81% |
False |
False |
225,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.30 |
2.618 |
158.31 |
1.618 |
157.70 |
1.000 |
157.32 |
0.618 |
157.09 |
HIGH |
156.71 |
0.618 |
156.48 |
0.500 |
156.41 |
0.382 |
156.33 |
LOW |
156.10 |
0.618 |
155.72 |
1.000 |
155.49 |
1.618 |
155.11 |
2.618 |
154.50 |
4.250 |
153.51 |
|
|
Fisher Pivots for day following 13-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156.41 |
156.24 |
PP |
156.33 |
156.22 |
S1 |
156.26 |
156.20 |
|