Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156.42 |
156.40 |
-0.02 |
0.0% |
157.13 |
High |
156.71 |
157.01 |
0.30 |
0.2% |
157.23 |
Low |
156.10 |
156.40 |
0.30 |
0.2% |
155.74 |
Close |
156.18 |
156.88 |
0.70 |
0.4% |
155.92 |
Range |
0.61 |
0.61 |
0.00 |
0.0% |
1.49 |
ATR |
0.81 |
0.81 |
0.00 |
0.2% |
0.00 |
Volume |
536,125 |
476,774 |
-59,351 |
-11.1% |
2,592,055 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.59 |
158.35 |
157.22 |
|
R3 |
157.98 |
157.74 |
157.05 |
|
R2 |
157.37 |
157.37 |
156.99 |
|
R1 |
157.13 |
157.13 |
156.94 |
157.25 |
PP |
156.76 |
156.76 |
156.76 |
156.83 |
S1 |
156.52 |
156.52 |
156.82 |
156.64 |
S2 |
156.15 |
156.15 |
156.77 |
|
S3 |
155.54 |
155.91 |
156.71 |
|
S4 |
154.93 |
155.30 |
156.54 |
|
|
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 |
157.01 |
155.77 |
1.24 |
0.8% |
0.62 |
0.4% |
90% |
True |
False |
458,940 |
10 |
157.67 |
155.74 |
1.93 |
1.2% |
0.75 |
0.5% |
59% |
False |
False |
539,678 |
20 |
157.67 |
153.59 |
4.08 |
2.6% |
0.76 |
0.5% |
81% |
False |
False |
578,691 |
40 |
157.67 |
152.75 |
4.92 |
3.1% |
0.83 |
0.5% |
84% |
False |
False |
459,526 |
60 |
157.67 |
152.75 |
4.92 |
3.1% |
0.77 |
0.5% |
84% |
False |
False |
308,095 |
80 |
157.67 |
149.89 |
7.78 |
5.0% |
0.83 |
0.5% |
90% |
False |
False |
231,408 |
100 |
157.67 |
148.78 |
8.89 |
5.7% |
0.86 |
0.5% |
91% |
False |
False |
185,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.60 |
2.618 |
158.61 |
1.618 |
158.00 |
1.000 |
157.62 |
0.618 |
157.39 |
HIGH |
157.01 |
0.618 |
156.78 |
0.500 |
156.71 |
0.382 |
156.63 |
LOW |
156.40 |
0.618 |
156.02 |
1.000 |
155.79 |
1.618 |
155.41 |
2.618 |
154.80 |
4.250 |
153.81 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156.82 |
156.73 |
PP |
156.76 |
156.57 |
S1 |
156.71 |
156.42 |
|