Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 15-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156.40 |
156.85 |
0.45 |
0.3% |
157.13 |
High |
157.01 |
157.12 |
0.11 |
0.1% |
157.23 |
Low |
156.40 |
156.65 |
0.25 |
0.2% |
155.74 |
Close |
156.88 |
156.75 |
-0.13 |
-0.1% |
155.92 |
Range |
0.61 |
0.47 |
-0.14 |
-23.0% |
1.49 |
ATR |
0.81 |
0.79 |
-0.02 |
-3.0% |
0.00 |
Volume |
476,774 |
403,364 |
-73,410 |
-15.4% |
2,592,055 |
|
Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.25 |
157.97 |
157.01 |
|
R3 |
157.78 |
157.50 |
156.88 |
|
R2 |
157.31 |
157.31 |
156.84 |
|
R1 |
157.03 |
157.03 |
156.79 |
156.94 |
PP |
156.84 |
156.84 |
156.84 |
156.79 |
S1 |
156.56 |
156.56 |
156.71 |
156.47 |
S2 |
156.37 |
156.37 |
156.66 |
|
S3 |
155.90 |
156.09 |
156.62 |
|
S4 |
155.43 |
155.62 |
156.49 |
|
|
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 |
157.12 |
155.77 |
1.35 |
0.9% |
0.57 |
0.4% |
73% |
True |
False |
444,942 |
10 |
157.67 |
155.74 |
1.93 |
1.2% |
0.70 |
0.4% |
52% |
False |
False |
504,825 |
20 |
157.67 |
154.65 |
3.02 |
1.9% |
0.73 |
0.5% |
70% |
False |
False |
562,059 |
40 |
157.67 |
152.75 |
4.92 |
3.1% |
0.82 |
0.5% |
81% |
False |
False |
468,749 |
60 |
157.67 |
152.75 |
4.92 |
3.1% |
0.77 |
0.5% |
81% |
False |
False |
314,729 |
80 |
157.67 |
149.89 |
7.78 |
5.0% |
0.82 |
0.5% |
88% |
False |
False |
236,447 |
100 |
157.67 |
148.78 |
8.89 |
5.7% |
0.86 |
0.5% |
90% |
False |
False |
189,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.12 |
2.618 |
158.35 |
1.618 |
157.88 |
1.000 |
157.59 |
0.618 |
157.41 |
HIGH |
157.12 |
0.618 |
156.94 |
0.500 |
156.89 |
0.382 |
156.83 |
LOW |
156.65 |
0.618 |
156.36 |
1.000 |
156.18 |
1.618 |
155.89 |
2.618 |
155.42 |
4.250 |
154.65 |
|
|
Fisher Pivots for day following 15-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156.89 |
156.70 |
PP |
156.84 |
156.66 |
S1 |
156.80 |
156.61 |
|