Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 16-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156.85 |
156.70 |
-0.15 |
-0.1% |
156.03 |
High |
157.12 |
157.11 |
-0.01 |
0.0% |
157.12 |
Low |
156.65 |
156.69 |
0.04 |
0.0% |
155.83 |
Close |
156.75 |
156.91 |
0.16 |
0.1% |
156.91 |
Range |
0.47 |
0.42 |
-0.05 |
-10.6% |
1.29 |
ATR |
0.79 |
0.76 |
-0.03 |
-3.3% |
0.00 |
Volume |
403,364 |
446,535 |
43,171 |
10.7% |
2,398,923 |
|
Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.16 |
157.96 |
157.14 |
|
R3 |
157.74 |
157.54 |
157.03 |
|
R2 |
157.32 |
157.32 |
156.99 |
|
R1 |
157.12 |
157.12 |
156.95 |
157.22 |
PP |
156.90 |
156.90 |
156.90 |
156.96 |
S1 |
156.70 |
156.70 |
156.87 |
156.80 |
S2 |
156.48 |
156.48 |
156.83 |
|
S3 |
156.06 |
156.28 |
156.79 |
|
S4 |
155.64 |
155.86 |
156.68 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.49 |
159.99 |
157.62 |
|
R3 |
159.20 |
158.70 |
157.26 |
|
R2 |
157.91 |
157.91 |
157.15 |
|
R1 |
157.41 |
157.41 |
157.03 |
157.66 |
PP |
156.62 |
156.62 |
156.62 |
156.75 |
S1 |
156.12 |
156.12 |
156.79 |
156.37 |
S2 |
155.33 |
155.33 |
156.67 |
|
S3 |
154.04 |
154.83 |
156.56 |
|
S4 |
152.75 |
153.54 |
156.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.12 |
155.83 |
1.29 |
0.8% |
0.55 |
0.4% |
84% |
False |
False |
479,784 |
10 |
157.23 |
155.74 |
1.49 |
0.9% |
0.61 |
0.4% |
79% |
False |
False |
499,097 |
20 |
157.67 |
154.75 |
2.92 |
1.9% |
0.71 |
0.5% |
74% |
False |
False |
563,394 |
40 |
157.67 |
152.75 |
4.92 |
3.1% |
0.81 |
0.5% |
85% |
False |
False |
479,201 |
60 |
157.67 |
152.75 |
4.92 |
3.1% |
0.78 |
0.5% |
85% |
False |
False |
322,162 |
80 |
157.67 |
149.89 |
7.78 |
5.0% |
0.82 |
0.5% |
90% |
False |
False |
242,027 |
100 |
157.67 |
148.78 |
8.89 |
5.7% |
0.86 |
0.5% |
91% |
False |
False |
193,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.90 |
2.618 |
158.21 |
1.618 |
157.79 |
1.000 |
157.53 |
0.618 |
157.37 |
HIGH |
157.11 |
0.618 |
156.95 |
0.500 |
156.90 |
0.382 |
156.85 |
LOW |
156.69 |
0.618 |
156.43 |
1.000 |
156.27 |
1.618 |
156.01 |
2.618 |
155.59 |
4.250 |
154.91 |
|
|
Fisher Pivots for day following 16-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156.91 |
156.86 |
PP |
156.90 |
156.81 |
S1 |
156.90 |
156.76 |
|