Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156.70 |
156.80 |
0.10 |
0.1% |
156.03 |
High |
157.11 |
156.92 |
-0.19 |
-0.1% |
157.12 |
Low |
156.69 |
156.45 |
-0.24 |
-0.2% |
155.83 |
Close |
156.91 |
156.64 |
-0.27 |
-0.2% |
156.91 |
Range |
0.42 |
0.47 |
0.05 |
11.9% |
1.29 |
ATR |
0.76 |
0.74 |
-0.02 |
-2.7% |
0.00 |
Volume |
446,535 |
702,411 |
255,876 |
57.3% |
2,398,923 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.08 |
157.83 |
156.90 |
|
R3 |
157.61 |
157.36 |
156.77 |
|
R2 |
157.14 |
157.14 |
156.73 |
|
R1 |
156.89 |
156.89 |
156.68 |
156.78 |
PP |
156.67 |
156.67 |
156.67 |
156.62 |
S1 |
156.42 |
156.42 |
156.60 |
156.31 |
S2 |
156.20 |
156.20 |
156.55 |
|
S3 |
155.73 |
155.95 |
156.51 |
|
S4 |
155.26 |
155.48 |
156.38 |
|
|
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 |
156.10 |
1.02 |
0.7% |
0.52 |
0.3% |
53% |
False |
False |
513,041 |
10 |
157.12 |
155.74 |
1.38 |
0.9% |
0.58 |
0.4% |
65% |
False |
False |
507,798 |
20 |
157.67 |
154.89 |
2.78 |
1.8% |
0.70 |
0.4% |
63% |
False |
False |
562,621 |
40 |
157.67 |
152.75 |
4.92 |
3.1% |
0.81 |
0.5% |
79% |
False |
False |
496,587 |
60 |
157.67 |
152.75 |
4.92 |
3.1% |
0.77 |
0.5% |
79% |
False |
False |
333,842 |
80 |
157.67 |
149.90 |
7.77 |
5.0% |
0.81 |
0.5% |
87% |
False |
False |
250,804 |
100 |
157.67 |
148.78 |
8.89 |
5.7% |
0.85 |
0.5% |
88% |
False |
False |
200,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.92 |
2.618 |
158.15 |
1.618 |
157.68 |
1.000 |
157.39 |
0.618 |
157.21 |
HIGH |
156.92 |
0.618 |
156.74 |
0.500 |
156.69 |
0.382 |
156.63 |
LOW |
156.45 |
0.618 |
156.16 |
1.000 |
155.98 |
1.618 |
155.69 |
2.618 |
155.22 |
4.250 |
154.45 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
156.69 |
156.79 |
PP |
156.67 |
156.74 |
S1 |
156.66 |
156.69 |
|