Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
155.76 |
156.64 |
0.88 |
0.6% |
156.03 |
High |
156.69 |
157.72 |
1.03 |
0.7% |
157.12 |
Low |
155.72 |
156.42 |
0.70 |
0.4% |
155.83 |
Close |
156.59 |
157.47 |
0.88 |
0.6% |
156.91 |
Range |
0.97 |
1.30 |
0.33 |
34.0% |
1.29 |
ATR |
0.78 |
0.82 |
0.04 |
4.7% |
0.00 |
Volume |
676,806 |
584,986 |
-91,820 |
-13.6% |
2,398,923 |
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.10 |
160.59 |
158.19 |
|
R3 |
159.80 |
159.29 |
157.83 |
|
R2 |
158.50 |
158.50 |
157.71 |
|
R1 |
157.99 |
157.99 |
157.59 |
158.25 |
PP |
157.20 |
157.20 |
157.20 |
157.33 |
S1 |
156.69 |
156.69 |
157.35 |
156.95 |
S2 |
155.90 |
155.90 |
157.23 |
|
S3 |
154.60 |
155.39 |
157.11 |
|
S4 |
153.30 |
154.09 |
156.76 |
|
|
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 |
157.72 |
155.71 |
2.01 |
1.3% |
0.87 |
0.5% |
88% |
True |
False |
595,619 |
10 |
157.72 |
155.71 |
2.01 |
1.3% |
0.72 |
0.5% |
88% |
True |
False |
520,281 |
20 |
157.72 |
155.13 |
2.59 |
1.6% |
0.75 |
0.5% |
90% |
True |
False |
563,387 |
40 |
157.72 |
152.75 |
4.97 |
3.2% |
0.78 |
0.5% |
95% |
True |
False |
539,352 |
60 |
157.72 |
152.75 |
4.97 |
3.2% |
0.81 |
0.5% |
95% |
True |
False |
364,141 |
80 |
157.72 |
149.90 |
7.82 |
5.0% |
0.81 |
0.5% |
97% |
True |
False |
273,641 |
100 |
157.72 |
148.78 |
8.94 |
5.7% |
0.84 |
0.5% |
97% |
True |
False |
219,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.25 |
2.618 |
161.12 |
1.618 |
159.82 |
1.000 |
159.02 |
0.618 |
158.52 |
HIGH |
157.72 |
0.618 |
157.22 |
0.500 |
157.07 |
0.382 |
156.92 |
LOW |
156.42 |
0.618 |
155.62 |
1.000 |
155.12 |
1.618 |
154.32 |
2.618 |
153.02 |
4.250 |
150.90 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
157.34 |
157.22 |
PP |
157.20 |
156.97 |
S1 |
157.07 |
156.72 |
|