Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 23-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
156.64 |
157.52 |
0.88 |
0.6% |
156.80 |
High |
157.72 |
157.79 |
0.07 |
0.0% |
157.79 |
Low |
156.42 |
157.21 |
0.79 |
0.5% |
155.71 |
Close |
157.47 |
157.46 |
-0.01 |
0.0% |
157.46 |
Range |
1.30 |
0.58 |
-0.72 |
-55.4% |
2.08 |
ATR |
0.82 |
0.80 |
-0.02 |
-2.1% |
0.00 |
Volume |
584,986 |
344,427 |
-240,559 |
-41.1% |
2,875,990 |
|
Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.23 |
158.92 |
157.78 |
|
R3 |
158.65 |
158.34 |
157.62 |
|
R2 |
158.07 |
158.07 |
157.57 |
|
R1 |
157.76 |
157.76 |
157.51 |
157.63 |
PP |
157.49 |
157.49 |
157.49 |
157.42 |
S1 |
157.18 |
157.18 |
157.41 |
157.05 |
S2 |
156.91 |
156.91 |
157.35 |
|
S3 |
156.33 |
156.60 |
157.30 |
|
S4 |
155.75 |
156.02 |
157.14 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.23 |
162.42 |
158.60 |
|
R3 |
161.15 |
160.34 |
158.03 |
|
R2 |
159.07 |
159.07 |
157.84 |
|
R1 |
158.26 |
158.26 |
157.65 |
158.67 |
PP |
156.99 |
156.99 |
156.99 |
157.19 |
S1 |
156.18 |
156.18 |
157.27 |
156.59 |
S2 |
154.91 |
154.91 |
157.08 |
|
S3 |
152.83 |
154.10 |
156.89 |
|
S4 |
150.75 |
152.02 |
156.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.79 |
155.71 |
2.08 |
1.3% |
0.90 |
0.6% |
84% |
True |
False |
575,198 |
10 |
157.79 |
155.71 |
2.08 |
1.3% |
0.72 |
0.5% |
84% |
True |
False |
527,491 |
20 |
157.79 |
155.42 |
2.37 |
1.5% |
0.74 |
0.5% |
86% |
True |
False |
554,051 |
40 |
157.79 |
152.75 |
5.04 |
3.2% |
0.78 |
0.5% |
93% |
True |
False |
547,287 |
60 |
157.79 |
152.75 |
5.04 |
3.2% |
0.80 |
0.5% |
93% |
True |
False |
369,840 |
80 |
157.79 |
149.90 |
7.89 |
5.0% |
0.81 |
0.5% |
96% |
True |
False |
277,941 |
100 |
157.79 |
148.78 |
9.01 |
5.7% |
0.83 |
0.5% |
96% |
True |
False |
222,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.26 |
2.618 |
159.31 |
1.618 |
158.73 |
1.000 |
158.37 |
0.618 |
158.15 |
HIGH |
157.79 |
0.618 |
157.57 |
0.500 |
157.50 |
0.382 |
157.43 |
LOW |
157.21 |
0.618 |
156.85 |
1.000 |
156.63 |
1.618 |
156.27 |
2.618 |
155.69 |
4.250 |
154.75 |
|
|
Fisher Pivots for day following 23-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
157.50 |
157.23 |
PP |
157.49 |
156.99 |
S1 |
157.47 |
156.76 |
|