Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 26-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
157.52 |
157.44 |
-0.08 |
-0.1% |
156.80 |
High |
157.79 |
157.73 |
-0.06 |
0.0% |
157.79 |
Low |
157.21 |
157.40 |
0.19 |
0.1% |
155.71 |
Close |
157.46 |
157.59 |
0.13 |
0.1% |
157.46 |
Range |
0.58 |
0.33 |
-0.25 |
-43.1% |
2.08 |
ATR |
0.80 |
0.77 |
-0.03 |
-4.2% |
0.00 |
Volume |
344,427 |
556,810 |
212,383 |
61.7% |
2,875,990 |
|
Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.56 |
158.41 |
157.77 |
|
R3 |
158.23 |
158.08 |
157.68 |
|
R2 |
157.90 |
157.90 |
157.65 |
|
R1 |
157.75 |
157.75 |
157.62 |
157.83 |
PP |
157.57 |
157.57 |
157.57 |
157.61 |
S1 |
157.42 |
157.42 |
157.56 |
157.50 |
S2 |
157.24 |
157.24 |
157.53 |
|
S3 |
156.91 |
157.09 |
157.50 |
|
S4 |
156.58 |
156.76 |
157.41 |
|
|
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% |
0.87 |
0.6% |
90% |
False |
False |
546,077 |
10 |
157.79 |
155.71 |
2.08 |
1.3% |
0.69 |
0.4% |
90% |
False |
False |
529,559 |
20 |
157.79 |
155.71 |
2.08 |
1.3% |
0.72 |
0.5% |
90% |
False |
False |
550,007 |
40 |
157.79 |
152.75 |
5.04 |
3.2% |
0.77 |
0.5% |
96% |
False |
False |
559,731 |
60 |
157.79 |
152.75 |
5.04 |
3.2% |
0.79 |
0.5% |
96% |
False |
False |
378,963 |
80 |
157.79 |
149.90 |
7.89 |
5.0% |
0.80 |
0.5% |
97% |
False |
False |
284,881 |
100 |
157.79 |
148.78 |
9.01 |
5.7% |
0.82 |
0.5% |
98% |
False |
False |
228,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.13 |
2.618 |
158.59 |
1.618 |
158.26 |
1.000 |
158.06 |
0.618 |
157.93 |
HIGH |
157.73 |
0.618 |
157.60 |
0.500 |
157.57 |
0.382 |
157.53 |
LOW |
157.40 |
0.618 |
157.20 |
1.000 |
157.07 |
1.618 |
156.87 |
2.618 |
156.54 |
4.250 |
156.00 |
|
|
Fisher Pivots for day following 26-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
157.58 |
157.43 |
PP |
157.57 |
157.27 |
S1 |
157.57 |
157.11 |
|