Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 28-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
157.61 |
158.26 |
0.65 |
0.4% |
156.80 |
High |
158.38 |
158.60 |
0.22 |
0.1% |
157.79 |
Low |
157.60 |
157.92 |
0.32 |
0.2% |
155.71 |
Close |
158.35 |
158.34 |
-0.01 |
0.0% |
157.46 |
Range |
0.78 |
0.68 |
-0.10 |
-12.8% |
2.08 |
ATR |
0.77 |
0.76 |
-0.01 |
-0.8% |
0.00 |
Volume |
592,808 |
592,808 |
0 |
0.0% |
2,875,990 |
|
Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.33 |
160.01 |
158.71 |
|
R3 |
159.65 |
159.33 |
158.53 |
|
R2 |
158.97 |
158.97 |
158.46 |
|
R1 |
158.65 |
158.65 |
158.40 |
158.81 |
PP |
158.29 |
158.29 |
158.29 |
158.37 |
S1 |
157.97 |
157.97 |
158.28 |
158.13 |
S2 |
157.61 |
157.61 |
158.22 |
|
S3 |
156.93 |
157.29 |
158.15 |
|
S4 |
156.25 |
156.61 |
157.97 |
|
|
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 |
158.60 |
156.42 |
2.18 |
1.4% |
0.73 |
0.5% |
88% |
True |
False |
534,367 |
10 |
158.60 |
155.71 |
2.89 |
1.8% |
0.72 |
0.5% |
91% |
True |
False |
546,831 |
20 |
158.60 |
155.71 |
2.89 |
1.8% |
0.73 |
0.5% |
91% |
True |
False |
543,254 |
40 |
158.60 |
152.85 |
5.75 |
3.6% |
0.75 |
0.5% |
95% |
True |
False |
566,637 |
60 |
158.60 |
152.75 |
5.85 |
3.7% |
0.79 |
0.5% |
96% |
True |
False |
398,523 |
80 |
158.60 |
149.90 |
8.70 |
5.5% |
0.79 |
0.5% |
97% |
True |
False |
299,636 |
100 |
158.60 |
148.78 |
9.82 |
6.2% |
0.82 |
0.5% |
97% |
True |
False |
239,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.49 |
2.618 |
160.38 |
1.618 |
159.70 |
1.000 |
159.28 |
0.618 |
159.02 |
HIGH |
158.60 |
0.618 |
158.34 |
0.500 |
158.26 |
0.382 |
158.18 |
LOW |
157.92 |
0.618 |
157.50 |
1.000 |
157.24 |
1.618 |
156.82 |
2.618 |
156.14 |
4.250 |
155.03 |
|
|
Fisher Pivots for day following 28-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
158.31 |
158.23 |
PP |
158.29 |
158.11 |
S1 |
158.26 |
158.00 |
|