Euro Bund Future December 2015
Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
158.03 |
157.21 |
-0.82 |
-0.5% |
157.44 |
High |
158.24 |
157.56 |
-0.68 |
-0.4% |
158.60 |
Low |
156.99 |
156.96 |
-0.03 |
0.0% |
156.96 |
Close |
157.10 |
157.21 |
0.11 |
0.1% |
157.21 |
Range |
1.25 |
0.60 |
-0.65 |
-52.0% |
1.64 |
ATR |
0.81 |
0.79 |
-0.01 |
-1.8% |
0.00 |
Volume |
740,374 |
600,090 |
-140,284 |
-18.9% |
3,082,890 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.04 |
158.73 |
157.54 |
|
R3 |
158.44 |
158.13 |
157.38 |
|
R2 |
157.84 |
157.84 |
157.32 |
|
R1 |
157.53 |
157.53 |
157.27 |
157.51 |
PP |
157.24 |
157.24 |
157.24 |
157.24 |
S1 |
156.93 |
156.93 |
157.16 |
156.91 |
S2 |
156.64 |
156.64 |
157.10 |
|
S3 |
156.04 |
156.33 |
157.05 |
|
S4 |
155.44 |
155.73 |
156.88 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.51 |
161.50 |
158.11 |
|
R3 |
160.87 |
159.86 |
157.66 |
|
R2 |
159.23 |
159.23 |
157.51 |
|
R1 |
158.22 |
158.22 |
157.36 |
157.91 |
PP |
157.59 |
157.59 |
157.59 |
157.43 |
S1 |
156.58 |
156.58 |
157.06 |
156.27 |
S2 |
155.95 |
155.95 |
156.91 |
|
S3 |
154.31 |
154.94 |
156.76 |
|
S4 |
152.67 |
153.30 |
156.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.60 |
156.96 |
1.64 |
1.0% |
0.73 |
0.5% |
15% |
False |
True |
616,578 |
10 |
158.60 |
155.71 |
2.89 |
1.8% |
0.81 |
0.5% |
52% |
False |
False |
595,888 |
20 |
158.60 |
155.71 |
2.89 |
1.8% |
0.71 |
0.5% |
52% |
False |
False |
547,492 |
40 |
158.60 |
153.50 |
5.10 |
3.2% |
0.76 |
0.5% |
73% |
False |
False |
561,994 |
60 |
158.60 |
152.75 |
5.85 |
3.7% |
0.79 |
0.5% |
76% |
False |
False |
420,709 |
80 |
158.60 |
149.90 |
8.70 |
5.5% |
0.79 |
0.5% |
84% |
False |
False |
316,345 |
100 |
158.60 |
149.89 |
8.71 |
5.5% |
0.81 |
0.5% |
84% |
False |
False |
253,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.11 |
2.618 |
159.13 |
1.618 |
158.53 |
1.000 |
158.16 |
0.618 |
157.93 |
HIGH |
157.56 |
0.618 |
157.33 |
0.500 |
157.26 |
0.382 |
157.19 |
LOW |
156.96 |
0.618 |
156.59 |
1.000 |
156.36 |
1.618 |
155.99 |
2.618 |
155.39 |
4.250 |
154.41 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
157.26 |
157.78 |
PP |
157.24 |
157.59 |
S1 |
157.23 |
157.40 |
|