Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
156.60 |
156.77 |
0.17 |
0.1% |
156.29 |
High |
156.94 |
157.15 |
0.21 |
0.1% |
156.94 |
Low |
156.60 |
156.66 |
0.06 |
0.0% |
156.18 |
Close |
156.94 |
156.98 |
0.04 |
0.0% |
156.94 |
Range |
0.34 |
0.49 |
0.15 |
44.1% |
0.76 |
ATR |
0.86 |
0.83 |
-0.03 |
-3.1% |
0.00 |
Volume |
1,186 |
5,867 |
4,681 |
394.7% |
1,211 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.40 |
158.18 |
157.25 |
|
R3 |
157.91 |
157.69 |
157.11 |
|
R2 |
157.42 |
157.42 |
157.07 |
|
R1 |
157.20 |
157.20 |
157.02 |
157.31 |
PP |
156.93 |
156.93 |
156.93 |
156.99 |
S1 |
156.71 |
156.71 |
156.94 |
156.82 |
S2 |
156.44 |
156.44 |
156.89 |
|
S3 |
155.95 |
156.22 |
156.85 |
|
S4 |
155.46 |
155.73 |
156.71 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.97 |
158.71 |
157.36 |
|
R3 |
158.21 |
157.95 |
157.15 |
|
R2 |
157.45 |
157.45 |
157.08 |
|
R1 |
157.19 |
157.19 |
157.01 |
157.32 |
PP |
156.69 |
156.69 |
156.69 |
156.75 |
S1 |
156.43 |
156.43 |
156.87 |
156.56 |
S2 |
155.93 |
155.93 |
156.80 |
|
S3 |
155.17 |
155.67 |
156.73 |
|
S4 |
154.41 |
154.91 |
156.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.15 |
156.19 |
0.96 |
0.6% |
0.25 |
0.2% |
82% |
True |
False |
1,415 |
10 |
161.71 |
154.54 |
7.17 |
4.6% |
0.85 |
0.5% |
34% |
False |
False |
713 |
20 |
161.71 |
154.54 |
7.17 |
4.6% |
0.70 |
0.4% |
34% |
False |
False |
370 |
40 |
161.71 |
153.69 |
8.02 |
5.1% |
0.46 |
0.3% |
41% |
False |
False |
186 |
60 |
161.71 |
150.23 |
11.48 |
7.3% |
0.43 |
0.3% |
59% |
False |
False |
137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.23 |
2.618 |
158.43 |
1.618 |
157.94 |
1.000 |
157.64 |
0.618 |
157.45 |
HIGH |
157.15 |
0.618 |
156.96 |
0.500 |
156.91 |
0.382 |
156.85 |
LOW |
156.66 |
0.618 |
156.36 |
1.000 |
156.17 |
1.618 |
155.87 |
2.618 |
155.38 |
4.250 |
154.58 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
156.96 |
156.90 |
PP |
156.93 |
156.81 |
S1 |
156.91 |
156.73 |
|