Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
156.77 |
157.00 |
0.23 |
0.1% |
156.29 |
High |
157.15 |
157.00 |
-0.15 |
-0.1% |
156.94 |
Low |
156.66 |
155.41 |
-1.25 |
-0.8% |
156.18 |
Close |
156.98 |
155.69 |
-1.29 |
-0.8% |
156.94 |
Range |
0.49 |
1.59 |
1.10 |
224.5% |
0.76 |
ATR |
0.83 |
0.89 |
0.05 |
6.5% |
0.00 |
Volume |
5,867 |
0 |
-5,867 |
-100.0% |
1,211 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.80 |
159.84 |
156.56 |
|
R3 |
159.21 |
158.25 |
156.13 |
|
R2 |
157.62 |
157.62 |
155.98 |
|
R1 |
156.66 |
156.66 |
155.84 |
156.35 |
PP |
156.03 |
156.03 |
156.03 |
155.88 |
S1 |
155.07 |
155.07 |
155.54 |
154.76 |
S2 |
154.44 |
154.44 |
155.40 |
|
S3 |
152.85 |
153.48 |
155.25 |
|
S4 |
151.26 |
151.89 |
154.82 |
|
|
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 |
155.41 |
1.74 |
1.1% |
0.52 |
0.3% |
16% |
False |
True |
1,414 |
10 |
161.71 |
154.69 |
7.02 |
4.5% |
0.96 |
0.6% |
14% |
False |
False |
713 |
20 |
161.71 |
154.54 |
7.17 |
4.6% |
0.78 |
0.5% |
16% |
False |
False |
370 |
40 |
161.71 |
154.34 |
7.37 |
4.7% |
0.49 |
0.3% |
18% |
False |
False |
186 |
60 |
161.71 |
150.23 |
11.48 |
7.4% |
0.46 |
0.3% |
48% |
False |
False |
137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.76 |
2.618 |
161.16 |
1.618 |
159.57 |
1.000 |
158.59 |
0.618 |
157.98 |
HIGH |
157.00 |
0.618 |
156.39 |
0.500 |
156.21 |
0.382 |
156.02 |
LOW |
155.41 |
0.618 |
154.43 |
1.000 |
153.82 |
1.618 |
152.84 |
2.618 |
151.25 |
4.250 |
148.65 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
156.21 |
156.28 |
PP |
156.03 |
156.08 |
S1 |
155.86 |
155.89 |
|