Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
157.00 |
155.31 |
-1.69 |
-1.1% |
156.29 |
High |
157.00 |
155.67 |
-1.33 |
-0.8% |
156.94 |
Low |
155.41 |
155.11 |
-0.30 |
-0.2% |
156.18 |
Close |
155.69 |
155.31 |
-0.38 |
-0.2% |
156.94 |
Range |
1.59 |
0.56 |
-1.03 |
-64.8% |
0.76 |
ATR |
0.89 |
0.87 |
-0.02 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.04 |
156.74 |
155.62 |
|
R3 |
156.48 |
156.18 |
155.46 |
|
R2 |
155.92 |
155.92 |
155.41 |
|
R1 |
155.62 |
155.62 |
155.36 |
155.59 |
PP |
155.36 |
155.36 |
155.36 |
155.35 |
S1 |
155.06 |
155.06 |
155.26 |
155.03 |
S2 |
154.80 |
154.80 |
155.21 |
|
S3 |
154.24 |
154.50 |
155.16 |
|
S4 |
153.68 |
153.94 |
155.00 |
|
|
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 |
155.11 |
2.04 |
1.3% |
0.61 |
0.4% |
10% |
False |
True |
1,414 |
10 |
161.71 |
155.00 |
6.71 |
4.3% |
1.02 |
0.7% |
5% |
False |
False |
713 |
20 |
161.71 |
154.54 |
7.17 |
4.6% |
0.78 |
0.5% |
11% |
False |
False |
367 |
40 |
161.71 |
154.54 |
7.17 |
4.6% |
0.51 |
0.3% |
11% |
False |
False |
186 |
60 |
161.71 |
150.23 |
11.48 |
7.4% |
0.47 |
0.3% |
44% |
False |
False |
137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.05 |
2.618 |
157.14 |
1.618 |
156.58 |
1.000 |
156.23 |
0.618 |
156.02 |
HIGH |
155.67 |
0.618 |
155.46 |
0.500 |
155.39 |
0.382 |
155.32 |
LOW |
155.11 |
0.618 |
154.76 |
1.000 |
154.55 |
1.618 |
154.20 |
2.618 |
153.64 |
4.250 |
152.73 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
155.39 |
156.13 |
PP |
155.36 |
155.86 |
S1 |
155.34 |
155.58 |
|