Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
155.31 |
155.28 |
-0.03 |
0.0% |
156.29 |
High |
155.67 |
156.32 |
0.65 |
0.4% |
156.94 |
Low |
155.11 |
155.15 |
0.04 |
0.0% |
156.18 |
Close |
155.31 |
155.25 |
-0.06 |
0.0% |
156.94 |
Range |
0.56 |
1.17 |
0.61 |
108.9% |
0.76 |
ATR |
0.87 |
0.89 |
0.02 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.08 |
158.34 |
155.89 |
|
R3 |
157.91 |
157.17 |
155.57 |
|
R2 |
156.74 |
156.74 |
155.46 |
|
R1 |
156.00 |
156.00 |
155.36 |
155.79 |
PP |
155.57 |
155.57 |
155.57 |
155.47 |
S1 |
154.83 |
154.83 |
155.14 |
154.62 |
S2 |
154.40 |
154.40 |
155.04 |
|
S3 |
153.23 |
153.66 |
154.93 |
|
S4 |
152.06 |
152.49 |
154.61 |
|
|
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% |
0.83 |
0.5% |
7% |
False |
False |
1,410 |
10 |
161.71 |
155.11 |
6.60 |
4.3% |
1.07 |
0.7% |
2% |
False |
False |
709 |
20 |
161.71 |
154.54 |
7.17 |
4.6% |
0.82 |
0.5% |
10% |
False |
False |
364 |
40 |
161.71 |
154.54 |
7.17 |
4.6% |
0.53 |
0.3% |
10% |
False |
False |
186 |
60 |
161.71 |
150.23 |
11.48 |
7.4% |
0.49 |
0.3% |
44% |
False |
False |
137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.29 |
2.618 |
159.38 |
1.618 |
158.21 |
1.000 |
157.49 |
0.618 |
157.04 |
HIGH |
156.32 |
0.618 |
155.87 |
0.500 |
155.74 |
0.382 |
155.60 |
LOW |
155.15 |
0.618 |
154.43 |
1.000 |
153.98 |
1.618 |
153.26 |
2.618 |
152.09 |
4.250 |
150.18 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
155.74 |
156.06 |
PP |
155.57 |
155.79 |
S1 |
155.41 |
155.52 |
|