Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
155.28 |
156.69 |
1.41 |
0.9% |
156.77 |
High |
156.32 |
157.10 |
0.78 |
0.5% |
157.15 |
Low |
155.15 |
156.44 |
1.29 |
0.8% |
155.11 |
Close |
155.25 |
156.81 |
1.56 |
1.0% |
156.81 |
Range |
1.17 |
0.66 |
-0.51 |
-43.6% |
2.04 |
ATR |
0.89 |
0.96 |
0.07 |
7.8% |
0.00 |
Volume |
0 |
1,862 |
1,862 |
|
7,729 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.76 |
158.45 |
157.17 |
|
R3 |
158.10 |
157.79 |
156.99 |
|
R2 |
157.44 |
157.44 |
156.93 |
|
R1 |
157.13 |
157.13 |
156.87 |
157.29 |
PP |
156.78 |
156.78 |
156.78 |
156.86 |
S1 |
156.47 |
156.47 |
156.75 |
156.63 |
S2 |
156.12 |
156.12 |
156.69 |
|
S3 |
155.46 |
155.81 |
156.63 |
|
S4 |
154.80 |
155.15 |
156.45 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.48 |
161.68 |
157.93 |
|
R3 |
160.44 |
159.64 |
157.37 |
|
R2 |
158.40 |
158.40 |
157.18 |
|
R1 |
157.60 |
157.60 |
157.00 |
158.00 |
PP |
156.36 |
156.36 |
156.36 |
156.56 |
S1 |
155.56 |
155.56 |
156.62 |
155.96 |
S2 |
154.32 |
154.32 |
156.44 |
|
S3 |
152.28 |
153.52 |
156.25 |
|
S4 |
150.24 |
151.48 |
155.69 |
|
|
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% |
0.89 |
0.6% |
83% |
False |
False |
1,545 |
10 |
157.15 |
155.11 |
2.04 |
1.3% |
0.55 |
0.4% |
83% |
False |
False |
894 |
20 |
161.71 |
154.54 |
7.17 |
4.6% |
0.82 |
0.5% |
32% |
False |
False |
451 |
40 |
161.71 |
154.54 |
7.17 |
4.6% |
0.54 |
0.3% |
32% |
False |
False |
232 |
60 |
161.71 |
151.06 |
10.65 |
6.8% |
0.50 |
0.3% |
54% |
False |
False |
168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.91 |
2.618 |
158.83 |
1.618 |
158.17 |
1.000 |
157.76 |
0.618 |
157.51 |
HIGH |
157.10 |
0.618 |
156.85 |
0.500 |
156.77 |
0.382 |
156.69 |
LOW |
156.44 |
0.618 |
156.03 |
1.000 |
155.78 |
1.618 |
155.37 |
2.618 |
154.71 |
4.250 |
153.64 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
156.80 |
156.58 |
PP |
156.78 |
156.34 |
S1 |
156.77 |
156.11 |
|