Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 24-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
158.08 |
157.81 |
-0.27 |
-0.2% |
156.77 |
High |
158.08 |
158.32 |
0.24 |
0.2% |
157.15 |
Low |
157.62 |
157.65 |
0.03 |
0.0% |
155.11 |
Close |
157.75 |
158.07 |
0.32 |
0.2% |
156.81 |
Range |
0.46 |
0.67 |
0.21 |
45.7% |
2.04 |
ATR |
0.92 |
0.90 |
-0.02 |
-1.9% |
0.00 |
Volume |
0 |
893 |
893 |
|
7,729 |
|
Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.02 |
159.72 |
158.44 |
|
R3 |
159.35 |
159.05 |
158.25 |
|
R2 |
158.68 |
158.68 |
158.19 |
|
R1 |
158.38 |
158.38 |
158.13 |
158.53 |
PP |
158.01 |
158.01 |
158.01 |
158.09 |
S1 |
157.71 |
157.71 |
158.01 |
157.86 |
S2 |
157.34 |
157.34 |
157.95 |
|
S3 |
156.67 |
157.04 |
157.89 |
|
S4 |
156.00 |
156.37 |
157.70 |
|
|
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 |
158.32 |
156.44 |
1.88 |
1.2% |
0.65 |
0.4% |
87% |
True |
False |
593 |
10 |
158.32 |
155.11 |
3.21 |
2.0% |
0.74 |
0.5% |
92% |
True |
False |
1,001 |
20 |
161.71 |
154.54 |
7.17 |
4.5% |
0.79 |
0.5% |
49% |
False |
False |
505 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.57 |
0.4% |
49% |
False |
False |
260 |
60 |
161.71 |
151.85 |
9.86 |
6.2% |
0.51 |
0.3% |
63% |
False |
False |
186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.17 |
2.618 |
160.07 |
1.618 |
159.40 |
1.000 |
158.99 |
0.618 |
158.73 |
HIGH |
158.32 |
0.618 |
158.06 |
0.500 |
157.99 |
0.382 |
157.91 |
LOW |
157.65 |
0.618 |
157.24 |
1.000 |
156.98 |
1.618 |
156.57 |
2.618 |
155.90 |
4.250 |
154.80 |
|
|
Fisher Pivots for day following 24-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
158.04 |
157.91 |
PP |
158.01 |
157.75 |
S1 |
157.99 |
157.59 |
|