Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
157.81 |
157.36 |
-0.45 |
-0.3% |
156.85 |
High |
158.32 |
157.36 |
-0.96 |
-0.6% |
158.32 |
Low |
157.65 |
156.95 |
-0.70 |
-0.4% |
156.52 |
Close |
158.07 |
157.19 |
-0.88 |
-0.6% |
157.19 |
Range |
0.67 |
0.41 |
-0.26 |
-38.8% |
1.80 |
ATR |
0.90 |
0.91 |
0.02 |
1.8% |
0.00 |
Volume |
893 |
0 |
-893 |
-100.0% |
1,104 |
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.40 |
158.20 |
157.42 |
|
R3 |
157.99 |
157.79 |
157.30 |
|
R2 |
157.58 |
157.58 |
157.27 |
|
R1 |
157.38 |
157.38 |
157.23 |
157.28 |
PP |
157.17 |
157.17 |
157.17 |
157.11 |
S1 |
156.97 |
156.97 |
157.15 |
156.87 |
S2 |
156.76 |
156.76 |
157.11 |
|
S3 |
156.35 |
156.56 |
157.08 |
|
S4 |
155.94 |
156.15 |
156.96 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.74 |
161.77 |
158.18 |
|
R3 |
160.94 |
159.97 |
157.69 |
|
R2 |
159.14 |
159.14 |
157.52 |
|
R1 |
158.17 |
158.17 |
157.36 |
158.66 |
PP |
157.34 |
157.34 |
157.34 |
157.59 |
S1 |
156.37 |
156.37 |
157.03 |
156.86 |
S2 |
155.54 |
155.54 |
156.86 |
|
S3 |
153.74 |
154.57 |
156.70 |
|
S4 |
151.94 |
152.77 |
156.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.32 |
156.52 |
1.80 |
1.1% |
0.60 |
0.4% |
37% |
False |
False |
220 |
10 |
158.32 |
155.11 |
3.21 |
2.0% |
0.75 |
0.5% |
65% |
False |
False |
883 |
20 |
161.71 |
154.54 |
7.17 |
4.6% |
0.79 |
0.5% |
37% |
False |
False |
505 |
40 |
161.71 |
154.54 |
7.17 |
4.6% |
0.57 |
0.4% |
37% |
False |
False |
259 |
60 |
161.71 |
151.90 |
9.81 |
6.2% |
0.51 |
0.3% |
54% |
False |
False |
186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.10 |
2.618 |
158.43 |
1.618 |
158.02 |
1.000 |
157.77 |
0.618 |
157.61 |
HIGH |
157.36 |
0.618 |
157.20 |
0.500 |
157.16 |
0.382 |
157.11 |
LOW |
156.95 |
0.618 |
156.70 |
1.000 |
156.54 |
1.618 |
156.29 |
2.618 |
155.88 |
4.250 |
155.21 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
157.18 |
157.64 |
PP |
157.17 |
157.49 |
S1 |
157.16 |
157.34 |
|