Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 28-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
157.36 |
157.43 |
0.07 |
0.0% |
156.85 |
High |
157.36 |
158.09 |
0.73 |
0.5% |
158.32 |
Low |
156.95 |
157.23 |
0.28 |
0.2% |
156.52 |
Close |
157.19 |
157.86 |
0.67 |
0.4% |
157.19 |
Range |
0.41 |
0.86 |
0.45 |
109.8% |
1.80 |
ATR |
0.91 |
0.91 |
0.00 |
-0.1% |
0.00 |
Volume |
0 |
146 |
146 |
|
1,104 |
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.31 |
159.94 |
158.33 |
|
R3 |
159.45 |
159.08 |
158.10 |
|
R2 |
158.59 |
158.59 |
158.02 |
|
R1 |
158.22 |
158.22 |
157.94 |
158.41 |
PP |
157.73 |
157.73 |
157.73 |
157.82 |
S1 |
157.36 |
157.36 |
157.78 |
157.55 |
S2 |
156.87 |
156.87 |
157.70 |
|
S3 |
156.01 |
156.50 |
157.62 |
|
S4 |
155.15 |
155.64 |
157.39 |
|
|
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 |
156.86 |
1.46 |
0.9% |
0.71 |
0.4% |
68% |
False |
False |
250 |
10 |
158.32 |
155.11 |
3.21 |
2.0% |
0.79 |
0.5% |
86% |
False |
False |
311 |
20 |
161.71 |
154.54 |
7.17 |
4.5% |
0.82 |
0.5% |
46% |
False |
False |
512 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.59 |
0.4% |
46% |
False |
False |
263 |
60 |
161.71 |
151.90 |
9.81 |
6.2% |
0.49 |
0.3% |
61% |
False |
False |
189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.75 |
2.618 |
160.34 |
1.618 |
159.48 |
1.000 |
158.95 |
0.618 |
158.62 |
HIGH |
158.09 |
0.618 |
157.76 |
0.500 |
157.66 |
0.382 |
157.56 |
LOW |
157.23 |
0.618 |
156.70 |
1.000 |
156.37 |
1.618 |
155.84 |
2.618 |
154.98 |
4.250 |
153.58 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
157.79 |
157.79 |
PP |
157.73 |
157.71 |
S1 |
157.66 |
157.64 |
|