Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
158.20 |
158.00 |
-0.20 |
-0.1% |
156.85 |
High |
158.25 |
158.12 |
-0.13 |
-0.1% |
158.32 |
Low |
157.77 |
157.80 |
0.03 |
0.0% |
156.52 |
Close |
158.01 |
158.03 |
0.02 |
0.0% |
157.19 |
Range |
0.48 |
0.32 |
-0.16 |
-33.3% |
1.80 |
ATR |
0.88 |
0.84 |
-0.04 |
-4.6% |
0.00 |
Volume |
71 |
1,473 |
1,402 |
1,974.6% |
1,104 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.94 |
158.81 |
158.21 |
|
R3 |
158.62 |
158.49 |
158.12 |
|
R2 |
158.30 |
158.30 |
158.09 |
|
R1 |
158.17 |
158.17 |
158.06 |
158.24 |
PP |
157.98 |
157.98 |
157.98 |
158.02 |
S1 |
157.85 |
157.85 |
158.00 |
157.92 |
S2 |
157.66 |
157.66 |
157.97 |
|
S3 |
157.34 |
157.53 |
157.94 |
|
S4 |
157.02 |
157.21 |
157.85 |
|
|
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 |
156.95 |
1.37 |
0.9% |
0.55 |
0.3% |
79% |
False |
False |
516 |
10 |
158.32 |
155.15 |
3.17 |
2.0% |
0.65 |
0.4% |
91% |
False |
False |
465 |
20 |
161.71 |
155.00 |
6.71 |
4.2% |
0.83 |
0.5% |
45% |
False |
False |
589 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.60 |
0.4% |
49% |
False |
False |
301 |
60 |
161.71 |
151.90 |
9.81 |
6.2% |
0.48 |
0.3% |
62% |
False |
False |
215 |
80 |
161.76 |
141.73 |
20.03 |
12.7% |
0.69 |
0.4% |
81% |
False |
False |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.48 |
2.618 |
158.96 |
1.618 |
158.64 |
1.000 |
158.44 |
0.618 |
158.32 |
HIGH |
158.12 |
0.618 |
158.00 |
0.500 |
157.96 |
0.382 |
157.92 |
LOW |
157.80 |
0.618 |
157.60 |
1.000 |
157.48 |
1.618 |
157.28 |
2.618 |
156.96 |
4.250 |
156.44 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
158.01 |
157.93 |
PP |
157.98 |
157.84 |
S1 |
157.96 |
157.74 |
|