Euro Bund Future March 2016
Trading Metrics calculated at close of trading on 01-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
158.00 |
157.83 |
-0.17 |
-0.1% |
156.85 |
High |
158.12 |
158.86 |
0.74 |
0.5% |
158.32 |
Low |
157.80 |
157.80 |
0.00 |
0.0% |
156.52 |
Close |
158.03 |
158.66 |
0.63 |
0.4% |
157.19 |
Range |
0.32 |
1.06 |
0.74 |
231.3% |
1.80 |
ATR |
0.84 |
0.86 |
0.02 |
1.9% |
0.00 |
Volume |
1,473 |
842 |
-631 |
-42.8% |
1,104 |
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.62 |
161.20 |
159.24 |
|
R3 |
160.56 |
160.14 |
158.95 |
|
R2 |
159.50 |
159.50 |
158.85 |
|
R1 |
159.08 |
159.08 |
158.76 |
159.29 |
PP |
158.44 |
158.44 |
158.44 |
158.55 |
S1 |
158.02 |
158.02 |
158.56 |
158.23 |
S2 |
157.38 |
157.38 |
158.47 |
|
S3 |
156.32 |
156.96 |
158.37 |
|
S4 |
155.26 |
155.90 |
158.08 |
|
|
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 |
158.86 |
156.95 |
1.91 |
1.2% |
0.63 |
0.4% |
90% |
True |
False |
506 |
10 |
158.86 |
156.44 |
2.42 |
1.5% |
0.64 |
0.4% |
92% |
True |
False |
549 |
20 |
161.71 |
155.11 |
6.60 |
4.2% |
0.86 |
0.5% |
54% |
False |
False |
629 |
40 |
161.71 |
154.54 |
7.17 |
4.5% |
0.63 |
0.4% |
57% |
False |
False |
322 |
60 |
161.71 |
151.90 |
9.81 |
6.2% |
0.50 |
0.3% |
69% |
False |
False |
229 |
80 |
161.76 |
141.73 |
20.03 |
12.6% |
0.70 |
0.4% |
85% |
False |
False |
171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.37 |
2.618 |
161.64 |
1.618 |
160.58 |
1.000 |
159.92 |
0.618 |
159.52 |
HIGH |
158.86 |
0.618 |
158.46 |
0.500 |
158.33 |
0.382 |
158.20 |
LOW |
157.80 |
0.618 |
157.14 |
1.000 |
156.74 |
1.618 |
156.08 |
2.618 |
155.02 |
4.250 |
153.30 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
158.55 |
158.55 |
PP |
158.44 |
158.43 |
S1 |
158.33 |
158.32 |
|